VWO vs. TJUN
VWO (Vanguard FTSE Emerging Markets ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - VWO is a Emerging Markets Equities fund tracking the FTSE Emerging Index, while TJUN is a Defined Outcome fund managed by First Trust. Their correlation of 0.88 suggests significant overlap in exposure. VWO charges 0.08%/yr vs 0.95%/yr for TJUN.
Performance
VWO vs. TJUN - Performance Comparison
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Returns By Period
In the year-to-date period, VWO achieves a 12.22% return, which is significantly higher than TJUN's 5.26% return.
VWO
- 1D
- -1.41%
- 1M
- 2.72%
- YTD
- 12.22%
- 6M
- 13.79%
- 1Y
- 30.72%
- 3Y*
- 18.02%
- 5Y*
- 5.17%
- 10Y*
- 8.85%
TJUN
- 1D
- -0.00%
- 1M
- 0.66%
- YTD
- 5.26%
- 6M
- 6.91%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VWO vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VWO Vanguard FTSE Emerging Markets ETF | 12.22% | 14.91% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 5.26% | 11.69% |
Correlation
The correlation between VWO and TJUN is 0.88, 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 24, 2025 | 0.88 |
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Return for Risk
VWO vs. TJUN — Risk / Return Rank
VWO
TJUN
VWO vs. TJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets ETF (VWO) 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.
| VWO | TJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.36 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | — | — |
| Martin ratioReturn relative to average drawdown | 9.96 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VWO | TJUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 2.48 | -2.22 |
Drawdowns
VWO vs. TJUN - Drawdown Comparison
The maximum VWO drawdown since its inception was -67.68%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for VWO and TJUN.
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Drawdown Indicators
| VWO | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.68% | -4.47% | -63.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.17% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -17.37% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -32.64% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.39% | — | — |
Current DrawdownCurrent decline from peak | -1.41% | -0.00% | -1.41% |
Average DrawdownAverage peak-to-trough decline | -15.82% | -0.60% | -15.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | — | — |
Volatility
VWO vs. TJUN - Volatility Comparison
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Volatility by Period
| VWO | TJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 13.22% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.89% | 7.54% | +8.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 7.54% | +9.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.20% | 7.54% | +11.66% |
VWO vs. TJUN - Expense Ratio Comparison
VWO has a 0.08% expense ratio, which is lower than TJUN's 0.95% expense ratio.
Dividends
VWO vs. TJUN - Dividend Comparison
VWO's dividend yield for the trailing twelve months is around 2.40%, while TJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VWO Vanguard FTSE Emerging Markets ETF | 2.40% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
Frequently Asked Questions
VWO and TJUN have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VWO is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VWO is cheaper with a 0.08% expense ratio, compared with 0.95% for TJUN.
VWO has the higher dividend yield at 2.40%, compared with 0.00% for TJUN.
VWO is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: Vanguard and First Trust. Their fees differ too: 0.08% for VWO and 0.95% for TJUN.
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