TJUN vs. STEN
TJUN (FT Vest Emerging Markets Buffer ETF - June) and STEN (iShares Large Cap 10% Target Buffer Sep ETF) are both Defined Outcome funds. TJUN is passively managed, while STEN is actively managed. Their 0.75 correlation means they have sometimes moved together and sometimes differently. TJUN charges 0.95%/yr vs 0.50%/yr for STEN.
Performance
TJUN vs. STEN - Performance Comparison
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Returns By Period
In the year-to-date period, TJUN achieves a -0.94% return, which is significantly lower than STEN's 9.45% return.
TJUN
- 1D
- 0.30%
- 1M
- -0.82%
- 6M
- -3.17%
- YTD
- -0.94%
- 1Y
- 8.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 9.61%
STEN
- 1D
- 0.88%
- 1M
- 1.63%
- 6M
- 7.87%
- YTD
- 9.45%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $16.77K | $41.31K | $90.00K | |
| $26.04K | $85.71K | $115.87K |
TJUN vs. STEN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TJUN FT Vest Emerging Markets Buffer ETF - June | -0.94% | 2.86% |
STEN iShares Large Cap 10% Target Buffer Sep ETF | 9.45% | 2.36% |
Correlation
The correlation between TJUN and STEN 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
TJUN vs. STEN — Risk / Return Rank
TJUN
STEN
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TJUN vs. STEN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest Emerging Markets Buffer ETF - June (TJUN) and iShares Large Cap 10% Target Buffer Sep ETF (STEN). 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.
| TJUN | STEN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.18 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | — | — |
| Martin ratioReturn relative to average drawdown | 3.79 | — | — |
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Drawdowns
TJUN vs. STEN - Drawdown Comparison
The maximum TJUN drawdown since its inception was -9.77%, which is greater than STEN's maximum drawdown of -6.21%. Use the drawdown chart below to compare losses from any high point for TJUN and STEN.
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Drawdown Indicators
| TJUN | STEN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.77% | -6.21% | -3.56% |
Max Drawdown (1Y)Largest decline over 1 year | -9.77% | — | — |
Current DrawdownCurrent decline from peak | -6.33% | 0.00% | -6.33% |
Average DrawdownAverage peak-to-trough decline | -1.10% | -0.90% | -0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | — | — |
Volatility
TJUN vs. STEN - Volatility Comparison
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Volatility by Period
| TJUN | STEN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.70% | 9.37% | +1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.40% | 9.37% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.40% | 9.37% | +1.03% |
TJUN vs. STEN - Expense Ratio Comparison
TJUN has a 0.95% expense ratio, which is higher than STEN's 0.50% expense ratio.
Dividends
TJUN vs. STEN - Dividend Comparison
TJUN has not paid dividends to shareholders, while STEN's dividend yield for the trailing twelve months is around 0.29%.
| 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
TJUN and STEN 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: First Trust and BlackRock. Their fees differ too: 0.95% for TJUN and 0.50% for STEN.
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