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RFEM vs. TJUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RFEM vs. TJUN - 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 - 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, RFEM achieves a 21.66% return, which is significantly higher than TJUN's 5.26% return.


RFEM

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

TJUN

1D
-0.00%
1M
0.66%
YTD
5.26%
6M
6.91%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RFEM vs. TJUN - Yearly Performance Comparison


Correlation

The correlation between RFEM and TJUN is 0.84, 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

0.84

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Return for Risk

RFEM vs. TJUN — 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

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.

RFEM vs. TJUN - 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 - 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.


RFEMTJUNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.49

Calmar ratioReturn relative to maximum drawdown

3.92

Martin ratioReturn relative to average drawdown

15.99

RFEM vs. TJUN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RFEMTJUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.71

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

2.48

-1.96

Drawdowns

RFEM vs. TJUN - Drawdown Comparison

The maximum RFEM drawdown since its inception was -42.22%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for RFEM and TJUN.


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Drawdown Indicators


RFEMTJUNDifference

Max Drawdown

Largest peak-to-trough decline

-42.22%

-4.47%

-37.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

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%

-0.00%

-1.39%

Average Drawdown

Average peak-to-trough decline

-11.98%

-0.60%

-11.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

Volatility

RFEM vs. TJUN - Volatility Comparison


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Volatility by Period


RFEMTJUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

Volatility (6M)

Calculated over the trailing 6-month period

14.37%

Volatility (1Y)

Calculated over the trailing 1-year period

16.85%

7.54%

+9.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.88%

7.54%

+10.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.81%

7.54%

+12.27%

RFEM vs. TJUN - Expense Ratio Comparison

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


Dividends

RFEM vs. TJUN - Dividend Comparison

RFEM's dividend yield for the trailing twelve months is around 1.68%, while TJUN 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%
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%

Frequently Asked Questions


RFEM and TJUN have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.95% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

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

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

RFEM is categorized as Emerging Markets Equities, while TJUN is Defined Outcome.

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