RNEM vs. TJUN
RNEM (First Trust Emerging Markets Equity Select ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - RNEM is a Emerging Markets Equities fund tracking the Nasdaq Riskalyze Emerging Markets Equity Select Index, while TJUN is a Defined Outcome fund managed by First Trust. A 0.75 correlation means they provide meaningful diversification when combined. RNEM charges 0.75%/yr vs 0.95%/yr for TJUN.
Performance
RNEM vs. TJUN - Performance Comparison
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Returns By Period
In the year-to-date period, RNEM achieves a -1.51% return, which is significantly lower than TJUN's 5.26% return.
RNEM
- 1D
- -1.34%
- 1M
- -1.29%
- YTD
- -1.51%
- 6M
- -0.99%
- 1Y
- 3.68%
- 3Y*
- 7.58%
- 5Y*
- 3.88%
- 10Y*
- —
TJUN
- 1D
- -0.00%
- 1M
- 0.66%
- YTD
- 5.26%
- 6M
- 6.91%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RNEM vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RNEM First Trust Emerging Markets Equity Select ETF | -1.51% | 4.84% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 5.26% | 11.69% |
Correlation
The correlation between RNEM and TJUN is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025 | 0.75 |
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Return for Risk
RNEM vs. TJUN — Risk / Return Rank
RNEM
TJUN
RNEM vs. TJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Emerging Markets Equity Select ETF (RNEM) 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.
| RNEM | TJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.06 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.34 | — | — |
| Martin ratioReturn relative to average drawdown | 0.80 | — | — |
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
| RNEM | TJUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 2.48 | -2.26 |
Drawdowns
RNEM vs. TJUN - Drawdown Comparison
The maximum RNEM drawdown since its inception was -38.38%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for RNEM and TJUN.
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Drawdown Indicators
| RNEM | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.38% | -4.47% | -33.91% |
Max Drawdown (1Y)Largest decline over 1 year | -10.71% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -13.09% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.41% | — | — |
Current DrawdownCurrent decline from peak | -7.46% | -0.00% | -7.46% |
Average DrawdownAverage peak-to-trough decline | -9.30% | -0.60% | -8.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.59% | — | — |
Volatility
RNEM vs. TJUN - Volatility Comparison
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Volatility by Period
| RNEM | TJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.37% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.31% | 7.54% | +5.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 7.54% | +6.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.22% | 7.54% | +9.68% |
RNEM vs. TJUN - Expense Ratio Comparison
RNEM has a 0.75% expense ratio, which is lower than TJUN's 0.95% expense ratio.
Dividends
RNEM vs. TJUN - Dividend Comparison
RNEM's dividend yield for the trailing twelve months is around 2.79%, while TJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
RNEM First Trust Emerging Markets Equity Select ETF | 2.79% | 2.75% | 3.45% | 1.63% | 2.99% | 3.20% | 3.01% | 2.85% | 2.85% | 2.28% |
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% |
Frequently Asked Questions
RNEM and TJUN have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, RNEM is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
RNEM is cheaper with a 0.75% expense ratio, compared with 0.95% for TJUN.
RNEM has the higher dividend yield at 2.79%, compared with 0.00% for TJUN.
RNEM is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. Their fees differ too: 0.75% for RNEM and 0.95% for TJUN.
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