DDFO vs. FFTY
DDFO (Innovator Equity Dual Directional 15 Buffer ETF - October) and FFTY (CapForce IBD 50 ETF) are both exchange-traded funds - DDFO is a Defined Outcome fund tracking the SPDR S&P 500 ETF Trust, while FFTY is a Mid Cap Growth Equities fund tracking the IBD 50 Index. Both are passively managed. Their 0.62 correlation means they have sometimes moved together and sometimes differently. DDFO charges 0.79%/yr vs 0.80%/yr for FFTY.
Performance
DDFO vs. FFTY - Performance Comparison
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Returns By Period
In the year-to-date period, DDFO achieves a 4.71% return, which is significantly lower than FFTY's 6.26% return.
DDFO
- 1D
- 0.19%
- 1M
- 0.61%
- 6M
- 4.35%
- YTD
- 4.71%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
FFTY
- 1D
- -0.91%
- 1M
- -9.03%
- 6M
- 3.47%
- YTD
- 6.26%
- 1Y
- 13.28%
- 3Y*
- 13.48%
- 5Y*
- -2.78%
- 10Y*
- 5.57%
- ALL TIME*
- 4.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $136.70K | $156.19K | $248.14K | |
| $863.41K | $1.19M | $1.59M |
DDFO vs. FFTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DDFO Innovator Equity Dual Directional 15 Buffer ETF - October | 4.71% | 1.91% |
FFTY CapForce IBD 50 ETF | 6.26% | -5.58% |
Correlation
The correlation between DDFO and FFTY 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 Oct 1, 2025 | 0.62 |
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Return for Risk
DDFO vs. FFTY — Risk / Return Rank
DDFO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FFTY
DDFO vs. FFTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Dual Directional 15 Buffer ETF - October (DDFO) and CapForce 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.
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.
| DDFO | FFTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.07 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.41 | — |
| Martin ratioReturn relative to average drawdown | — | 1.00 | — |
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Drawdowns
DDFO vs. FFTY - Drawdown Comparison
The maximum DDFO drawdown since its inception was -2.79%, smaller than the maximum FFTY drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for DDFO and FFTY.
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Drawdown Indicators
| DDFO | FFTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.79% | -59.46% | +56.67% |
Max Drawdown (1Y)Largest decline over 1 year | — | -23.29% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -29.60% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -59.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -59.46% | — |
Current DrawdownCurrent decline from peak | 0.00% | -25.10% | +25.10% |
Average DrawdownAverage peak-to-trough decline | -0.37% | -22.32% | +21.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 9.51% | — |
Volatility
DDFO vs. FFTY - Volatility Comparison
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Volatility by Period
| DDFO | FFTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 8.45% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 29.16% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 4.43% | 36.53% | -32.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.43% | 29.75% | -25.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.43% | 27.79% | -23.36% |
DDFO vs. FFTY - Expense Ratio Comparison
DDFO has a 0.79% expense ratio, which is lower than FFTY's 0.80% expense ratio.
Dividends
DDFO vs. FFTY - Dividend Comparison
DDFO has not paid dividends to shareholders, while FFTY's dividend yield for the trailing twelve months is around 1.27%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DDFO Innovator Equity Dual Directional 15 Buffer ETF - October | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FFTY CapForce IBD 50 ETF | 1.27% | 1.35% | 0.91% | 0.65% | 2.75% | 0.22% | 0.00% | 0.00% | 0.00% | 0.17% |
Frequently Asked Questions
DDFO and FFTY 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, DDFO is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DDFO is cheaper with a 0.79% expense ratio, compared with 0.80% for FFTY.
FFTY has the higher dividend yield at 1.27%, compared with 0.00% for DDFO.
DDFO is categorized as Defined Outcome, while FFTY is Mid Cap Growth Equities. DDFO tracks SPDR S&P 500 ETF Trust, while FFTY tracks IBD 50 Index. They also come from different issuers: Innovator and CapForce. Their fees differ too: 0.79% for DDFO and 0.80% for FFTY.
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