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TJUN vs. DMAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TJUN vs. DMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Emerging Markets Buffer ETF - June (TJUN) and iShares Large Cap Max Buffer December ETF (DMAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TJUN achieves a 5.75% return, which is significantly higher than DMAX's 2.34% return.


TJUN

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

DMAX

1D
-0.02%
1M
0.22%
YTD
2.34%
6M
2.59%
1Y
8.23%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TJUN vs. DMAX - Yearly Performance Comparison


Correlation

The correlation between TJUN and DMAX is 0.61, 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

0.61

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Return for Risk

TJUN vs. DMAX — 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.


DMAX
DMAX Risk / Return Rank: 9595
Overall Rank
DMAX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DMAX Sortino Ratio Rank: 9696
Sortino Ratio Rank
DMAX Omega Ratio Rank: 9696
Omega Ratio Rank
DMAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
DMAX Martin Ratio Rank: 9595
Martin Ratio Rank
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. DMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Emerging Markets Buffer ETF - June (TJUN) and iShares Large Cap Max Buffer December ETF (DMAX). 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.


TJUNDMAXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.76

Calmar ratioReturn relative to maximum drawdown

5.85

Martin ratioReturn relative to average drawdown

29.41

TJUN vs. DMAX - Sharpe Ratio Comparison


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Drawdowns

TJUN vs. DMAX - Drawdown Comparison

The maximum TJUN drawdown since its inception was -4.47%, which is greater than DMAX's maximum drawdown of -3.37%. Use the drawdown chart below to compare losses from any high point for TJUN and DMAX.


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Drawdown Indicators


TJUNDMAXDifference

Max Drawdown

Largest peak-to-trough decline

-4.47%

-3.37%

-1.10%

Max Drawdown (1Y)

Largest decline over 1 year

-4.47%

-1.41%

-3.06%

Current Drawdown

Current decline from peak

0.00%

-0.24%

+0.24%

Average Drawdown

Average peak-to-trough decline

-0.57%

-0.38%

-0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

Volatility

TJUN vs. DMAX - Volatility Comparison


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Volatility by Period


TJUNDMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

Volatility (6M)

Calculated over the trailing 6-month period

1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

7.35%

2.34%

+5.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.35%

3.38%

+3.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.35%

3.38%

+3.97%

TJUN vs. DMAX - Expense Ratio Comparison

TJUN has a 0.95% expense ratio, which is higher than DMAX's 0.50% expense ratio.


Dividends

TJUN vs. DMAX - Dividend Comparison

TJUN has not paid dividends to shareholders, while DMAX's dividend yield for the trailing twelve months is around 1.15%.


Frequently Asked Questions


TJUN and DMAX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, TJUN leads with 18.22% vs 8.23% for DMAX. On fees, DMAX is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TJUN has performed better with a 18.22% return vs 8.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DMAX is cheaper with a 0.50% expense ratio, compared with 0.95% for TJUN.

DMAX has the higher dividend yield at 1.15%, compared with 0.00% for TJUN.

They also come from different issuers: First Trust and iShares. Their fees differ too: 0.95% for TJUN and 0.50% for DMAX.

Portfolio Optimizer

Find the right allocation for TJUN and DMAX

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