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BFEB vs. GJUL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BFEB and GJUL is 0.92, 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.


-0.50.00.51.00.9

Performance

BFEB vs. GJUL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator S&P 500 Buffer ETF - February (BFEB) and FT Cboe Vest U.S. Equity Moderate Buffer ETF - July (GJUL). The values are adjusted to include any dividend payments, if applicable.

10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
23.25%
18.33%
BFEB
GJUL

Key characteristics

Sharpe Ratio

BFEB:

2.64

GJUL:

2.36

Sortino Ratio

BFEB:

3.67

GJUL:

3.25

Omega Ratio

BFEB:

1.55

GJUL:

1.50

Calmar Ratio

BFEB:

3.71

GJUL:

4.19

Martin Ratio

BFEB:

20.21

GJUL:

21.05

Ulcer Index

BFEB:

0.86%

GJUL:

0.68%

Daily Std Dev

BFEB:

6.61%

GJUL:

6.11%

Max Drawdown

BFEB:

-26.37%

GJUL:

-5.52%

Current Drawdown

BFEB:

-0.69%

GJUL:

-1.43%

Returns By Period

In the year-to-date period, BFEB achieves a 16.83% return, which is significantly higher than GJUL's 13.92% return.


BFEB

YTD

16.83%

1M

0.25%

6M

5.28%

1Y

17.09%

5Y*

N/A

10Y*

N/A

GJUL

YTD

13.92%

1M

0.07%

6M

5.40%

1Y

13.96%

5Y*

N/A

10Y*

N/A

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.


GJUL
FT Cboe Vest U.S. Equity Moderate Buffer ETF - July
Expense ratio chart for GJUL: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for BFEB: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

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.


Sharpe ratio
The chart of Sharpe ratio for BFEB, currently valued at 2.64, compared to the broader market0.002.004.002.642.36
The chart of Sortino ratio for BFEB, currently valued at 3.67, compared to the broader market-2.000.002.004.006.008.0010.003.673.25
The chart of Omega ratio for BFEB, currently valued at 1.55, compared to the broader market0.501.001.502.002.503.001.551.50
The chart of Calmar ratio for BFEB, currently valued at 3.71, compared to the broader market0.005.0010.0015.003.714.19
The chart of Martin ratio for BFEB, currently valued at 20.21, compared to the broader market0.0020.0040.0060.0080.00100.0020.2121.05
BFEB
GJUL

The current BFEB Sharpe Ratio is 2.64, which is comparable to the GJUL Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of BFEB and GJUL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio2.002.503.003.504.00AugustSeptemberOctoberNovemberDecember
2.64
2.36
BFEB
GJUL

Dividends

BFEB vs. GJUL - Dividend Comparison

Neither BFEB nor GJUL has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.69%
-1.43%
BFEB
GJUL

Volatility

BFEB vs. GJUL - Volatility Comparison

The current volatility for Innovator S&P 500 Buffer ETF - February (BFEB) is 0.75%, while FT Cboe Vest U.S. Equity Moderate Buffer ETF - July (GJUL) has a volatility of 1.57%. This indicates that BFEB experiences smaller price fluctuations and is considered to be less risky than GJUL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember
0.75%
1.57%
BFEB
GJUL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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