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ECON vs. TJUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECON vs. TJUN - Performance Comparison

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

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Returns By Period

In the year-to-date period, ECON achieves a 36.71% return, which is significantly higher than TJUN's 5.26% return.


ECON

1D
1.28%
1M
14.62%
YTD
36.71%
6M
39.84%
1Y
67.91%
3Y*
24.38%
5Y*
7.57%
10Y*
6.24%

TJUN

1D
0.04%
1M
0.70%
YTD
5.26%
6M
6.98%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECON vs. TJUN - Yearly Performance Comparison


Correlation

The correlation between ECON and TJUN 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 24, 2025

0.86

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Return for Risk

ECON vs. TJUN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ECON
ECON Risk / Return Rank: 8989
Overall Rank
ECON Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ECON Sortino Ratio Rank: 9090
Sortino Ratio Rank
ECON Omega Ratio Rank: 9191
Omega Ratio Rank
ECON Calmar Ratio Rank: 8787
Calmar Ratio Rank
ECON Martin Ratio Rank: 8787
Martin Ratio Rank

TJUN
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ECON vs. TJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Emerging Markets Consumer ETF (ECON) 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.


ECONTJUNDifference

Sharpe ratio

Return per unit of total volatility

3.36

Sortino ratio

Return per unit of downside risk

4.31

Omega ratio

Gain probability vs. loss probability

1.60

Calmar ratio

Return relative to maximum drawdown

5.01

Martin ratio

Return relative to average drawdown

18.79

ECON vs. TJUN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ECONTJUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

2.49

-2.25

Drawdowns

ECON vs. TJUN - Drawdown Comparison

The maximum ECON drawdown since its inception was -45.37%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for ECON and TJUN.


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Drawdown Indicators


ECONTJUNDifference

Max Drawdown

Largest peak-to-trough decline

-45.37%

-4.47%

-40.90%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

Max Drawdown (3Y)

Largest decline over 3 years

-16.37%

Max Drawdown (5Y)

Largest decline over 5 years

-38.08%

Max Drawdown (10Y)

Largest decline over 10 years

-45.37%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-16.65%

-0.60%

-16.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

Volatility

ECON vs. TJUN - Volatility Comparison


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Volatility by Period


ECONTJUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.95%

Volatility (6M)

Calculated over the trailing 6-month period

17.60%

Volatility (1Y)

Calculated over the trailing 1-year period

20.33%

7.55%

+12.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.29%

7.55%

+12.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.03%

7.55%

+13.48%

ECON vs. TJUN - Expense Ratio Comparison

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


Dividends

ECON vs. TJUN - Dividend Comparison

ECON's dividend yield for the trailing twelve months is around 1.30%, while TJUN has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ECON
Columbia Emerging Markets Consumer ETF
1.30%1.77%0.76%1.57%2.06%1.08%0.63%1.68%0.98%0.35%0.74%1.10%
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


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

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

ECON has the higher dividend yield at 1.30%, compared with 0.00% for TJUN.

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

Portfolio Optimizer

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