Sortino ratio is not yet available for DDFN. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Innovator Equity Dual Directional 15 Buffer ETF - November's Sortino Ratio with other ETFs in the Defined Outcome category across multiple time periods, showing how DDFN's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| PMAP | PGIM S&P 500 Max Buffer ETF - April | 13.39 | |||
| MMAX | iShares Large Cap Max Buffer Mar ETF | 10.56 | |||
| APXM | FT Vest U.S. Equity Max Buffer ETF - April | 10.56 | |||
| CPSP | Calamos S&P 500 Structured Alt Protection ETF - April | 9.15 | |||
| ZAPR | Innovator Equity Defined Protection ETF - 1 Yr April | 9.13 | |||
| PMMY | PGIM S&P 500 Max Buffer ETF - May | 9.00 | |||
| XBAP | Innovator U.S. Equity Accelerated 9 Buffer ETF - April | 8.79 | |||
| NAPR | Innovator Nasdaq-100 Power Buffer ETF - April | 8.66 | |||
| PQAP | PGIM Nasdaq-100 Buffer 12 ETF - April | 8.47 | |||
| PAPR | Innovator U.S. Equity Power Buffer ETF - April | 8.35 | |||
| DDFN | Innovator Equity Dual Directional 15 Buffer ETF - November | — |
Historical Sortino Ratio
The chart shows DDFN's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when DDFN consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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