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Innovator Growth Accelerated Plus ETF - October (Q...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Innovator
Inception Date
Sep 30, 2021
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Alternatives
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 Growth Accelerated Plus ETF - October, 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 Growth Accelerated Plus ETF - October (QTOC) has returned -3.06% so far this year and 20.08% over the past 12 months.


Innovator Growth Accelerated Plus ETF - October

1D
4.95%
1M
-2.72%
YTD
-3.06%
6M
-0.26%
1Y
20.08%
3Y*
15.82%
5Y*
10Y*

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 Oct 1, 2021, QTOC's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, your investment would double in approximately 8.5 years.

Historically, 69% of months were positive and 31% were negative. The best month was Jul 2022 with a return of +13.7%, while the worst month was Apr 2022 at -14.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, QTOC closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +13.6%, while the worst single day was Apr 4, 2025 at -7.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.92%-1.25%-2.72%-3.06%
20252.20%-1.47%-6.37%1.33%8.89%4.70%1.86%1.40%0.89%2.47%-0.35%0.76%16.79%
20241.57%2.23%0.86%-0.39%2.39%1.05%0.39%0.74%0.47%-0.21%4.68%0.29%14.90%
20239.95%-0.10%5.52%1.25%3.01%1.92%0.80%0.39%0.63%-1.29%8.37%3.13%38.43%
2022-5.16%-3.69%4.71%-14.36%-2.12%-10.52%13.67%-5.51%-11.05%3.08%4.97%-5.39%-29.84%
20215.04%0.23%1.63%6.99%

Benchmark Metrics

Innovator Growth Accelerated Plus ETF - October has an annualized alpha of -2.22%, beta of 1.04, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since October 04, 2021.

  • This ETF participated in 87.72% of S&P 500 Index downside but only 77.98% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -2.22% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • With beta of 1.04 and R² of 0.82, 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
-2.22%
Beta
1.04
0.82
Upside Capture
77.98%
Downside Capture
87.72%

Expense Ratio

QTOC has an expense ratio of 0.79%, placing it in the medium range.


Return for Risk

Risk / Return Rank

QTOC ranks 58 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


QTOC Risk / Return Rank: 5858
Overall Rank
QTOC Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
QTOC Sortino Ratio Rank: 5555
Sortino Ratio Rank
QTOC Omega Ratio Rank: 6666
Omega Ratio Rank
QTOC Calmar Ratio Rank: 5252
Calmar Ratio Rank
QTOC Martin Ratio Rank: 7070
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 Growth Accelerated Plus ETF - October (QTOC) and compare them to a chosen benchmark (S&P 500 Index).


QTOCBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.89

0.90

-0.01

Sortino ratio

Return per unit of downside risk

1.49

1.39

+0.11

Omega ratio

Gain probability vs. loss probability

1.25

1.21

+0.04

Calmar ratio

Return relative to maximum drawdown

1.40

1.40

0.00

Martin ratio

Return relative to average drawdown

7.38

6.61

+0.78

Explore QTOC 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 Growth Accelerated Plus ETF - October doesn't pay dividends

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 Growth Accelerated Plus ETF - October. 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 Growth Accelerated Plus ETF - October was 33.43%, occurring on Oct 14, 2022. Recovery took 344 trading sessions.

The current Innovator Growth Accelerated Plus ETF - October drawdown is 5.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.43%Jan 4, 2022197Oct 14, 2022344Feb 29, 2024541
-21.24%Feb 20, 202534Apr 8, 202537Jun 2, 202571
-9.63%Jan 29, 202642Mar 30, 2026
-5.65%Oct 30, 202516Nov 20, 202513Dec 10, 202529
-4.35%Nov 22, 20219Dec 3, 202115Dec 27, 202124

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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