TJUN vs. TMAR
TJUN (FT Vest Emerging Markets Buffer ETF - June) and TMAR (FT Vest Emerging Markets Buffer ETF - March) are both Defined Outcome funds from First Trust. Over the past year, TJUN returned 13.53% vs 24.40% for TMAR. Their correlation of 0.80 suggests significant overlap in exposure. Both charge a 0.95% expense ratio.
Performance
TJUN vs. TMAR - Performance Comparison
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Returns By Period
In the year-to-date period, TJUN achieves a 1.65% return, which is significantly lower than TMAR's 12.46% return.
TJUN
- 1D
- -3.88%
- 1M
- -3.12%
- YTD
- 1.65%
- 6M
- 2.01%
- 1Y
- 13.53%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TMAR
- 1D
- -2.74%
- 1M
- 0.06%
- YTD
- 12.46%
- 6M
- 12.76%
- 1Y
- 24.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TJUN vs. TMAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TJUN FT Vest Emerging Markets Buffer ETF - June | 1.65% | 11.79% |
TMAR FT Vest Emerging Markets Buffer ETF - March | 12.46% | 11.67% |
Correlation
The correlation between TJUN and TMAR is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025 | 0.80 |
The correlation between TJUN and TMAR has been stable across timeframes, ranging from 0.80 to 0.80 - a consistent structural relationship.
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Return for Risk
TJUN vs. TMAR — Risk / Return Rank
TJUN
TMAR
TJUN vs. TMAR - 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 Emerging Markets Buffer ETF - March (TMAR). 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 | TMAR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.56 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.04 | 5.22 | -2.18 |
| Martin ratioReturn relative to average drawdown | 13.10 | 25.73 | -12.63 |
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Drawdowns
TJUN vs. TMAR - Drawdown Comparison
The maximum TJUN drawdown since its inception was -4.47%, smaller than the maximum TMAR drawdown of -9.93%. Use the drawdown chart below to compare losses from any high point for TJUN and TMAR.
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Drawdown Indicators
| TJUN | TMAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.47% | -9.93% | +5.46% |
Max Drawdown (1Y)Largest decline over 1 year | -4.47% | -4.69% | +0.22% |
Current DrawdownCurrent decline from peak | -3.88% | -2.74% | -1.14% |
Average DrawdownAverage peak-to-trough decline | -0.58% | -0.72% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 0.95% | +0.09% |
Volatility
TJUN vs. TMAR - Volatility Comparison
The current volatility for FT Vest Emerging Markets Buffer ETF - June (TJUN) is 4.01%, while FT Vest Emerging Markets Buffer ETF - March (TMAR) has a volatility of 6.23%. This indicates that TJUN experiences smaller price fluctuations and is considered to be less risky than TMAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TJUN | TMAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 6.23% | -2.22% |
Volatility (6M)Calculated over the trailing 6-month period | 6.42% | 9.98% | -3.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.33% | 10.91% | -2.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.33% | 12.32% | -3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.33% | 12.32% | -3.99% |
TJUN vs. TMAR - Expense Ratio Comparison
Both TJUN and TMAR have an expense ratio of 0.95%.
Dividends
TJUN vs. TMAR - Dividend Comparison
Neither TJUN nor TMAR has paid dividends to shareholders.
Frequently Asked Questions
TJUN and TMAR have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMAR has higher volatility (6.23%) compared to TJUN (4.01%). In terms of maximum drawdown, TJUN dropped -4.47% vs TMAR's -9.93%.
On 1-year performance, TMAR leads with 24.40% vs 13.53% for TJUN. Both ETFs have the same 0.95% expense ratio. 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.
Over the 1-year period, TMAR has performed better with a 24.40% return vs 13.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TJUN and TMAR have the same expense ratio: 0.95% per year.
TJUN and TMAR have nearly identical dividend yields, around 0.00%.
TMAR currently has the higher Sharpe Ratio (2.25 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.
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