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TJUN vs. RDVY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TJUN vs. RDVY - Performance Comparison

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

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Returns By Period

In the year-to-date period, TJUN achieves a -0.94% return, which is significantly lower than RDVY's 18.21% return.


TJUN

1D
0.30%
1M
-0.82%
6M
-3.17%
YTD
-0.94%
1Y
8.48%
3Y*
5Y*
10Y*
ALL TIME*
9.61%

RDVY

1D
0.81%
1M
2.01%
6M
12.29%
YTD
18.21%
1Y
31.80%
3Y*
20.39%
5Y*
13.07%
10Y*
16.08%
ALL TIME*
13.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$79.27M$78.43M$84.11M
$26.04K$85.71K$115.87K

TJUN vs. RDVY - Yearly Performance Comparison


Correlation

The correlation between TJUN and RDVY is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.60

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2025

0.59

The correlation between TJUN and RDVY has been stable across timeframes, ranging from 0.59 to 0.60 - a consistent structural relationship.

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Return for Risk

TJUN vs. RDVY — Risk / Return Rank

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

TJUN
TJUN Risk / Return Rank: 3131
Overall Rank
TJUN Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
TJUN Sortino Ratio Rank: 2828
Sortino Ratio Rank
TJUN Omega Ratio Rank: 3535
Omega Ratio Rank
TJUN Calmar Ratio Rank: 2626
Calmar Ratio Rank
TJUN Martin Ratio Rank: 3636
Martin Ratio Rank

RDVY
RDVY Risk / Return Rank: 8888
Overall Rank
RDVY Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
RDVY Sortino Ratio Rank: 8989
Sortino Ratio Rank
RDVY Omega Ratio Rank: 8585
Omega Ratio Rank
RDVY Calmar Ratio Rank: 8787
Calmar Ratio Rank
RDVY Martin Ratio Rank: 9090
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.

TJUN vs. RDVY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest Emerging Markets Buffer ETF - June (TJUN) and First Trust Rising Dividend Achievers ETF (RDVY). 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.


TJUNRDVYDifference
Sharpe ratioReturn per unit of total volatility

-1.39

Sortino ratioReturn per unit of downside risk

-1.99

Omega ratioGain probability vs. loss probability

1.18

1.38

-0.19

Calmar ratioReturn relative to maximum drawdown

0.87

3.54

-2.66

Martin ratioReturn relative to average drawdown

3.79

14.83

-11.04

TJUN vs. RDVY - Sharpe Ratio Comparison

The current TJUN Sharpe Ratio is 0.80, which is lower than the RDVY Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of TJUN and RDVY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TJUN vs. RDVY - Drawdown Comparison

The maximum TJUN drawdown since its inception was -9.77%, smaller than the maximum RDVY drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for TJUN and RDVY.


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Drawdown Indicators


TJUNRDVYDifference

Max Drawdown

Largest peak-to-trough decline

-9.77%

-40.60%

+30.83%

Max Drawdown (1Y)

Largest decline over 1 year

-9.77%

-9.04%

-0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-19.11%

Max Drawdown (5Y)

Largest decline over 5 years

-25.32%

Max Drawdown (10Y)

Largest decline over 10 years

-40.60%

Current Drawdown

Current decline from peak

-6.33%

0.00%

-6.33%

Average Drawdown

Average peak-to-trough decline

-1.10%

-4.95%

+3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

2.15%

+0.09%

Volatility

TJUN vs. RDVY - Volatility Comparison

FT Vest Emerging Markets Buffer ETF - June (TJUN) has a higher volatility of 6.63% compared to First Trust Rising Dividend Achievers ETF (RDVY) at 3.55%. This indicates that TJUN's price experiences larger fluctuations and is considered to be riskier than RDVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TJUNRDVYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

3.55%

+3.08%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

11.40%

-1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

10.70%

14.64%

-3.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.40%

18.93%

-8.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.40%

21.03%

-10.63%

TJUN vs. RDVY - Expense Ratio Comparison

TJUN has a 0.95% expense ratio, which is higher than RDVY's 0.47% expense ratio.


Dividends

TJUN vs. RDVY - Dividend Comparison

TJUN has not paid dividends to shareholders, while RDVY's dividend yield for the trailing twelve months is around 0.83%.


PositionTTM20252024202320222021202020192018201720162015
RDVY
First Trust Rising Dividend Achievers ETF
0.83%1.11%1.64%2.09%2.21%1.04%1.53%1.55%1.68%1.25%2.07%2.14%
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


TJUN and RDVY have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TJUN has higher volatility (6.63%) compared to RDVY (3.55%). In terms of maximum drawdown, TJUN dropped -9.77% vs RDVY's -40.60%.

On 1-year performance, RDVY leads with 31.80% vs 8.48% for TJUN. On fees, RDVY is cheaper at 0.47% per year. On volatility, RDVY has been the lower-risk option at 3.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RDVY has performed better with a 31.80% return vs 8.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RDVY is cheaper with a 0.47% expense ratio, compared with 0.95% for TJUN.

RDVY has the higher dividend yield at 0.83%, compared with 0.00% for TJUN.

TJUN is categorized as Defined Outcome, while RDVY is Dividend. TJUN tracks iShares MSCI Emerging Markets ETF (EEM), while RDVY tracks Nasdaq US Rising Dividend Achievers Index. Their fees differ too: 0.95% for TJUN and 0.47% for RDVY.

RDVY currently has the higher Sharpe Ratio (2.19 vs 0.80), 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.

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