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DJAN vs. APRD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DJAN vs. APRD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Deep Buffer ETF - January (DJAN) and Innovator Premium Income 10 Barrier ETF - April (APRD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DJAN

1D
0.08%
1M
1.95%
YTD
5.05%
6M
6.34%
1Y
16.14%
3Y*
12.53%
5Y*
7.84%
10Y*

APRD

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DJAN vs. APRD - Yearly Performance Comparison


DJAN vs. APRD - Sectors Allocation Comparison


Sectors
DJAN
APRD

Technology

36.2%
32.0%

Financial Services

11.9%
13.7%

Communication Services

10.9%
9.9%

Consumer Cyclical

10.1%
11.6%

Healthcare

8.4%
10.5%

Industrials

8.1%
7.4%

Consumer Defensive

4.9%
5.5%

Energy

3.5%
3.2%

Utilities

2.3%
2.5%

Real Estate

1.9%
2.1%

Basic Materials

1.8%
1.7%

Technology

DJAN
36.2%
APRD
32.0%

Financial Services

DJAN
11.9%
APRD
13.7%

Communication Services

DJAN
10.9%
APRD
9.9%

Consumer Cyclical

DJAN
10.1%
APRD
11.6%

Healthcare

DJAN
8.4%
APRD
10.5%

Industrials

DJAN
8.1%
APRD
7.4%

Consumer Defensive

DJAN
4.9%
APRD
5.5%

Energy

DJAN
3.5%
APRD
3.2%

Utilities

DJAN
2.3%
APRD
2.5%

Real Estate

DJAN
1.9%
APRD
2.1%

Basic Materials

DJAN
1.8%
APRD
1.7%

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Return for Risk

DJAN vs. APRD — Risk / Return Rank

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

DJAN
DJAN Risk / Return Rank: 8686
Overall Rank
DJAN Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DJAN Sortino Ratio Rank: 9090
Sortino Ratio Rank
DJAN Omega Ratio Rank: 9090
Omega Ratio Rank
DJAN Calmar Ratio Rank: 7575
Calmar Ratio Rank
DJAN Martin Ratio Rank: 8888
Martin Ratio Rank

APRD
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.

DJAN vs. APRD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Deep Buffer ETF - January (DJAN) and Innovator Premium Income 10 Barrier ETF - April (APRD). 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.


DJANAPRDDifference

Sharpe ratio

Return per unit of total volatility

2.89

Sortino ratio

Return per unit of downside risk

4.24

Omega ratio

Gain probability vs. loss probability

1.60

Calmar ratio

Return relative to maximum drawdown

3.88

Martin ratio

Return relative to average drawdown

19.47

DJAN vs. APRD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DJANAPRDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.16

Drawdowns

DJAN vs. APRD - Drawdown Comparison

The maximum DJAN drawdown since its inception was -9.57%, which is greater than APRD's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DJAN and APRD.


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Drawdown Indicators


DJANAPRDDifference

Max Drawdown

Largest peak-to-trough decline

-9.57%

0.00%

-9.57%

Max Drawdown (1Y)

Largest decline over 1 year

-4.27%

Max Drawdown (3Y)

Largest decline over 3 years

-9.33%

Max Drawdown (5Y)

Largest decline over 5 years

-9.57%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.91%

0.00%

-1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

Volatility

DJAN vs. APRD - Volatility Comparison


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Volatility by Period


DJANAPRDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

Volatility (6M)

Calculated over the trailing 6-month period

4.26%

Volatility (1Y)

Calculated over the trailing 1-year period

5.62%

0.00%

+5.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.02%

0.00%

+7.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.92%

0.00%

+6.92%

DJAN vs. APRD - Expense Ratio Comparison

DJAN has a 0.85% expense ratio, which is higher than APRD's 0.79% expense ratio.


Dividends

DJAN vs. APRD - Dividend Comparison

Neither DJAN nor APRD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


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

APRD is cheaper with a 0.79% expense ratio, compared with 0.85% for DJAN.

DJAN and APRD have nearly identical dividend yields, around 0.00%.

They also come from different issuers: FT Vest and Innovator. Their fees differ too: 0.85% for DJAN and 0.79% for APRD.

Portfolio Optimizer

Find the right allocation for DJAN and APRD

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