DFEV vs. TJUN
DFEV (Dimensional Emerging Markets Value ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - DFEV is a Emerging Markets Equities fund actively managed by Dimensional, while TJUN is a Defined Outcome fund tracking the iShares MSCI Emerging Markets ETF (EEM). DFEV is actively managed, while TJUN is passively managed. Over the past year, DFEV returned 35.77% vs 8.16% for TJUN. Their correlation of 0.83 means they have usually moved in the same direction. DFEV charges 0.43%/yr vs 0.95%/yr for TJUN.
Performance
DFEV vs. TJUN - Performance Comparison
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Returns By Period
In the year-to-date period, DFEV achieves a 18.44% return, which is significantly higher than TJUN's -1.24% return.
DFEV
- 1D
- 0.08%
- 1M
- -3.76%
- 6M
- 9.07%
- YTD
- 18.44%
- 1Y
- 35.77%
- 3Y*
- 19.57%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.19%
TJUN
- 1D
- 0.61%
- 1M
- -1.11%
- 6M
- -3.34%
- YTD
- -1.24%
- 1Y
- 8.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 9.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $13.02M | $11.82M | $9.92M | |
| $28.96K | $85.30K | $113.88K |
DFEV vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DFEV Dimensional Emerging Markets Value ETF | 18.44% | 19.43% |
TJUN FT Vest Emerging Markets Buffer ETF - June | -1.24% | 11.79% |
Correlation
The correlation between DFEV and TJUN is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025 | 0.83 |
The correlation between DFEV and TJUN has been stable across timeframes, ranging from 0.83 to 0.83 - a consistent structural relationship.
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Return for Risk
DFEV vs. TJUN — Risk / Return Rank
DFEV
TJUN
DFEV vs. TJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets Value ETF (DFEV) 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.
| DFEV | TJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.16 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 0.79 | +1.77 |
| Martin ratioReturn relative to average drawdown | 8.54 | 3.49 | +5.05 |
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Drawdowns
DFEV vs. TJUN - Drawdown Comparison
The maximum DFEV drawdown since its inception was -18.49%, which is greater than TJUN's maximum drawdown of -9.77%. Use the drawdown chart below to compare losses from any high point for DFEV and TJUN.
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Drawdown Indicators
| DFEV | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.49% | -9.77% | -8.72% |
Max Drawdown (1Y)Largest decline over 1 year | -13.86% | -9.77% | -4.09% |
Max Drawdown (3Y)Largest decline over 3 years | -17.94% | — | — |
Current DrawdownCurrent decline from peak | -10.62% | -6.61% | -4.01% |
Average DrawdownAverage peak-to-trough decline | -4.71% | -1.08% | -3.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.14% | 2.21% | +1.93% |
Volatility
DFEV vs. TJUN - Volatility Comparison
Dimensional Emerging Markets Value ETF (DFEV) has a higher volatility of 8.10% compared to FT Vest Emerging Markets Buffer ETF - June (TJUN) at 6.70%. This indicates that DFEV's price experiences larger fluctuations and is considered to be riskier than TJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFEV | TJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.10% | 6.70% | +1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 19.68% | 9.43% | +10.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.40% | 10.70% | +10.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 10.42% | +6.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.36% | 10.42% | +6.94% |
DFEV vs. TJUN - Expense Ratio Comparison
DFEV has a 0.43% expense ratio, which is lower than TJUN's 0.95% expense ratio.
Dividends
DFEV vs. TJUN - Dividend Comparison
DFEV's dividend yield for the trailing twelve months is around 2.17%, while TJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DFEV Dimensional Emerging Markets Value ETF | 2.17% | 2.69% | 3.17% | 3.47% | 3.35% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DFEV and TJUN have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFEV has higher volatility (8.10%) compared to TJUN (6.70%). In terms of maximum drawdown, DFEV dropped -18.49% vs TJUN's -9.77%.
On 1-year performance, DFEV leads with 35.77% vs 8.16% for TJUN. On fees, DFEV is cheaper at 0.43% per year. On volatility, TJUN has been the lower-risk option at 6.70%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DFEV has performed better with a 35.77% return vs 8.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DFEV is cheaper with a 0.43% expense ratio, compared with 0.95% for TJUN.
DFEV has the higher dividend yield at 2.17%, compared with 0.00% for TJUN.
DFEV is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: Dimensional and First Trust. Their fees differ too: 0.43% for DFEV and 0.95% for TJUN.
DFEV currently has the higher Sharpe Ratio (1.66 vs 0.72), 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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