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RNEM vs. TJUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RNEM vs. TJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Emerging Markets Equity Select ETF (RNEM) 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, 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RNEM vs. TJUN - Yearly Performance Comparison


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

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

RNEM
RNEM Risk / Return Rank: 1212
Overall Rank
RNEM Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
RNEM Sortino Ratio Rank: 1212
Sortino Ratio Rank
RNEM Omega Ratio Rank: 1212
Omega Ratio Rank
RNEM Calmar Ratio Rank: 1313
Calmar Ratio Rank
RNEM Martin Ratio Rank: 1313
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.

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.


RNEMTJUNDifference
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

RNEM vs. TJUN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RNEMTJUNDifference

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


RNEMTJUNDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.46%

-0.00%

-7.46%

Average Drawdown

Average peak-to-trough decline

-9.30%

-0.60%

-8.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

Volatility

RNEM vs. TJUN - Volatility Comparison


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Volatility by Period


RNEMTJUNDifference

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.


PositionTTM202520242023202220212020201920182017
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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