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DDTL vs. INFO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DDTL vs. INFO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Equity Dual Directional 10 Buffer ETF - July (DDTL) and Harbor PanAgora Dynamic Large Cap Core ETF (INFO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DDTL achieves a 5.21% return, which is significantly lower than INFO's 11.73% return.


DDTL

1D
-0.36%
1M
0.64%
6M
4.48%
YTD
5.21%
1Y
11.38%
3Y*
5Y*
10Y*

INFO

1D
-0.63%
1M
1.95%
6M
9.78%
YTD
11.73%
1Y
24.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DDTL vs. INFO - Yearly Performance Comparison


Correlation

The correlation between DDTL and INFO is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2025

0.79

The correlation between DDTL and INFO has been stable across timeframes, ranging from 0.79 to 0.79 - a consistent structural relationship.

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Return for Risk

DDTL vs. INFO — Risk / Return Rank

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

DDTL
DDTL Risk / Return Rank: 8585
Overall Rank
DDTL Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DDTL Sortino Ratio Rank: 8787
Sortino Ratio Rank
DDTL Omega Ratio Rank: 8989
Omega Ratio Rank
DDTL Calmar Ratio Rank: 7575
Calmar Ratio Rank
DDTL Martin Ratio Rank: 9090
Martin Ratio Rank

INFO
INFO Risk / Return Rank: 7575
Overall Rank
INFO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
INFO Sortino Ratio Rank: 7575
Sortino Ratio Rank
INFO Omega Ratio Rank: 7474
Omega Ratio Rank
INFO Calmar Ratio Rank: 7070
Calmar Ratio Rank
INFO Martin Ratio Rank: 8080
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.

DDTL vs. INFO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Dual Directional 10 Buffer ETF - July (DDTL) and Harbor PanAgora Dynamic Large Cap Core ETF (INFO). 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.


DDTLINFODifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.44

1.35

+0.10

Calmar ratioReturn relative to maximum drawdown

3.03

2.79

+0.24

Martin ratioReturn relative to average drawdown

15.76

12.03

+3.73

DDTL vs. INFO - Sharpe Ratio Comparison

The current DDTL Sharpe Ratio is 2.15, which is comparable to the INFO Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of DDTL and INFO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DDTL vs. INFO - Drawdown Comparison

The maximum DDTL drawdown since its inception was -3.78%, smaller than the maximum INFO drawdown of -19.60%. Use the drawdown chart below to compare losses from any high point for DDTL and INFO.


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Drawdown Indicators


DDTLINFODifference

Max Drawdown

Largest peak-to-trough decline

-3.78%

-19.60%

+15.82%

Max Drawdown (1Y)

Largest decline over 1 year

-3.78%

-8.98%

+5.20%

Current Drawdown

Current decline from peak

-0.36%

-0.63%

+0.27%

Average Drawdown

Average peak-to-trough decline

-0.43%

-2.30%

+1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

2.08%

-1.36%

Volatility

DDTL vs. INFO - Volatility Comparison

The current volatility for Innovator Equity Dual Directional 10 Buffer ETF - July (DDTL) is 1.06%, while Harbor PanAgora Dynamic Large Cap Core ETF (INFO) has a volatility of 3.85%. This indicates that DDTL experiences smaller price fluctuations and is considered to be less risky than INFO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DDTLINFODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

3.85%

-2.79%

Volatility (6M)

Calculated over the trailing 6-month period

4.06%

10.21%

-6.15%

Volatility (1Y)

Calculated over the trailing 1-year period

5.34%

13.05%

-7.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.56%

17.32%

-11.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.56%

17.32%

-11.76%

DDTL vs. INFO - Expense Ratio Comparison

DDTL has a 0.79% expense ratio, which is higher than INFO's 0.35% expense ratio.


Dividends

DDTL vs. INFO - Dividend Comparison

DDTL has not paid dividends to shareholders, while INFO's dividend yield for the trailing twelve months is around 0.31%.


Frequently Asked Questions


DDTL and INFO have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INFO has higher volatility (3.85%) compared to DDTL (1.06%). In terms of maximum drawdown, DDTL dropped -3.78% vs INFO's -19.60%.

On 1-year performance, INFO leads with 24.92% vs 11.38% for DDTL. On fees, INFO is cheaper at 0.35% per year. On volatility, DDTL has been the lower-risk option at 1.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, INFO has performed better with a 24.92% return vs 11.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

INFO is cheaper with a 0.35% expense ratio, compared with 0.79% for DDTL.

INFO has the higher dividend yield at 0.31%, compared with 0.00% for DDTL.

DDTL is categorized as Defined Outcome, while INFO is Large Cap Blend Equities. They also come from different issuers: Innovator and Harbor. Their fees differ too: 0.79% for DDTL and 0.35% for INFO.

DDTL currently has the higher Sharpe Ratio (2.15 vs 1.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DDTL and INFO

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