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BOCT vs. IVW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BOCT and IVW 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

BOCT vs. IVW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Buffer ETF - October (BOCT) and iShares S&P 500 Growth ETF (IVW). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BOCT:

0.55

IVW:

0.85

Sortino Ratio

BOCT:

0.92

IVW:

1.36

Omega Ratio

BOCT:

1.16

IVW:

1.19

Calmar Ratio

BOCT:

0.54

IVW:

1.01

Martin Ratio

BOCT:

2.35

IVW:

3.40

Ulcer Index

BOCT:

3.15%

IVW:

6.60%

Daily Std Dev

BOCT:

12.87%

IVW:

24.97%

Max Drawdown

BOCT:

-24.52%

IVW:

-57.33%

Current Drawdown

BOCT:

-1.43%

IVW:

-2.49%

Returns By Period

In the year-to-date period, BOCT achieves a 1.63% return, which is significantly lower than IVW's 2.47% return.


BOCT

YTD

1.63%

1M

9.14%

6M

2.07%

1Y

7.04%

5Y*

12.59%

10Y*

N/A

IVW

YTD

2.47%

1M

17.58%

6M

5.94%

1Y

21.03%

5Y*

17.89%

10Y*

14.78%

*Annualized

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BOCT vs. IVW - Expense Ratio Comparison

BOCT has a 0.79% expense ratio, which is higher than IVW's 0.18% expense ratio.


Risk-Adjusted Performance

BOCT vs. IVW — Risk-Adjusted Performance Rank

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

BOCT
The Risk-Adjusted Performance Rank of BOCT is 5959
Overall Rank
The Sharpe Ratio Rank of BOCT is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of BOCT is 5454
Sortino Ratio Rank
The Omega Ratio Rank of BOCT is 6868
Omega Ratio Rank
The Calmar Ratio Rank of BOCT is 5757
Calmar Ratio Rank
The Martin Ratio Rank of BOCT is 6161
Martin Ratio Rank

IVW
The Risk-Adjusted Performance Rank of IVW is 7878
Overall Rank
The Sharpe Ratio Rank of IVW is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of IVW is 7777
Sortino Ratio Rank
The Omega Ratio Rank of IVW is 7878
Omega Ratio Rank
The Calmar Ratio Rank of IVW is 8181
Calmar Ratio Rank
The Martin Ratio Rank of IVW is 7676
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.

BOCT vs. IVW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Buffer ETF - October (BOCT) and iShares S&P 500 Growth ETF (IVW). 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 BOCT Sharpe Ratio is 0.55, which is lower than the IVW Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of BOCT and IVW, 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

BOCT vs. IVW - Dividend Comparison

BOCT has not paid dividends to shareholders, while IVW's dividend yield for the trailing twelve months is around 0.44%.


TTM20242023202220212020201920182017201620152014
BOCT
Innovator U.S. Equity Buffer ETF - October
0.00%0.00%0.00%0.00%0.00%0.00%0.20%0.00%0.00%0.00%0.00%0.00%
IVW
iShares S&P 500 Growth ETF
0.44%0.43%1.03%0.89%0.46%0.82%1.63%1.28%1.30%1.51%1.51%1.37%

Drawdowns

BOCT vs. IVW - Drawdown Comparison

The maximum BOCT drawdown since its inception was -24.52%, smaller than the maximum IVW drawdown of -57.33%. Use the drawdown chart below to compare losses from any high point for BOCT and IVW. For additional features, visit the drawdowns tool.


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Volatility

BOCT vs. IVW - Volatility Comparison

The current volatility for Innovator U.S. Equity Buffer ETF - October (BOCT) is 3.70%, while iShares S&P 500 Growth ETF (IVW) has a volatility of 6.71%. This indicates that BOCT experiences smaller price fluctuations and is considered to be less risky than IVW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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