EALT vs. VTSAX

Last updated Jun 4, 2026

EALT (Innovator U.S. Equity 5 To 15 Buffer ETF - Quarterly) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both funds - EALT is a Options Trading fund actively managed by Innovator, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past year, EALT returned 10.95% vs 29.09% for VTSAX. Their correlation of 0.93 suggests significant overlap in exposure. EALT charges 0.69%/yr vs 0.04%/yr for VTSAX.

Performance

EALT vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity 5 To 15 Buffer ETF - Quarterly (EALT) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EALT achieves a 1.05% return, which is significantly lower than VTSAX's 11.98% return.

EALT

• 1D: 0.11%
• 1M: 1.42%
• YTD: 1.05%
• 6M: 0.88%
• 1Y: 10.95%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VTSAX

• 1D: 0.24%
• 1M: 5.76%
• YTD: 11.98%
• 6M: 11.87%
• 1Y: 29.09%
• 3Y*: 22.34%
• 5Y*: 13.04%
• 10Y*: 15.12%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EALT vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
EALT Innovator U.S. Equity 5 To 15 Buffer ETF - Quarterly	1.05%	9.45%	18.02%	6.80%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	11.98%	17.12%	23.23%	12.81%

Correlation

The correlation between EALT and VTSAX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (All Time) Calculated using the full available price history since Oct 3, 2023	0.93

The correlation between EALT and VTSAX has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

EALT vs. VTSAX - Sectors Allocation Comparison

Sectors	EALT	VTSAX
Technology	33.6%	33.3%
Financial Services	12.2%	11.9%
Communication Services	10.5%	10.1%
Consumer Cyclical	10.0%	9.8%
Healthcare	9.5%	9.1%
Industrials	8.5%	9.5%
Consumer Defensive	5.3%	4.7%
Energy	4.0%	3.8%
Utilities	2.6%	2.7%
Real Estate	2.0%	2.4%
Basic Materials	1.9%	2.0%

Return for Risk

EALT vs. VTSAX — Risk / Return Rank

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

EALT

EALT Risk / Return Rank: 40
EALT Sharpe Ratio Rank: 42
EALT Sortino Ratio Rank: 39
EALT Omega Ratio Rank: 43
EALT Calmar Ratio Rank: 34
EALT Martin Ratio Rank: 40

VTSAX

VTSAX Risk / Return Rank: 71
VTSAX Sharpe Ratio Rank: 72
VTSAX Sortino Ratio Rank: 65
VTSAX Omega Ratio Rank: 63
VTSAX Calmar Ratio Rank: 74
VTSAX Martin Ratio Rank: 83

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.

EALT vs. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity 5 To 15 Buffer ETF - Quarterly (EALT) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.

	EALT	VTSAX	Difference
Sharpe ratio: Return per unit of total volatility	1.48	2.47	-0.99
Sortino ratio: Return per unit of downside risk	2.03	3.36	-1.34
Omega ratio: Gain probability vs. loss probability	1.28	1.44	-0.17
Calmar ratio: Return relative to maximum drawdown	1.65	3.37	-1.72
Martin ratio: Return relative to average drawdown	6.25	15.56	-9.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EALT vs. VTSAX - Sharpe Ratio Comparison

The current EALT Sharpe Ratio is 1.48, which is lower than the VTSAX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of EALT and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EALT	VTSAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.48	2.47	-0.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.76	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.33	0.47	+0.85

Drawdowns

EALT vs. VTSAX - Drawdown Comparison

The maximum EALT drawdown since its inception was -14.76%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for EALT and VTSAX.

Drawdown Indicators

	EALT	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-14.76%	-55.33%	+40.57%
Max Drawdown (1Y) Largest decline over 1 year	-6.66%	-8.92%	+2.26%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.36%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.97%	—
Current Drawdown Current decline from peak	-0.70%	0.00%	-0.70%
Average Drawdown Average peak-to-trough decline	-1.64%	-9.01%	+7.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	1.93%	-0.17%

Volatility

EALT vs. VTSAX - Volatility Comparison

The current volatility for Innovator U.S. Equity 5 To 15 Buffer ETF - Quarterly (EALT) is 0.46%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 2.95%. This indicates that EALT experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EALT	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.46%	2.95%	-2.49%
Volatility (6M) Calculated over the trailing 6-month period	5.51%	9.19%	-3.68%
Volatility (1Y) Calculated over the trailing 1-year period	7.45%	12.19%	-4.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.07%	17.36%	-7.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.07%	18.41%	-8.34%

EALT vs. VTSAX - Expense Ratio Comparison

EALT has a 0.69% expense ratio, which is higher than VTSAX's 0.04% expense ratio.

Dividends

EALT vs. VTSAX - Dividend Comparison

EALT has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.00%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EALT Innovator U.S. Equity 5 To 15 Buffer ETF - Quarterly	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.00%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both EALT and VTSAX in my portfolio?

EALT and VTSAX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EALT or VTSAX?

VTSAX has higher volatility (2.95%) compared to EALT (0.46%). In terms of maximum drawdown, EALT dropped -14.76% vs VTSAX's -55.33%.

Which has better risk-adjusted returns?

VTSAX currently has the higher Sharpe Ratio (2.47 vs 1.48), 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.