TJUN vs. IGLD

Last updated Jun 24, 2026

TJUN (FT Vest Emerging Markets Buffer ETF - June) and IGLD (FT Vest Gold Strategy Target Income ETF) are both exchange-traded funds - TJUN is a Defined Outcome fund managed by First Trust, while IGLD is a Gold fund actively managed by First Trust. Over the past year, TJUN returned 13.53% vs 14.83% for IGLD. At a 0.32 correlation, their price movements are largely independent. TJUN charges 0.95%/yr vs 0.85%/yr for IGLD.

Performance

TJUN vs. IGLD - 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 Gold Strategy Target Income ETF (IGLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TJUN achieves a 1.65% return, which is significantly higher than IGLD's -5.55% return.

TJUN

• 1D: -3.88%
• 1M: -3.12%
• YTD: 1.65%
• 6M: 2.01%
• 1Y: 13.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IGLD

• 1D: -1.96%
• 1M: -8.08%
• YTD: -5.55%
• 6M: -8.37%
• 1Y: 14.83%
• 3Y*: 20.33%
• 5Y*: 12.76%
• 10Y*: —

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

TJUN vs. IGLD - Yearly Performance Comparison

	2026 (YTD)	2025
TJUN FT Vest Emerging Markets Buffer ETF - June	1.65%	11.79%
IGLD FT Vest Gold Strategy Target Income ETF	-5.55%	21.97%

Correlation

The correlation between TJUN and IGLD is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.32
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.32

Return for Risk

TJUN vs. IGLD — Risk / Return Rank

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

TJUN

TJUN Risk / Return Rank: 62
TJUN Sharpe Ratio Rank: 52
TJUN Sortino Ratio Rank: 48
TJUN Omega Ratio Rank: 69
TJUN Calmar Ratio Rank: 67
TJUN Martin Ratio Rank: 76

IGLD

IGLD Risk / Return Rank: 18
IGLD Sharpe Ratio Rank: 19
IGLD Sortino Ratio Rank: 18
IGLD Omega Ratio Rank: 20
IGLD Calmar Ratio Rank: 17
IGLD Martin Ratio Rank: 18

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. IGLD - 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 Gold Strategy Target Income ETF (IGLD). 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	IGLD	Difference
Sharpe ratio: Return per unit of total volatility	1.63	0.61	+1.02
Sortino ratio: Return per unit of downside risk	2.16	0.94	+1.22
Omega ratio: Gain probability vs. loss probability	1.37	1.14	+0.23
Calmar ratio: Return relative to maximum drawdown	3.04	0.68	+2.36
Martin ratio: Return relative to average drawdown	13.10	1.94	+11.17

TJUN vs. IGLD - Sharpe Ratio Comparison

The current TJUN Sharpe Ratio is 1.63, which is higher than the IGLD Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of TJUN and IGLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TJUN vs. IGLD - Drawdown Comparison

The maximum TJUN drawdown since its inception was -4.47%, smaller than the maximum IGLD drawdown of -21.90%. Use the drawdown chart below to compare losses from any high point for TJUN and IGLD.

Drawdown Indicators

	TJUN	IGLD	Difference
Max Drawdown Largest peak-to-trough decline	-4.47%	-21.90%	+17.43%
Max Drawdown (1Y) Largest decline over 1 year	-4.47%	-21.90%	+17.43%
Max Drawdown (3Y) Largest decline over 3 years	—	-21.90%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.90%	—
Current Drawdown Current decline from peak	-3.88%	-21.20%	+17.32%
Average Drawdown Average peak-to-trough decline	-0.58%	-5.37%	+4.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.04%	7.68%	-6.64%

Volatility

TJUN vs. IGLD - Volatility Comparison

The current volatility for FT Vest Emerging Markets Buffer ETF - June (TJUN) is 4.01%, while FT Vest Gold Strategy Target Income ETF (IGLD) has a volatility of 8.14%. This indicates that TJUN experiences smaller price fluctuations and is considered to be less risky than IGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TJUN	IGLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.01%	8.14%	-4.13%
Volatility (6M) Calculated over the trailing 6-month period	6.42%	22.34%	-15.92%
Volatility (1Y) Calculated over the trailing 1-year period	8.33%	24.40%	-16.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.33%	15.48%	-7.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.33%	15.30%	-6.97%

TJUN vs. IGLD - Expense Ratio Comparison

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

Dividends

TJUN vs. IGLD - Dividend Comparison

TJUN has not paid dividends to shareholders, while IGLD's dividend yield for the trailing twelve months is around 19.29%.

Position	TTM	2025	2024	2023	2022	2021
IGLD FT Vest Gold Strategy Target Income ETF	19.29%	9.91%	20.81%	7.85%	4.45%	2.24%
TJUN FT Vest Emerging Markets Buffer ETF - June	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TJUN and IGLD in my portfolio?

TJUN and IGLD have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TJUN or IGLD?

IGLD has higher volatility (8.14%) compared to TJUN (4.01%). In terms of maximum drawdown, TJUN dropped -4.47% vs IGLD's -21.90%.

Which ETF is better, TJUN or IGLD?

On 1-year performance, IGLD leads with 14.83% vs 13.53% for TJUN. On fees, IGLD is cheaper at 0.85% 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.

Which ETF has performed better, TJUN or IGLD?

Over the 1-year period, IGLD has performed better with a 14.83% return vs 13.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TJUN or IGLD?

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

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

IGLD has the higher dividend yield at 19.29%, compared with 0.00% for TJUN.

What is the main difference between TJUN and IGLD?

TJUN is categorized as Defined Outcome, while IGLD is Gold. Their fees differ too: 0.95% for TJUN and 0.85% for IGLD.

Which has better risk-adjusted returns?

TJUN currently has the higher Sharpe Ratio (1.63 vs 0.61), 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.