TJUN vs. EMGF
TJUN (FT Vest Emerging Markets Buffer ETF - June) and EMGF (iShares Edge MSCI Multifactor Emerging Markets ETF) are both exchange-traded funds - TJUN is a Defined Outcome fund managed by First Trust, while EMGF is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Diversified Multiple-Factor Index. Over the past year, TJUN returned 13.53% vs 46.43% for EMGF. Their correlation of 0.86 suggests significant overlap in exposure. TJUN charges 0.95%/yr vs 0.45%/yr for EMGF.
Performance
TJUN vs. EMGF - Performance Comparison
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Returns By Period
In the year-to-date period, TJUN achieves a 1.65% return, which is significantly lower than EMGF's 25.77% return.
TJUN
- 1D
- -3.88%
- 1M
- -3.12%
- YTD
- 1.65%
- 6M
- 2.01%
- 1Y
- 13.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EMGF
- 1D
- -5.41%
- 1M
- 2.79%
- YTD
- 25.77%
- 6M
- 26.91%
- 1Y
- 46.43%
- 3Y*
- 25.52%
- 5Y*
- 9.98%
- 10Y*
- 11.25%
TJUN vs. EMGF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TJUN FT Vest Emerging Markets Buffer ETF - June | 1.65% | 11.79% |
EMGF iShares Edge MSCI Multifactor Emerging Markets ETF | 25.77% | 17.31% |
Correlation
The correlation between TJUN and EMGF is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025 | 0.86 |
The correlation between TJUN and EMGF has been stable across timeframes, ranging from 0.86 to 0.86 - a consistent structural relationship.
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Return for Risk
TJUN vs. EMGF — Risk / Return Rank
TJUN
EMGF
TJUN vs. EMGF - 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 Edge MSCI Multifactor Emerging Markets ETF (EMGF). 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 | EMGF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.39 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 3.45 | -0.40 |
| Martin ratioReturn relative to average drawdown | 13.10 | 12.68 | +0.42 |
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Drawdowns
TJUN vs. EMGF - Drawdown Comparison
The maximum TJUN drawdown since its inception was -4.47%, smaller than the maximum EMGF drawdown of -40.23%. Use the drawdown chart below to compare losses from any high point for TJUN and EMGF.
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Drawdown Indicators
| TJUN | EMGF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.47% | -40.23% | +35.76% |
Max Drawdown (1Y)Largest decline over 1 year | -4.47% | -13.54% | +9.07% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.65% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.20% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.23% | — |
Current DrawdownCurrent decline from peak | -3.88% | -5.41% | +1.53% |
Average DrawdownAverage peak-to-trough decline | -0.58% | -10.02% | +9.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 3.67% | -2.63% |
Volatility
TJUN vs. EMGF - Volatility Comparison
The current volatility for FT Vest Emerging Markets Buffer ETF - June (TJUN) is 4.01%, while iShares Edge MSCI Multifactor Emerging Markets ETF (EMGF) has a volatility of 12.64%. This indicates that TJUN experiences smaller price fluctuations and is considered to be less risky than EMGF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TJUN | EMGF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 12.64% | -8.63% |
Volatility (6M)Calculated over the trailing 6-month period | 6.42% | 20.71% | -14.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.33% | 22.67% | -14.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.33% | 18.34% | -10.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.33% | 19.67% | -11.34% |
TJUN vs. EMGF - Expense Ratio Comparison
TJUN has a 0.95% expense ratio, which is higher than EMGF's 0.45% expense ratio.
Dividends
TJUN vs. EMGF - Dividend Comparison
TJUN has not paid dividends to shareholders, while EMGF's dividend yield for the trailing twelve months is around 2.00%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EMGF iShares Edge MSCI Multifactor Emerging Markets ETF | 2.00% | 2.52% | 3.42% | 5.94% | 4.04% | 2.48% | 1.95% | 2.63% | 2.73% | 1.94% | 2.04% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TJUN and EMGF have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMGF has higher volatility (12.64%) compared to TJUN (4.01%). In terms of maximum drawdown, TJUN dropped -4.47% vs EMGF's -40.23%.
On 1-year performance, EMGF leads with 46.43% vs 13.53% for TJUN. On fees, EMGF is cheaper at 0.45% per year. On volatility, TJUN has been the lower-risk option at 4.01%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EMGF has performed better with a 46.43% return vs 13.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EMGF is cheaper with a 0.45% expense ratio, compared with 0.95% for TJUN.
EMGF has the higher dividend yield at 2.00%, compared with 0.00% for TJUN.
TJUN is categorized as Defined Outcome, while EMGF is Emerging Markets Equities. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.95% for TJUN and 0.45% for EMGF.
EMGF currently has the higher Sharpe Ratio (2.06 vs 1.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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