TJUN vs. APXM

Last updated Jun 23, 2026

TJUN (FT Vest Emerging Markets Buffer ETF - June) and APXM (FT Vest U.S. Equity Max Buffer ETF - April) are both Defined Outcome funds from First Trust. Over the past year, TJUN returned 18.22% vs 5.14% for APXM. A 0.58 correlation means they provide meaningful diversification when combined. TJUN charges 0.95%/yr vs 0.85%/yr for APXM.

Performance

TJUN vs. APXM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Emerging Markets Buffer ETF - June (TJUN) and FT Vest U.S. Equity Max Buffer ETF - April (APXM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TJUN achieves a 5.75% return, which is significantly higher than APXM's 2.01% return.

TJUN

• 1D: 0.02%
• 1M: 0.79%
• YTD: 5.75%
• 6M: 6.56%
• 1Y: 18.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —

APXM

• 1D: -0.05%
• 1M: 0.14%
• YTD: 2.01%
• 6M: 2.14%
• 1Y: 5.14%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TJUN vs. APXM - Yearly Performance Comparison

	2026 (YTD)	2025
TJUN FT Vest Emerging Markets Buffer ETF - June	5.75%	11.79%
APXM FT Vest U.S. Equity Max Buffer ETF - April	2.01%	3.07%

Correlation

The correlation between TJUN and APXM is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.58

Return for Risk

TJUN vs. APXM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TJUN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

APXM

APXM Risk / Return Rank: 97
APXM Sharpe Ratio Rank: 97
APXM Sortino Ratio Rank: 98
APXM Omega Ratio Rank: 98
APXM Calmar Ratio Rank: 96
APXM Martin Ratio Rank: 98

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TJUN vs. APXM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Emerging Markets Buffer ETF - June (TJUN) and FT Vest U.S. Equity Max Buffer ETF - April (APXM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	TJUN	APXM	Difference
Sharpe ratio: Return per unit of total volatility	—	4.29	—
Sortino ratio: Return per unit of downside risk	—	7.06	—
Omega ratio: Gain probability vs. loss probability	—	2.22	—
Calmar ratio: Return relative to maximum drawdown	—	8.62	—
Martin ratio: Return relative to average drawdown	—	61.17	—

Drawdowns

TJUN vs. APXM - Drawdown Comparison

The maximum TJUN drawdown since its inception was -4.47%, which is greater than APXM's maximum drawdown of -0.60%. Use the drawdown chart below to compare losses from any high point for TJUN and APXM.

Drawdown Indicators

	TJUN	APXM	Difference
Max Drawdown Largest peak-to-trough decline	-4.47%	-0.60%	-3.87%
Max Drawdown (1Y) Largest decline over 1 year	-4.47%	-0.60%	-3.87%
Current Drawdown Current decline from peak	0.00%	-0.17%	+0.17%
Average Drawdown Average peak-to-trough decline	-0.57%	-0.04%	-0.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.08%	—

Volatility

Volatility by Period

	TJUN	APXM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.73%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.04%	—
Volatility (1Y) Calculated over the trailing 1-year period	7.35%	1.21%	+6.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	7.35%	1.35%	+6.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.35%	1.35%	+6.00%

TJUN vs. APXM - Expense Ratio Comparison

TJUN has a 0.95% expense ratio, which is higher than APXM's 0.85% expense ratio.

Dividends

TJUN vs. APXM - Dividend Comparison

Neither TJUN nor APXM has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both TJUN and APXM in my portfolio?

TJUN and APXM have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TJUN or APXM?

On 1-year performance, TJUN leads with 18.22% vs 5.14% for APXM. On fees, APXM is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TJUN or APXM?

Over the 1-year period, TJUN has performed better with a 18.22% return vs 5.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TJUN or APXM?

APXM is cheaper with a 0.85% expense ratio, compared with 0.95% for TJUN.

Which ETF pays a higher dividend yield, TJUN or APXM?

TJUN and APXM have nearly identical dividend yields, around 0.00%.

What is the main difference between TJUN and APXM?

Their fees differ too: 0.95% for TJUN and 0.85% for APXM.