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RFEM vs. TDEC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RFEM vs. TDEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust RiverFront Dynamic Emerging Markets ETF (RFEM) and FT Vest Emerging Markets Buffer ETF - December (TDEC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RFEM achieves a 21.66% return, which is significantly higher than TDEC's 9.14% return.


RFEM

1D
-1.39%
1M
4.27%
YTD
21.66%
6M
23.54%
1Y
45.49%
3Y*
24.73%
5Y*
8.99%
10Y*

TDEC

1D
-0.33%
1M
1.54%
YTD
9.14%
6M
11.08%
1Y
24.15%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RFEM vs. TDEC - Yearly Performance Comparison


Correlation

The correlation between RFEM and TDEC is 0.89, 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

0.89

Correlation (All Time)
Calculated using the full available price history since Dec 24, 2024

0.91

The correlation between RFEM and TDEC has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

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Return for Risk

RFEM vs. TDEC — Risk / Return Rank

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

RFEM
RFEM Risk / Return Rank: 8181
Overall Rank
RFEM Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
RFEM Sortino Ratio Rank: 8181
Sortino Ratio Rank
RFEM Omega Ratio Rank: 8282
Omega Ratio Rank
RFEM Calmar Ratio Rank: 7878
Calmar Ratio Rank
RFEM Martin Ratio Rank: 8181
Martin Ratio Rank

TDEC
TDEC Risk / Return Rank: 7474
Overall Rank
TDEC Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
TDEC Sortino Ratio Rank: 7575
Sortino Ratio Rank
TDEC Omega Ratio Rank: 8787
Omega Ratio Rank
TDEC Calmar Ratio Rank: 6161
Calmar Ratio Rank
TDEC Martin Ratio Rank: 7171
Martin Ratio Rank
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.

RFEM vs. TDEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust RiverFront Dynamic Emerging Markets ETF (RFEM) and FT Vest Emerging Markets Buffer ETF - December (TDEC). 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.


RFEMTDECDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.49

1.54

-0.05

Calmar ratioReturn relative to maximum drawdown

3.92

2.97

+0.95

Martin ratioReturn relative to average drawdown

15.99

13.07

+2.92

RFEM vs. TDEC - Sharpe Ratio Comparison

The current RFEM Sharpe Ratio is 2.71, which is comparable to the TDEC Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of RFEM and TDEC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RFEMTDECDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.71

2.41

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

1.81

-1.29

Drawdowns

RFEM vs. TDEC - Drawdown Comparison

The maximum RFEM drawdown since its inception was -42.22%, which is greater than TDEC's maximum drawdown of -10.30%. Use the drawdown chart below to compare losses from any high point for RFEM and TDEC.


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Drawdown Indicators


RFEMTDECDifference

Max Drawdown

Largest peak-to-trough decline

-42.22%

-10.30%

-31.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-8.16%

-3.49%

Max Drawdown (3Y)

Largest decline over 3 years

-15.81%

Max Drawdown (5Y)

Largest decline over 5 years

-34.73%

Current Drawdown

Current decline from peak

-1.39%

-0.33%

-1.06%

Average Drawdown

Average peak-to-trough decline

-11.98%

-1.04%

-10.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

1.85%

+1.00%

Volatility

RFEM vs. TDEC - Volatility Comparison

First Trust RiverFront Dynamic Emerging Markets ETF (RFEM) has a higher volatility of 6.86% compared to FT Vest Emerging Markets Buffer ETF - December (TDEC) at 2.81%. This indicates that RFEM's price experiences larger fluctuations and is considered to be riskier than TDEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RFEMTDECDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

2.81%

+4.05%

Volatility (6M)

Calculated over the trailing 6-month period

14.37%

9.02%

+5.35%

Volatility (1Y)

Calculated over the trailing 1-year period

16.85%

10.09%

+6.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.88%

11.75%

+6.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.81%

11.75%

+8.06%

RFEM vs. TDEC - Expense Ratio Comparison

Both RFEM and TDEC have an expense ratio of 0.95%.


Dividends

RFEM vs. TDEC - Dividend Comparison

RFEM's dividend yield for the trailing twelve months is around 1.68%, while TDEC has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
RFEM
First Trust RiverFront Dynamic Emerging Markets ETF
1.68%1.98%3.64%3.28%7.74%3.21%1.22%3.75%2.37%1.62%3.73%
TDEC
FT Vest Emerging Markets Buffer ETF - December
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


RFEM and TDEC have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RFEM has higher volatility (6.86%) compared to TDEC (2.81%). In terms of maximum drawdown, RFEM dropped -42.22% vs TDEC's -10.30%.

On 1-year performance, RFEM leads with 45.49% vs 24.15% for TDEC. Both ETFs have the same 0.95% expense ratio. On volatility, TDEC has been the lower-risk option at 2.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RFEM has performed better with a 45.49% return vs 24.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RFEM and TDEC have the same expense ratio: 0.95% per year.

RFEM has the higher dividend yield at 1.68%, compared with 0.00% for TDEC.

RFEM is categorized as Emerging Markets Equities, while TDEC is Defined Outcome. They also come from different issuers: First Trust and FT Vest.

RFEM currently has the higher Sharpe Ratio (2.71 vs 2.41), 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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