TJUN vs. NFTY
TJUN (FT Vest Emerging Markets Buffer ETF - June) and NFTY (First Trust India NIFTY 50 Equal Weight ETF) are both exchange-traded funds - TJUN is a Defined Outcome fund tracking the iShares MSCI Emerging Markets ETF (EEM), while NFTY is a India Equities fund tracking the NIFTY 50 Equal Weight Index. Both are passively managed. Over the past year, TJUN returned 8.48% vs -1.61% for NFTY. Their 0.44 correlation means their historical movements had little consistent relationship. TJUN charges 0.95%/yr vs 0.80%/yr for NFTY.
Performance
TJUN vs. NFTY - Performance Comparison
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Returns By Period
In the year-to-date period, TJUN achieves a -0.94% return, which is significantly higher than NFTY's -5.08% return.
TJUN
- 1D
- 0.30%
- 1M
- -0.82%
- 6M
- -3.17%
- YTD
- -0.94%
- 1Y
- 8.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 9.61%
NFTY
- 1D
- 0.88%
- 1M
- 1.75%
- 6M
- -5.04%
- YTD
- -5.08%
- 1Y
- -1.61%
- 3Y*
- 6.43%
- 5Y*
- 5.70%
- 10Y*
- 7.54%
- ALL TIME*
- 6.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.50M | $1.73M | $1.67M | |
| $26.04K | $85.71K | $115.87K |
TJUN vs. NFTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TJUN FT Vest Emerging Markets Buffer ETF - June | -0.94% | 11.79% |
NFTY First Trust India NIFTY 50 Equal Weight ETF | -5.08% | 1.47% |
Correlation
The correlation between TJUN and NFTY is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025 | 0.44 |
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Return for Risk
TJUN vs. NFTY — Risk / Return Rank
TJUN
NFTY
TJUN vs. NFTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest Emerging Markets Buffer ETF - June (TJUN) and First Trust India NIFTY 50 Equal Weight ETF (NFTY). 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 | NFTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 0.99 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | -0.10 | +0.97 |
| Martin ratioReturn relative to average drawdown | 3.79 | -0.23 | +4.02 |
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Drawdowns
TJUN vs. NFTY - Drawdown Comparison
The maximum TJUN drawdown since its inception was -9.77%, smaller than the maximum NFTY drawdown of -47.67%. Use the drawdown chart below to compare losses from any high point for TJUN and NFTY.
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Drawdown Indicators
| TJUN | NFTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.77% | -47.67% | +37.90% |
Max Drawdown (1Y)Largest decline over 1 year | -9.77% | -16.14% | +6.37% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.55% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.55% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.67% | — |
Current DrawdownCurrent decline from peak | -6.33% | -13.23% | +6.90% |
Average DrawdownAverage peak-to-trough decline | -1.10% | -9.65% | +8.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 6.99% | -4.75% |
Volatility
TJUN vs. NFTY - Volatility Comparison
FT Vest Emerging Markets Buffer ETF - June (TJUN) has a higher volatility of 6.63% compared to First Trust India NIFTY 50 Equal Weight ETF (NFTY) at 3.57%. This indicates that TJUN's price experiences larger fluctuations and is considered to be riskier than NFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TJUN | NFTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 3.57% | +3.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 12.74% | -3.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.70% | 14.87% | -4.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.40% | 17.41% | -7.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.40% | 20.65% | -10.25% |
TJUN vs. NFTY - Expense Ratio Comparison
TJUN has a 0.95% expense ratio, which is higher than NFTY's 0.80% expense ratio.
Dividends
TJUN vs. NFTY - Dividend Comparison
TJUN has not paid dividends to shareholders, while NFTY's dividend yield for the trailing twelve months is around 1.87%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NFTY First Trust India NIFTY 50 Equal Weight ETF | 1.87% | 1.24% | 1.61% | 0.13% | 5.89% | 1.53% | 0.61% | 0.97% | 0.00% | 4.10% | 3.28% | 4.39% |
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% | 0.00% |
Frequently Asked Questions
TJUN and NFTY have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TJUN has higher volatility (6.63%) compared to NFTY (3.57%). In terms of maximum drawdown, TJUN dropped -9.77% vs NFTY's -47.67%.
On 1-year performance, TJUN leads with 8.48% vs -1.61% for NFTY. On fees, NFTY is cheaper at 0.80% per year. On volatility, NFTY has been the lower-risk option at 3.57%. 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 8.48% return vs -1.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NFTY is cheaper with a 0.80% expense ratio, compared with 0.95% for TJUN.
NFTY has the higher dividend yield at 1.87%, compared with 0.00% for TJUN.
TJUN is categorized as Defined Outcome, while NFTY is India Equities. TJUN tracks iShares MSCI Emerging Markets ETF (EEM), while NFTY tracks NIFTY 50 Equal Weight Index. Their fees differ too: 0.95% for TJUN and 0.80% for NFTY.
TJUN currently has the higher Sharpe Ratio (0.80 vs -0.11), 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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