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DDFM vs. BOUT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDFM vs. BOUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Equity Dual Directional 15 Buffer ETF - March (DDFM) and Innovator IBD Breakout Opportunities ETF (BOUT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DDFM

1D
0.21%
1M
0.55%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

BOUT

1D
0.00%
1M
-1.72%
6M
19.69%
YTD
27.36%
1Y
26.50%
3Y*
12.18%
5Y*
7.04%
10Y*
ALL TIME*
8.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$64.60K$107.52K$108.59K
$52.30K$63.44K$88.30K

DDFM vs. BOUT - Yearly Performance Comparison


Correlation

The correlation between DDFM and BOUT is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 2, 2026

0.62

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Return for Risk

DDFM vs. BOUT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DDFM

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


BOUT
BOUT Risk / Return Rank: 4646
Overall Rank
BOUT Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BOUT Sortino Ratio Rank: 4242
Sortino Ratio Rank
BOUT Omega Ratio Rank: 4040
Omega Ratio Rank
BOUT Calmar Ratio Rank: 5858
Calmar Ratio Rank
BOUT Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DDFM vs. BOUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Dual Directional 15 Buffer ETF - March (DDFM) and Innovator IBD Breakout Opportunities ETF (BOUT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DDFMBOUTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

2.05

Martin ratioReturn relative to average drawdown

5.74

DDFM vs. BOUT - Sharpe Ratio Comparison


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Drawdowns

DDFM vs. BOUT - Drawdown Comparison

The maximum DDFM drawdown since its inception was -3.49%, smaller than the maximum BOUT drawdown of -36.98%. Use the drawdown chart below to compare losses from any high point for DDFM and BOUT.


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Drawdown Indicators


DDFMBOUTDifference

Max Drawdown

Largest peak-to-trough decline

-3.49%

-36.98%

+33.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

Max Drawdown (3Y)

Largest decline over 3 years

-25.31%

Max Drawdown (5Y)

Largest decline over 5 years

-28.28%

Current Drawdown

Current decline from peak

0.00%

-5.50%

+5.50%

Average Drawdown

Average peak-to-trough decline

-0.52%

-12.18%

+11.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.19%

Volatility

DDFM vs. BOUT - Volatility Comparison


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Volatility by Period


DDFMBOUTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

Volatility (6M)

Calculated over the trailing 6-month period

17.67%

Volatility (1Y)

Calculated over the trailing 1-year period

5.31%

22.61%

-17.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.31%

19.79%

-14.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.31%

22.97%

-17.66%

DDFM vs. BOUT - Expense Ratio Comparison

DDFM has a 0.79% expense ratio, which is lower than BOUT's 0.80% expense ratio.


Dividends

DDFM vs. BOUT - Dividend Comparison

DDFM has not paid dividends to shareholders, while BOUT's dividend yield for the trailing twelve months is around 0.27%.


PositionTTM20252024202320222021202020192018
BOUT
Innovator IBD Breakout Opportunities ETF
0.27%0.34%0.60%1.32%1.35%0.00%0.00%0.00%0.22%
DDFM
Innovator Equity Dual Directional 15 Buffer ETF - March
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DDFM and BOUT have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DDFM is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DDFM is cheaper with a 0.79% expense ratio, compared with 0.80% for BOUT.

BOUT has the higher dividend yield at 0.27%, compared with 0.00% for DDFM.

DDFM is categorized as Defined Outcome, while BOUT is Mid Cap Growth Equities. DDFM tracks SPDR S&P 500 ETF Trust (SPY), while BOUT tracks IBD Breakout Stocks Total Return Index. Their fees differ too: 0.79% for DDFM and 0.80% for BOUT.

Portfolio Optimizer

Find the right allocation for DDFM and BOUT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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