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STEN vs. TJUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STEN vs. TJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Large Cap 10% Target Buffer Sep ETF (STEN) 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, STEN achieves a 8.49% return, which is significantly higher than TJUN's -1.24% return.


STEN

1D
0.73%
1M
0.75%
6M
7.36%
YTD
8.49%
1Y
3Y*
5Y*
10Y*
ALL TIME*

TJUN

1D
0.61%
1M
-1.11%
6M
-3.34%
YTD
-1.24%
1Y
8.16%
3Y*
5Y*
10Y*
ALL TIME*
9.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$12.61K$40.38K$88.23K
$28.96K$85.30K$113.88K

STEN vs. TJUN - Yearly Performance Comparison


Correlation

The correlation between STEN and TJUN is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 1, 2025

0.75

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Return for Risk

STEN vs. TJUN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

STEN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


TJUN
TJUN Risk / Return Rank: 3131
Overall Rank
TJUN Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
TJUN Sortino Ratio Rank: 2727
Sortino Ratio Rank
TJUN Omega Ratio Rank: 3535
Omega Ratio Rank
TJUN Calmar Ratio Rank: 2626
Calmar Ratio Rank
TJUN Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

STEN vs. TJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Large Cap 10% Target Buffer Sep ETF (STEN) 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.


STENTJUNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

0.79

Martin ratioReturn relative to average drawdown

3.49

STEN vs. TJUN - Sharpe Ratio Comparison


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Drawdowns

STEN vs. TJUN - Drawdown Comparison

The maximum STEN drawdown since its inception was -6.21%, smaller than the maximum TJUN drawdown of -9.77%. Use the drawdown chart below to compare losses from any high point for STEN and TJUN.


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Drawdown Indicators


STENTJUNDifference

Max Drawdown

Largest peak-to-trough decline

-6.21%

-9.77%

+3.56%

Max Drawdown (1Y)

Largest decline over 1 year

-9.77%

Current Drawdown

Current decline from peak

-0.25%

-6.61%

+6.36%

Average Drawdown

Average peak-to-trough decline

-0.91%

-1.08%

+0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

Volatility

STEN vs. TJUN - Volatility Comparison


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Volatility by Period


STENTJUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.70%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

Volatility (1Y)

Calculated over the trailing 1-year period

9.35%

10.70%

-1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.35%

10.42%

-1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.35%

10.42%

-1.07%

STEN vs. TJUN - Expense Ratio Comparison

STEN has a 0.50% expense ratio, which is lower than TJUN's 0.95% expense ratio.


Dividends

STEN vs. TJUN - Dividend Comparison

STEN's dividend yield for the trailing twelve months is around 0.29%, while TJUN has not paid dividends to shareholders.


Frequently Asked Questions


STEN 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, STEN is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

STEN is cheaper with a 0.50% expense ratio, compared with 0.95% for TJUN.

STEN has the higher dividend yield at 0.29%, compared with 0.00% for TJUN.

They also come from different issuers: BlackRock and First Trust. Their fees differ too: 0.50% for STEN and 0.95% for TJUN.

Portfolio Optimizer

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