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ISIN
US45782C1027
CUSIP
45782C102
Issuer
Innovator
Inception Date
Apr 9, 2015
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
IBD 50 Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$89M

Share Price Chart


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Performance

FFTY Performance Chart

Innovator IBD 50 ETF (FFTY) is up 26.3% since the beginning of the year. FFTY is currently trading at $44 per share. Investors who bought $1,000 worth of FFTY shares 5 years ago would now be looking at an investment worth $1,034.


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S&P 500 Index

Returns By Period

Innovator IBD 50 ETF (FFTY) has returned 26.26% so far this year and 43.43% over the past 12 months. Over the last ten years, FFTY has returned 8.38% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Innovator IBD 50 ETF

1D
2.30%
1M
10.03%
YTD
26.26%
6M
22.29%
1Y
43.43%
3Y*
23.01%
5Y*
0.68%
10Y*
8.38%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.15%
1Y
24.03%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFTY Monthly Returns History

Based on dividend-adjusted daily data since Apr 9, 2015, FFTY's average daily return is +0.04%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2024 with a return of +18.3%, while the worst month was Oct 2018 at -18.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FFTY closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.5%, while the worst single day was Mar 16, 2020 at -12.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.70%14.38%-18.29%14.07%6.85%7.93%26.26%
20254.76%-3.74%-6.45%0.30%10.61%8.59%5.36%2.02%6.99%8.89%-12.14%-1.30%23.38%
20242.09%10.41%0.62%-7.13%7.44%0.69%-5.44%-1.10%3.58%-0.60%18.33%-8.84%18.36%
20236.44%-0.15%1.95%-1.94%-0.06%10.40%3.79%-10.06%-6.29%-7.00%12.39%4.85%12.40%
2022-17.35%-0.13%3.30%-16.99%-1.14%-16.30%5.96%-0.60%-13.58%7.24%-2.71%-12.05%-51.08%
20215.04%5.89%-3.90%6.24%-3.63%3.16%-2.61%8.29%-3.09%6.29%-5.96%-2.97%11.92%

Benchmark Metrics

Innovator IBD 50 ETF has an annualized alpha of -5.72%, beta of 1.16, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since April 09, 2015.

  • This ETF participated in 131.36% of S&P 500 Index downside but only 103.75% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -5.72% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-5.72%
Beta
1.16
0.59
Upside Capture
103.75%
Downside Capture
131.36%

Expense Ratio

FFTY has an expense ratio of 0.80%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FFTY ranks 35 for risk / return — below 35% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


FFTY Risk / Return Rank: 3535
Overall Rank
FFTY Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
FFTY Sortino Ratio Rank: 3232
Sortino Ratio Rank
FFTY Omega Ratio Rank: 3333
Omega Ratio Rank
FFTY Calmar Ratio Rank: 3939
Calmar Ratio Rank
FFTY Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Innovator IBD 50 ETF (FFTY) and compare them to S&P 500 Index.

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.


FFTYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.81

Sortino ratioReturn per unit of downside risk

-1.10

Omega ratioGain probability vs. loss probability

1.22

1.37

-0.15

Calmar ratioReturn relative to maximum drawdown

1.87

2.78

-0.91

Martin ratioReturn relative to average drawdown

4.94

12.44

-7.50

Dividends

Dividend History

Innovator IBD 50 ETF provided a 1.07% dividend yield over the last twelve months, with an annual payout of $0.47 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%0.50%1.00%1.50%2.00%2.50%$0.00$0.10$0.20$0.30$0.40$0.50$0.60201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.47$0.47$0.26$0.16$0.60$0.10$0.00$0.00$0.00$0.06

Dividend yield

1.07%1.35%0.91%0.65%2.75%0.22%0.00%0.00%0.00%0.17%

Monthly Dividends

The table displays the monthly dividend distributions for Innovator IBD 50 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47$0.47
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.26$0.26
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.60$0.60
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Innovator IBD 50 ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Innovator IBD 50 ETF was 59.46%, occurring on Oct 27, 2023. The portfolio has not yet recovered.

The current Innovator IBD 50 ETF drawdown is 11.01%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-59.46%Oct 2023
2y 1mo
4y 9moSep 2021 - now
COVID crash2020
-35.43%Mar 2020
1y 5mo5mo 6d
1y 11moOct 2018 - Aug 2020
2016 bear market2016
-29.68%Feb 2016
7mo 25d1y 2mo
1y 10moJun 2015 - Apr 2017
2021 correction2021
-14.52%Jul 2021
5mo1mo 17d
6mo 17dFeb 2021 - Sep 2021
2018 correction2018
-13.84%Feb 2018
15d3mo 27d
4mo 12dJan 2018 - Jun 2018

Drawdown Indicators


FFTYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-59.46%

-56.78%

-2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-23.29%

-9.10%

-14.19%

Max Drawdown (3Y)

Largest decline over 3 years

-29.60%

-18.90%

-10.70%

Max Drawdown (5Y)

Largest decline over 5 years

-59.46%

-25.43%

-34.03%

Max Drawdown (10Y)

Largest decline over 10 years

-59.46%

-33.92%

-25.54%

Current Drawdown

Current decline from peak

-11.01%

-1.80%

-9.21%

Average Drawdown

Average peak-to-trough decline

-22.34%

-10.71%

-11.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.81%

2.03%

+6.78%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with FFTY

Add Innovator IBD 50 ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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