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DDFL vs. ZOCT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DDFL vs. ZOCT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Equity Dual Directional 15 Buffer ETF - July (DDFL) and Innovator Equity Defined Protection ETF - 1 Yr October (ZOCT). The values are adjusted to include any dividend payments, if applicable.

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DDFL vs. ZOCT - Yearly Performance Comparison


Returns By Period

In the year-to-date period, DDFL achieves a 0.15% return, which is significantly higher than ZOCT's -0.15% return.


DDFL

1D
0.18%
1M
-0.41%
YTD
0.15%
6M
1.78%
1Y
3Y*
5Y*
10Y*

ZOCT

1D
0.18%
1M
-0.64%
YTD
-0.15%
6M
0.66%
1Y
6.46%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DDFL vs. ZOCT - Expense Ratio Comparison

Both DDFL and ZOCT have an expense ratio of 0.79%.


Return for Risk

DDFL vs. ZOCT — Risk / Return Rank

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

DDFL

ZOCT
ZOCT Risk / Return Rank: 9292
Overall Rank
ZOCT Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ZOCT Sortino Ratio Rank: 9494
Sortino Ratio Rank
ZOCT Omega Ratio Rank: 9494
Omega Ratio Rank
ZOCT Calmar Ratio Rank: 9090
Calmar Ratio Rank
ZOCT Martin Ratio Rank: 9393
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.

DDFL vs. ZOCT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Dual Directional 15 Buffer ETF - July (DDFL) and Innovator Equity Defined Protection ETF - 1 Yr October (ZOCT). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DDFL vs. ZOCT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DDFLZOCTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.90

1.44

+0.45

Correlation

The correlation between DDFL and ZOCT is 0.71, 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.


Dividends

DDFL vs. ZOCT - Dividend Comparison

Neither DDFL nor ZOCT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DDFL vs. ZOCT - Drawdown Comparison

The maximum DDFL drawdown since its inception was -1.63%, smaller than the maximum ZOCT drawdown of -3.18%. Use the drawdown chart below to compare losses from any high point for DDFL and ZOCT.


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Drawdown Indicators


DDFLZOCTDifference

Max Drawdown

Largest peak-to-trough decline

-1.63%

-3.18%

+1.55%

Max Drawdown (1Y)

Largest decline over 1 year

-1.91%

Current Drawdown

Current decline from peak

-0.57%

-0.77%

+0.20%

Average Drawdown

Average peak-to-trough decline

-0.23%

-0.37%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

Volatility

DDFL vs. ZOCT - Volatility Comparison


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Volatility by Period


DDFLZOCTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

3.50%

3.20%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.50%

3.14%

+0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.50%

3.14%

+0.36%