RFEM vs. TJUN
RFEM (First Trust RiverFront Dynamic Emerging Markets ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - RFEM is a Emerging Markets Equities fund actively managed by First Trust, while TJUN is a Defined Outcome fund managed by First Trust. Their correlation of 0.84 suggests significant overlap in exposure. Both charge a 0.95% expense ratio.
Performance
RFEM vs. TJUN - Performance Comparison
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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*
- —
RFEM vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RFEM First Trust RiverFront Dynamic Emerging Markets ETF | 21.66% | 15.94% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 5.26% | 11.69% |
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
RFEM
TJUN
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.
| RFEM | TJUN | Difference | |
|---|---|---|---|
| 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 | — | — |
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
| RFEM | TJUN | Difference | |
|---|---|---|---|
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
| RFEM | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.39% | -0.00% | -1.39% |
Average DrawdownAverage peak-to-trough decline | -11.98% | -0.60% | -11.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | — | — |
Volatility
RFEM vs. TJUN - Volatility Comparison
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Volatility by Period
| RFEM | TJUN | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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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