ROAM vs. TJUN
ROAM (Hartford Multifactor Emerging Markets ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both exchange-traded funds - ROAM is a Emerging Markets Equities fund tracking the Hartford Multifactor Emerging Markets Equity Index, while TJUN is a Defined Outcome fund managed by First Trust. A 0.80 correlation means they provide meaningful diversification when combined. ROAM charges 0.44%/yr vs 0.95%/yr for TJUN.
Performance
ROAM vs. TJUN - Performance Comparison
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Returns By Period
In the year-to-date period, ROAM achieves a 26.83% return, which is significantly higher than TJUN's 5.26% return.
ROAM
- 1D
- -1.60%
- 1M
- 8.68%
- YTD
- 26.83%
- 6M
- 28.99%
- 1Y
- 51.96%
- 3Y*
- 26.00%
- 5Y*
- 12.31%
- 10Y*
- 9.87%
TJUN
- 1D
- -0.00%
- 1M
- 0.66%
- YTD
- 5.26%
- 6M
- 6.91%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ROAM vs. TJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ROAM Hartford Multifactor Emerging Markets ETF | 26.83% | 16.21% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 5.26% | 11.69% |
Correlation
The correlation between ROAM and TJUN is 0.80, 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 | 0.80 |
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Return for Risk
ROAM vs. TJUN — Risk / Return Rank
ROAM
TJUN
ROAM vs. TJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford Multifactor Emerging Markets ETF (ROAM) 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.
| ROAM | TJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.63 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 5.27 | — | — |
| Martin ratioReturn relative to average drawdown | 19.91 | — | — |
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
| ROAM | TJUN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.50 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 2.48 | -2.10 |
Drawdowns
ROAM vs. TJUN - Drawdown Comparison
The maximum ROAM drawdown since its inception was -45.47%, which is greater than TJUN's maximum drawdown of -4.47%. Use the drawdown chart below to compare losses from any high point for ROAM and TJUN.
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Drawdown Indicators
| ROAM | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.47% | -4.47% | -41.00% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -16.79% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.07% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -45.47% | — | — |
Current DrawdownCurrent decline from peak | -1.60% | -0.00% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -11.13% | -0.60% | -10.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | — | — |
Volatility
ROAM vs. TJUN - Volatility Comparison
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Volatility by Period
| ROAM | TJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.41% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.76% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.93% | 7.54% | +7.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.23% | 7.54% | +7.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.87% | 7.54% | +10.33% |
ROAM vs. TJUN - Expense Ratio Comparison
ROAM has a 0.44% expense ratio, which is lower than TJUN's 0.95% expense ratio.
Dividends
ROAM vs. TJUN - Dividend Comparison
ROAM's dividend yield for the trailing twelve months is around 2.50%, while TJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROAM Hartford Multifactor Emerging Markets ETF | 2.50% | 3.17% | 4.15% | 5.40% | 5.23% | 4.22% | 3.04% | 3.55% | 2.54% | 1.84% | 1.89% | 2.25% |
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% | 0.00% |
Frequently Asked Questions
ROAM and TJUN have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ROAM is cheaper at 0.44% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ROAM is cheaper with a 0.44% expense ratio, compared with 0.95% for TJUN.
ROAM has the higher dividend yield at 2.50%, compared with 0.00% for TJUN.
ROAM is categorized as Emerging Markets Equities, while TJUN is Defined Outcome. They also come from different issuers: Hartford and First Trust. Their fees differ too: 0.44% for ROAM and 0.95% for TJUN.
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