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Innovator IBD 50 ETF (FFTY)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

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

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Innovator IBD 50 ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Innovator IBD 50 ETF (FFTY) has returned -4.02% so far this year and 25.53% over the past 12 months. Over the last ten years, FFTY has returned 5.25% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Innovator IBD 50 ETF

1D
5.00%
1M
-18.29%
YTD
-4.02%
6M
-9.38%
1Y
25.53%
3Y*
13.29%
5Y*
-4.52%
10Y*
5.25%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 9, 2015, FFTY's average daily return is +0.03%, while the average monthly return is +0.51%. At this rate, your investment would double in approximately 11.4 years.

Historically, 58% of months were positive and 42% 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%-4.02%
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 -6.76%, beta of 1.15, and R² of 0.59 versus S&P 500 Index. Calculated based on daily prices since April 10, 2015.

  • This ETF participated in 136.81% of S&P 500 Index downside but only 104.22% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -6.76% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • With beta of 1.15 and R² of 0.59, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-6.76%
Beta
1.15
0.59
Upside Capture
104.22%
Downside Capture
136.81%

Expense Ratio

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


Return for Risk

Risk / Return Rank

FFTY ranks 37 for risk / return — below 37% 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: 3737
Overall Rank
FFTY Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FFTY Sortino Ratio Rank: 3838
Sortino Ratio Rank
FFTY Omega Ratio Rank: 3636
Omega Ratio Rank
FFTY Calmar Ratio Rank: 3939
Calmar Ratio Rank
FFTY Martin Ratio Rank: 3333
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 a chosen benchmark (S&P 500 Index).


FFTYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.90

-0.15

Sortino ratio

Return per unit of downside risk

1.14

1.39

-0.25

Omega ratio

Gain probability vs. loss probability

1.15

1.21

-0.06

Calmar ratio

Return relative to maximum drawdown

1.04

1.40

-0.36

Martin ratio

Return relative to average drawdown

3.05

6.61

-3.56

Explore FFTY risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Innovator IBD 50 ETF provided a 1.40% 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

1.40%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
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 32.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.46%Sep 24, 2021527Oct 27, 2023
-35.43%Oct 1, 2018371Mar 23, 2020109Aug 26, 2020480
-29.68%Jun 19, 2015162Feb 9, 2016304Apr 25, 2017466
-14.52%Feb 16, 2021106Jul 16, 202133Sep 1, 2021139
-13.84%Jan 24, 201812Feb 8, 201880Jun 5, 201892

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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