VEM vs. TJUN

Last updated Jul 30, 2026

VEM (Virtus Emerging Markets Dividend ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - VEM is a Emerging Markets Equities fund actively managed by Virtus, while TJUN is a Defined Outcome fund tracking the iShares MSCI Emerging Markets ETF (EEM). VEM is actively managed, while TJUN is passively managed. Their correlation of 0.85 means they have usually moved in the same direction. VEM charges 0.49%/yr vs 0.95%/yr for TJUN.

Performance

VEM vs. TJUN - Performance Comparison

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

Returns By Period

VEM

• 1D: -1.75%
• 1M: -6.50%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

TJUN

• 1D: -1.30%
• 1M: -6.35%
• 6M: -7.09%
• YTD: -4.58%
• 1Y: 3.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 6.06%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
TJUN FT Vest Emerging Markets Buffer ETF - June	$18.18K	$83.87K	$112.60K
VEM Virtus Emerging Markets Dividend ETF	$1.18K	$2.76K	$6.90K

VEM vs. TJUN - Yearly Performance Comparison

	2026 (YTD)
VEM Virtus Emerging Markets Dividend ETF	2.66%
TJUN FT Vest Emerging Markets Buffer ETF - June	-6.64%

Correlation

The correlation between VEM and TJUN is 0.85, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 4, 2026	0.85

Return for Risk

VEM vs. TJUN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VEM

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

TJUN

TJUN Risk / Return Rank: 18
TJUN Sharpe Ratio Rank: 18
TJUN Sortino Ratio Rank: 16
TJUN Omega Ratio Rank: 18
TJUN Calmar Ratio Rank: 17
TJUN Martin Ratio Rank: 21

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VEM vs. TJUN - Risk-Adjusted Trends Comparison

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

	VEM	TJUN	Difference
Sharpe ratio: Return per unit of total volatility	—	0.31	—
Sortino ratio: Return per unit of downside risk	—	0.46	—
Omega ratio: Gain probability vs. loss probability	—	1.07	—
Calmar ratio: Return relative to maximum drawdown	—	0.32	—
Martin ratio: Return relative to average drawdown	—	1.49	—

Drawdowns

VEM vs. TJUN - Drawdown Comparison

The maximum VEM drawdown since its inception was -13.55%, which is greater than TJUN's maximum drawdown of -9.77%. Use the drawdown chart below to compare losses from any high point for VEM and TJUN.

Drawdown Indicators

	VEM	TJUN	Difference
Max Drawdown Largest peak-to-trough decline	-13.55%	-9.77%	-3.78%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.77%	—
Current Drawdown Current decline from peak	-11.26%	-9.77%	-1.49%
Average Drawdown Average peak-to-trough decline	-4.52%	-1.04%	-3.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.12%	—

Volatility

Volatility by Period

	VEM	TJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.38%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.95%	—
Volatility (1Y) Calculated over the trailing 1-year period	30.70%	10.30%	+20.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.70%	10.08%	+20.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.70%	10.08%	+20.62%

VEM vs. TJUN - Expense Ratio Comparison

VEM has a 0.49% expense ratio, which is lower than TJUN's 0.95% expense ratio.

Dividends

VEM vs. TJUN - Dividend Comparison

VEM's dividend yield for the trailing twelve months is around 2.14%, while TJUN has not paid dividends to shareholders.

Position	TTM
TJUN FT Vest Emerging Markets Buffer ETF - June	0.00%
VEM Virtus Emerging Markets Dividend ETF	2.14%

Frequently Asked Questions

Can I hold both VEM and TJUN in my portfolio?

VEM and TJUN have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VEM or TJUN?

On fees, VEM is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VEM or TJUN?

VEM is cheaper with a 0.49% expense ratio, compared with 0.95% for TJUN.

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

VEM has the higher dividend yield at 2.14%, compared with 0.00% for TJUN.

What is the main difference between VEM and TJUN?

VEM is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: Virtus and First Trust. Their fees differ too: 0.49% for VEM and 0.95% for TJUN.