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TJUN vs. SCHE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TJUN vs. SCHE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest Emerging Markets Buffer ETF - June (TJUN) and Schwab Emerging Markets Equity ETF (SCHE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TJUN achieves a 5.75% return, which is significantly lower than SCHE's 13.71% return.


TJUN

1D
0.02%
1M
0.79%
YTD
5.75%
6M
6.56%
1Y
18.22%
3Y*
5Y*
10Y*

SCHE

1D
0.98%
1M
4.17%
YTD
13.71%
6M
14.37%
1Y
31.95%
3Y*
18.83%
5Y*
5.77%
10Y*
9.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TJUN vs. SCHE - Yearly Performance Comparison


Correlation

The correlation between TJUN and SCHE 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 (All Time)
Calculated using the full available price history since Jun 23, 2025

0.86

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Return for Risk

TJUN vs. SCHE — Risk / Return Rank

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

TJUN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SCHE
SCHE Risk / Return Rank: 5858
Overall Rank
SCHE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SCHE Sortino Ratio Rank: 5555
Sortino Ratio Rank
SCHE Omega Ratio Rank: 5959
Omega Ratio Rank
SCHE Calmar Ratio Rank: 5959
Calmar Ratio Rank
SCHE Martin Ratio Rank: 5858
Martin Ratio Rank
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. SCHE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Emerging Markets Buffer ETF - June (TJUN) and Schwab Emerging Markets Equity ETF (SCHE). 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.


TJUNSCHEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.84

Martin ratioReturn relative to average drawdown

10.03

TJUN vs. SCHE - Sharpe Ratio Comparison


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Drawdowns

TJUN vs. SCHE - Drawdown Comparison

The maximum TJUN drawdown since its inception was -4.47%, smaller than the maximum SCHE drawdown of -36.20%. Use the drawdown chart below to compare losses from any high point for TJUN and SCHE.


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Drawdown Indicators


TJUNSCHEDifference

Max Drawdown

Largest peak-to-trough decline

-4.47%

-36.20%

+31.73%

Max Drawdown (1Y)

Largest decline over 1 year

-4.47%

-11.29%

+6.82%

Max Drawdown (3Y)

Largest decline over 3 years

-17.08%

Max Drawdown (5Y)

Largest decline over 5 years

-33.31%

Max Drawdown (10Y)

Largest decline over 10 years

-36.20%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.57%

-12.57%

+12.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

Volatility

TJUN vs. SCHE - Volatility Comparison


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Volatility by Period


TJUNSCHEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

Volatility (6M)

Calculated over the trailing 6-month period

14.69%

Volatility (1Y)

Calculated over the trailing 1-year period

7.35%

17.09%

-9.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.35%

17.84%

-10.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.35%

19.50%

-12.15%

TJUN vs. SCHE - Expense Ratio Comparison

TJUN has a 0.95% expense ratio, which is higher than SCHE's 0.11% expense ratio.


Dividends

TJUN vs. SCHE - Dividend Comparison

TJUN has not paid dividends to shareholders, while SCHE's dividend yield for the trailing twelve months is around 2.53%.


PositionTTM20252024202320222021202020192018201720162015
SCHE
Schwab Emerging Markets Equity ETF
2.53%2.88%3.03%3.83%2.88%2.86%2.09%3.27%2.64%2.31%2.27%2.50%
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 SCHE 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.

On 1-year performance, SCHE leads with 31.95% vs 18.22% for TJUN. On fees, SCHE is cheaper at 0.11% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SCHE has performed better with a 31.95% return vs 18.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHE is cheaper with a 0.11% expense ratio, compared with 0.95% for TJUN.

SCHE has the higher dividend yield at 2.53%, compared with 0.00% for TJUN.

TJUN is categorized as Defined Outcome, while SCHE is Emerging Markets Equities. They also come from different issuers: First Trust and Charles Schwab. Their fees differ too: 0.95% for TJUN and 0.11% for SCHE.

Portfolio Optimizer

Find the right allocation for TJUN and SCHE

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