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BFOR vs. FFTY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BFOR and FFTY is 0.76, 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

BFOR vs. FFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Barron's 400 ETF (BFOR) and Innovator IBD 50 ETF (FFTY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BFOR:

0.38

FFTY:

0.07

Sortino Ratio

BFOR:

0.73

FFTY:

0.37

Omega Ratio

BFOR:

1.10

FFTY:

1.05

Calmar Ratio

BFOR:

0.39

FFTY:

0.07

Martin Ratio

BFOR:

1.27

FFTY:

0.32

Ulcer Index

BFOR:

6.76%

FFTY:

11.22%

Daily Std Dev

BFOR:

21.10%

FFTY:

31.67%

Max Drawdown

BFOR:

-41.26%

FFTY:

-59.46%

Current Drawdown

BFOR:

-9.13%

FFTY:

-44.61%

Returns By Period

In the year-to-date period, BFOR achieves a -1.47% return, which is significantly higher than FFTY's -3.04% return. Over the past 10 years, BFOR has outperformed FFTY with an annualized return of 9.01%, while FFTY has yielded a comparatively lower 1.86% annualized return.


BFOR

YTD

-1.47%

1M

11.18%

6M

-6.80%

1Y

8.03%

5Y*

15.92%

10Y*

9.01%

FFTY

YTD

-3.04%

1M

10.79%

6M

-7.06%

1Y

2.29%

5Y*

-1.96%

10Y*

1.86%

*Annualized

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BFOR vs. FFTY - Expense Ratio Comparison

BFOR has a 0.70% expense ratio, which is lower than FFTY's 0.80% expense ratio.


Risk-Adjusted Performance

BFOR vs. FFTY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BFOR
The Risk-Adjusted Performance Rank of BFOR is 5050
Overall Rank
The Sharpe Ratio Rank of BFOR is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of BFOR is 5252
Sortino Ratio Rank
The Omega Ratio Rank of BFOR is 5050
Omega Ratio Rank
The Calmar Ratio Rank of BFOR is 5454
Calmar Ratio Rank
The Martin Ratio Rank of BFOR is 4747
Martin Ratio Rank

FFTY
The Risk-Adjusted Performance Rank of FFTY is 2626
Overall Rank
The Sharpe Ratio Rank of FFTY is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of FFTY is 2929
Sortino Ratio Rank
The Omega Ratio Rank of FFTY is 2929
Omega Ratio Rank
The Calmar Ratio Rank of FFTY is 2424
Calmar Ratio Rank
The Martin Ratio Rank of FFTY is 2525
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BFOR vs. FFTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Barron's 400 ETF (BFOR) and Innovator IBD 50 ETF (FFTY). 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.


The current BFOR Sharpe Ratio is 0.38, which is higher than the FFTY Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of BFOR and FFTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BFOR vs. FFTY - Dividend Comparison

BFOR's dividend yield for the trailing twelve months is around 0.70%, less than FFTY's 0.93% yield.


TTM20242023202220212020201920182017201620152014
BFOR
ALPS Barron's 400 ETF
0.70%0.69%1.26%1.68%0.92%0.98%0.69%0.94%0.60%0.78%0.86%0.72%
FFTY
Innovator IBD 50 ETF
0.93%0.91%0.64%2.75%0.22%0.00%0.00%0.00%0.17%0.00%0.00%0.00%

Drawdowns

BFOR vs. FFTY - Drawdown Comparison

The maximum BFOR drawdown since its inception was -41.26%, smaller than the maximum FFTY drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for BFOR and FFTY. For additional features, visit the drawdowns tool.


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Volatility

BFOR vs. FFTY - Volatility Comparison

ALPS Barron's 400 ETF (BFOR) and Innovator IBD 50 ETF (FFTY) have volatilities of 6.97% and 6.84%, 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.


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