TJUN vs. QMAR

Last updated Jun 24, 2026

TJUN (FT Vest Emerging Markets Buffer ETF - June) and QMAR (FT Cboe Vest Nasdaq-100 Buffer ETF - March) are both exchange-traded funds - TJUN is a Defined Outcome fund managed by First Trust, while QMAR is a Nasdaq-100 fund actively managed by First Trust. Over the past year, TJUN returned 13.53% vs 20.76% for QMAR. A 0.65 correlation means they provide meaningful diversification when combined. TJUN charges 0.95%/yr vs 0.90%/yr for QMAR.

Performance

TJUN vs. QMAR - 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 Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). 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 lower than QMAR's 11.40% return.

TJUN

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

QMAR

• 1D: -1.06%
• 1M: -0.77%
• YTD: 11.40%
• 6M: 11.38%
• 1Y: 20.76%
• 3Y*: 15.65%
• 5Y*: 11.30%
• 10Y*: —

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

TJUN vs. QMAR - Yearly Performance Comparison

	2026 (YTD)	2025
TJUN FT Vest Emerging Markets Buffer ETF - June	1.65%	11.79%
QMAR FT Cboe Vest Nasdaq-100 Buffer ETF - March	11.40%	8.95%

Correlation

The correlation between TJUN and QMAR is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.65
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.65

The correlation between TJUN and QMAR has been stable across timeframes, ranging from 0.65 to 0.65 - a consistent structural relationship.

Return for Risk

TJUN vs. QMAR — 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

QMAR

QMAR Risk / Return Rank: 95
QMAR Sharpe Ratio Rank: 93
QMAR Sortino Ratio Rank: 95
QMAR Omega Ratio Rank: 96
QMAR Calmar Ratio Rank: 94
QMAR Martin Ratio Rank: 97

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. QMAR - 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 Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR). 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	QMAR	Difference
Sharpe ratio: Return per unit of total volatility	1.63	3.19	-1.56
Sortino ratio: Return per unit of downside risk	2.16	4.77	-2.61
Omega ratio: Gain probability vs. loss probability	1.37	1.74	-0.37
Calmar ratio: Return relative to maximum drawdown	3.04	6.49	-3.45
Martin ratio: Return relative to average drawdown	13.10	39.78	-26.68

TJUN vs. QMAR - Sharpe Ratio Comparison

The current TJUN Sharpe Ratio is 1.63, which is lower than the QMAR Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of TJUN and QMAR, 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. QMAR - Drawdown Comparison

The maximum TJUN drawdown since its inception was -4.47%, smaller than the maximum QMAR drawdown of -19.83%. Use the drawdown chart below to compare losses from any high point for TJUN and QMAR.

Drawdown Indicators

	TJUN	QMAR	Difference
Max Drawdown Largest peak-to-trough decline	-4.47%	-19.83%	+15.36%
Max Drawdown (1Y) Largest decline over 1 year	-4.47%	-3.21%	-1.26%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.91%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.83%	—
Current Drawdown Current decline from peak	-3.88%	-1.65%	-2.23%
Average Drawdown Average peak-to-trough decline	-0.58%	-3.26%	+2.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.04%	0.52%	+0.52%

Volatility

TJUN vs. QMAR - Volatility Comparison

FT Vest Emerging Markets Buffer ETF - June (TJUN) has a higher volatility of 4.01% compared to FT Cboe Vest Nasdaq-100 Buffer ETF - March (QMAR) at 2.92%. This indicates that TJUN's price experiences larger fluctuations and is considered to be riskier than QMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TJUN	QMAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.01%	2.92%	+1.09%
Volatility (6M) Calculated over the trailing 6-month period	6.42%	5.59%	+0.83%
Volatility (1Y) Calculated over the trailing 1-year period	8.33%	6.55%	+1.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.33%	14.01%	-5.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.33%	13.83%	-5.50%

TJUN vs. QMAR - Expense Ratio Comparison

TJUN has a 0.95% expense ratio, which is higher than QMAR's 0.90% expense ratio.

Dividends

TJUN vs. QMAR - Dividend Comparison

Neither TJUN nor QMAR has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both TJUN and QMAR in my portfolio?

TJUN and QMAR have a correlation of 0.65, 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 QMAR?

TJUN has higher volatility (4.01%) compared to QMAR (2.92%). In terms of maximum drawdown, TJUN dropped -4.47% vs QMAR's -19.83%.

Which ETF is better, TJUN or QMAR?

On 1-year performance, QMAR leads with 20.76% vs 13.53% for TJUN. On fees, QMAR is cheaper at 0.90% per year. On volatility, QMAR has been the lower-risk option at 2.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TJUN or QMAR?

Over the 1-year period, QMAR has performed better with a 20.76% 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 QMAR?

QMAR is cheaper with a 0.90% expense ratio, compared with 0.95% for TJUN.

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

TJUN and QMAR have nearly identical dividend yields, around 0.00%.

What is the main difference between TJUN and QMAR?

TJUN is categorized as Defined Outcome, while QMAR is Nasdaq-100. Their fees differ too: 0.95% for TJUN and 0.90% for QMAR.

Which has better risk-adjusted returns?

QMAR currently has the higher Sharpe Ratio (3.19 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.