DJAN vs. NJAN

In the year-to-date period, DJAN achieves a -2.10% return, which is significantly lower than NJAN's -1.42% return.

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

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Deep Buffer ETF - January (DJAN) and Innovator Growth-100 Power Buffer ETF - January (NJAN). 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.

The current DJAN Sharpe Ratio is 0.73, which is comparable to the NJAN Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of DJAN and NJAN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither DJAN nor NJAN has paid dividends to shareholders.

The maximum DJAN drawdown since its inception was -9.57%, smaller than the maximum NJAN drawdown of -20.70%. Use the drawdown chart below to compare losses from any high point for DJAN and NJAN. For additional features, visit the drawdowns tool.

The current volatility for FT Cboe Vest U.S. Equity Deep Buffer ETF - January (DJAN) is 3.01%, while Innovator Growth-100 Power Buffer ETF - January (NJAN) has a volatility of 4.97%. This indicates that DJAN experiences smaller price fluctuations and is considered to be less risky than NJAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.