TJUN vs. DMAX
TJUN (FT Vest Emerging Markets Buffer ETF - June) and DMAX (iShares Large Cap Max Buffer December ETF) are both Defined Outcome funds. Over the past year, TJUN returned 18.22% vs 8.23% for DMAX. A 0.61 correlation means they provide meaningful diversification when combined. TJUN charges 0.95%/yr vs 0.50%/yr for DMAX.
Performance
TJUN vs. DMAX - Performance Comparison
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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*
- —
TJUN vs. DMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TJUN FT Vest Emerging Markets Buffer ETF - June | 5.75% | 11.79% |
DMAX iShares Large Cap Max Buffer December ETF | 2.34% | 5.75% |
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
TJUN
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DMAX
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.
| TJUN | DMAX | Difference | |
|---|---|---|---|
| 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 | — |
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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
| TJUN | DMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -0.24% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -0.57% | -0.38% | -0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.28% | — |
Volatility
TJUN vs. DMAX - Volatility Comparison
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Volatility by Period
| TJUN | DMAX | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 |
|---|---|---|
DMAX iShares Large Cap Max Buffer December ETF | 1.15% | 1.18% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 0.00% | 0.00% |
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.
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