ROAM vs. TJUN

Last updated Jun 24, 2026

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. Over the past year, ROAM returned 44.77% vs 13.53% for TJUN. A 0.78 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

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Multifactor Emerging Markets ETF (ROAM) and FT Vest Emerging Markets Buffer ETF - June (TJUN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ROAM achieves a 24.58% return, which is significantly higher than TJUN's 1.65% return.

ROAM

• 1D: -3.55%
• 1M: 3.25%
• YTD: 24.58%
• 6M: 25.40%
• 1Y: 44.77%
• 3Y*: 25.04%
• 5Y*: 11.94%
• 10Y*: 9.33%

TJUN

• 1D: -3.88%
• 1M: -3.12%
• YTD: 1.65%
• 6M: 2.01%
• 1Y: 13.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ROAM vs. TJUN - Yearly Performance Comparison

	2026 (YTD)	2025
ROAM Hartford Multifactor Emerging Markets ETF	24.58%	17.16%
TJUN FT Vest Emerging Markets Buffer ETF - June	1.65%	11.79%

Correlation

The correlation between ROAM and TJUN is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (All Time) Calculated using the full available price history since Jun 23, 2025	0.78

The correlation between ROAM and TJUN has been stable across timeframes, ranging from 0.78 to 0.79 - a consistent structural relationship.

Return for Risk

ROAM vs. TJUN — Risk / Return Rank

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

ROAM

ROAM Risk / Return Rank: 86
ROAM Sharpe Ratio Rank: 88
ROAM Sortino Ratio Rank: 83
ROAM Omega Ratio Rank: 87
ROAM Calmar Ratio Rank: 86
ROAM Martin Ratio Rank: 84

TJUN

TJUN Risk / Return Rank: 62
TJUN Sharpe Ratio Rank: 52
TJUN Sortino Ratio Rank: 48
TJUN Omega Ratio Rank: 69
TJUN Calmar Ratio Rank: 67
TJUN Martin Ratio Rank: 76

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.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ROAM	TJUN	Difference
Sharpe ratio: Return per unit of total volatility	2.70	1.63	+1.07
Sortino ratio: Return per unit of downside risk	3.41	2.16	+1.24
Omega ratio: Gain probability vs. loss probability	1.50	1.37	+0.13
Calmar ratio: Return relative to maximum drawdown	4.54	3.04	+1.49
Martin ratio: Return relative to average drawdown	16.16	13.10	+3.05

ROAM vs. TJUN - Sharpe Ratio Comparison

The current ROAM Sharpe Ratio is 2.70, which is higher than the TJUN Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of ROAM and TJUN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	ROAM	TJUN	Difference
Max Drawdown Largest peak-to-trough decline	-45.47%	-4.47%	-41.00%
Max Drawdown (1Y) Largest decline over 1 year	-9.92%	-4.47%	-5.45%
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 Drawdown Current decline from peak	-3.55%	-3.88%	+0.33%
Average Drawdown Average peak-to-trough decline	-11.09%	-0.58%	-10.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.78%	1.04%	+1.74%

Volatility

ROAM vs. TJUN - Volatility Comparison

Hartford Multifactor Emerging Markets ETF (ROAM) has a higher volatility of 9.09% compared to FT Vest Emerging Markets Buffer ETF - June (TJUN) at 4.01%. This indicates that ROAM's price experiences larger fluctuations and is considered to be riskier than TJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ROAM	TJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.09%	4.01%	+5.08%
Volatility (6M) Calculated over the trailing 6-month period	14.83%	6.42%	+8.41%
Volatility (1Y) Calculated over the trailing 1-year period	16.66%	8.33%	+8.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.60%	8.33%	+7.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.95%	8.33%	+9.62%

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 2.55%, 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	2.55%	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

Can I hold both ROAM and TJUN in my portfolio?

ROAM and TJUN have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ROAM or TJUN?

ROAM has higher volatility (9.09%) compared to TJUN (4.01%). In terms of maximum drawdown, ROAM dropped -45.47% vs TJUN's -4.47%.

Which ETF is better, ROAM or TJUN?

On 1-year performance, ROAM leads with 44.77% vs 13.53% for TJUN. On fees, ROAM is cheaper at 0.44% per year. On volatility, TJUN has been the lower-risk option at 4.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ROAM or TJUN?

Over the 1-year period, ROAM has performed better with a 44.77% return vs 13.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ROAM or TJUN?

ROAM is cheaper with a 0.44% expense ratio, compared with 0.95% for TJUN.

Which ETF pays a higher dividend yield, ROAM or TJUN?

ROAM has the higher dividend yield at 2.55%, compared with 0.00% for TJUN.

What is the main difference between ROAM and 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.

Which has better risk-adjusted returns?

ROAM currently has the higher Sharpe Ratio (2.70 vs 1.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.