BFEB vs. GJUL
Compare and contrast key facts about Innovator S&P 500 Buffer ETF - February (BFEB) and FT Cboe Vest U.S. Equity Moderate Buffer ETF - July (GJUL).
BFEB and GJUL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BFEB is a passively managed fund by Innovator that tracks the performance of the Cboe S&P 500 Buffer Protect Index February Series. It was launched on Jan 31, 2020. GJUL is an actively managed fund by FT Vest. It was launched on Jul 20, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BFEB or GJUL.
Key characteristics
| BFEB | GJUL | |
|---|---|---|
| YTD Return | 13.35% | 10.91% |
| 1Y Return | 19.84% | 15.48% |
| Sharpe Ratio | 2.48 | 2.40 |
| Daily Std Dev | 8.29% | 6.69% |
| Max Drawdown | -26.37% | -5.52% |
| Current Drawdown | -0.18% | -0.00% |
Correlation
The correlation between BFEB and GJUL is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BFEB vs. GJUL - Performance Comparison
In the year-to-date period, BFEB achieves a 13.35% return, which is significantly higher than GJUL's 10.91% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BFEB vs. GJUL - Expense Ratio Comparison
BFEB has a 0.79% expense ratio, which is lower than GJUL's 0.85% expense ratio.
Risk-Adjusted Performance
BFEB vs. GJUL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator S&P 500 Buffer ETF - February (BFEB) and FT Cboe Vest U.S. Equity Moderate Buffer ETF - July (GJUL). 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.
Dividends
BFEB vs. GJUL - Dividend Comparison
Neither BFEB nor GJUL has paid dividends to shareholders.
Drawdowns
BFEB vs. GJUL - Drawdown Comparison
The maximum BFEB drawdown since its inception was -26.37%, which is greater than GJUL's maximum drawdown of -5.52%. Use the drawdown chart below to compare losses from any high point for BFEB and GJUL. For additional features, visit the drawdowns tool.
Volatility
BFEB vs. GJUL - Volatility Comparison
Innovator S&P 500 Buffer ETF - February (BFEB) and FT Cboe Vest U.S. Equity Moderate Buffer ETF - July (GJUL) have volatilities of 2.11% and 2.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.