STEN vs. TJUN
STEN (iShares Large Cap 10% Target Buffer Sep ETF) and TJUN (FT Vest Emerging Markets Buffer ETF - June) are both Defined Outcome funds. STEN is actively managed, while TJUN is passively managed. Their 0.75 correlation means they have sometimes moved together and sometimes differently. STEN charges 0.50%/yr vs 0.95%/yr for TJUN.
Performance
STEN vs. TJUN - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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
| 2026 (YTD) | 2025 | |
|---|---|---|
STEN iShares Large Cap 10% Target Buffer Sep ETF | 8.49% | 2.36% |
TJUN FT Vest Emerging Markets Buffer ETF - June | -1.24% | 2.86% |
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
STEN
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TJUN
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.
| STEN | TJUN | Difference | |
|---|---|---|---|
| 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 | — |
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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
| STEN | TJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.21% | -9.77% | +3.56% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.77% | — |
Current DrawdownCurrent decline from peak | -0.25% | -6.61% | +6.36% |
Average DrawdownAverage peak-to-trough decline | -0.91% | -1.08% | +0.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.21% | — |
Volatility
STEN vs. TJUN - Volatility Comparison
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Volatility by Period
| STEN | TJUN | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 |
|---|---|---|
STEN iShares Large Cap 10% Target Buffer Sep ETF | 0.29% | 0.31% |
TJUN FT Vest Emerging Markets Buffer ETF - June | 0.00% | 0.00% |
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.
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