EOCT vs. SMYY

Last updated Apr 1, 2026

Compare and contrast key facts about Innovator Emerging Markets Power Buffer ETF - October (EOCT) and GraniteShares YieldBOOST SMCI ETF (SMYY).

EOCT and SMYY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EOCT is an actively managed fund by Innovator. It was launched on Sep 30, 2021. SMYY is managed by GraniteShares.

Performance

EOCT vs. SMYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Emerging Markets Power Buffer ETF - October (EOCT) and GraniteShares YieldBOOST SMCI ETF (SMYY). The values are adjusted to include any dividend payments, if applicable.

EOCT vs. SMYY - Yearly Performance Comparison

	2026 (YTD)	2025
EOCT Innovator Emerging Markets Power Buffer ETF - October	0.91%	1.84%
SMYY GraniteShares YieldBOOST SMCI ETF	-3.06%	-27.52%

Returns By Period

In the year-to-date period, EOCT achieves a 0.91% return, which is significantly higher than SMYY's -3.06% return.

EOCT

• 1D: 1.81%
• 1M: -4.00%
• YTD: 0.91%
• 6M: 2.77%
• 1Y: 19.93%
• 3Y*: 11.33%
• 5Y*: —
• 10Y*: —

SMYY

• 1D: 2.49%
• 1M: -5.82%
• YTD: -3.06%
• 6M: -29.74%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EOCT vs. SMYY - Expense Ratio Comparison

EOCT has a 0.89% expense ratio, which is lower than SMYY's 1.07% expense ratio.

SMYY

GraniteShares YieldBOOST SMCI ETF

EOCT

Innovator Emerging Markets Power Buffer ETF - October

Return for Risk

EOCT vs. SMYY — Risk / Return Rank

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

EOCT

EOCT Risk / Return Rank: 90
EOCT Sharpe Ratio Rank: 89
EOCT Sortino Ratio Rank: 91
EOCT Omega Ratio Rank: 90
EOCT Calmar Ratio Rank: 90
EOCT Martin Ratio Rank: 92

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.

EOCT vs. SMYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Emerging Markets Power Buffer ETF - October (EOCT) and GraniteShares YieldBOOST SMCI ETF (SMYY). 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.

	EOCT	SMYY	Difference
Sharpe ratio Return per unit of total volatility	1.91	—	—
Sortino ratio Return per unit of downside risk	2.67	—	—
Omega ratio Gain probability vs. loss probability	1.39	—	—
Calmar ratio Return relative to maximum drawdown	3.04	—	—
Martin ratio Return relative to average drawdown	12.67	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	EOCT	SMYY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.91	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	-1.45	+1.94

Correlation

The correlation between EOCT and SMYY is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

EOCT vs. SMYY - Dividend Comparison

EOCT has not paid dividends to shareholders, while SMYY's dividend yield for the trailing twelve months is around 117.41%.

	TTM	2025
EOCT Innovator Emerging Markets Power Buffer ETF - October	0.00%	0.00%
SMYY GraniteShares YieldBOOST SMCI ETF	117.41%	53.33%

Drawdowns

EOCT vs. SMYY - Drawdown Comparison

The maximum EOCT drawdown since its inception was -20.35%, smaller than the maximum SMYY drawdown of -36.84%. Use the drawdown chart below to compare losses from any high point for EOCT and SMYY.

Drawdown Indicators

	EOCT	SMYY	Difference
Max Drawdown Largest peak-to-trough decline	-20.35%	-36.84%	+16.49%
Max Drawdown (1Y) Largest decline over 1 year	-6.57%	—	—
Current Drawdown Current decline from peak	-4.23%	-35.26%	+31.03%
Average Drawdown Average peak-to-trough decline	-5.88%	-23.05%	+17.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.58%	—	—

Volatility

Volatility by Period

	EOCT	SMYY	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.79%	—	—
Volatility (6M) Calculated over the trailing 6-month period	6.68%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.48%	35.19%	-24.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.41%	35.19%	-23.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.41%	35.19%	-23.78%