TJUN vs. SCHE
TJUN (FT Vest Emerging Markets Buffer ETF - June) and SCHE (Schwab Emerging Markets Equity ETF) are both exchange-traded funds - TJUN is a Defined Outcome fund managed by First Trust, while SCHE is a Emerging Markets Equities fund tracking the FTSE Emerging Index. Over the past year, TJUN returned 18.22% vs 31.95% for SCHE. Their correlation of 0.86 suggests significant overlap in exposure. TJUN charges 0.95%/yr vs 0.11%/yr for SCHE.
Performance
TJUN vs. SCHE - Performance Comparison
Loading charts...
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%
TJUN vs. SCHE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TJUN FT Vest Emerging Markets Buffer ETF - June | 5.75% | 11.79% |
SCHE Schwab Emerging Markets Equity ETF | 13.71% | 16.04% |
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 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TJUN vs. SCHE — Risk / Return Rank
TJUN
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SCHE
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.
| TJUN | SCHE | Difference | |
|---|---|---|---|
| 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 | — |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| TJUN | SCHE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -0.57% | -12.57% | +12.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.19% | — |
Volatility
TJUN vs. SCHE - Volatility Comparison
Loading charts...
Volatility by Period
| TJUN | SCHE | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for TJUN and SCHE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer