FCUS vs. FFTY

Last updated Jun 24, 2026

FCUS (Pinnacle Focused Opportunities ETF) and FFTY (Innovator IBD 50 ETF) are both exchange-traded funds - FCUS is a Mid Cap Growth Equities fund actively managed by Pinnacle, while FFTY is a Large Cap Growth Equities fund tracking the IBD 50 Index. FCUS is actively managed, while FFTY is passively managed. Over the past 3 years, FCUS returned 34.86%/yr vs 21.26%/yr for FFTY. Their correlation of 0.86 suggests significant overlap in exposure. FCUS charges 0.79%/yr vs 0.80%/yr for FFTY.

Performance

FCUS vs. FFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pinnacle Focused Opportunities ETF (FCUS) and Innovator IBD 50 ETF (FFTY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FCUS achieves a 43.18% return, which is significantly higher than FFTY's 20.94% return.

FCUS

• 1D: -3.77%
• 1M: 1.78%
• YTD: 43.18%
• 6M: 40.26%
• 1Y: 87.27%
• 3Y*: 34.86%
• 5Y*: —
• 10Y*: —

FFTY

• 1D: -4.21%
• 1M: 5.39%
• YTD: 20.94%
• 6M: 18.21%
• 1Y: 36.43%
• 3Y*: 21.26%
• 5Y*: -0.44%
• 10Y*: 7.91%

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

FCUS vs. FFTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FCUS Pinnacle Focused Opportunities ETF	43.18%	13.69%	30.59%	21.13%	0.87%
FFTY Innovator IBD 50 ETF	20.94%	23.38%	18.36%	12.40%	-0.09%

Correlation

The correlation between FCUS and FFTY is 0.83, 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	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (All Time) Calculated using the full available price history since Dec 30, 2022	0.86

The correlation between FCUS and FFTY has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

FCUS vs. FFTY - Sectors Allocation Comparison

Sectors	FCUS	FFTY
Technology	53.3%	39.4%
Energy	17.1%	7.3%
Basic Materials	11.1%	2.9%
Industrials	9.2%	23.1%
Consumer Defensive	3.7%	2.8%
Consumer Cyclical	3.1%	2.3%
Healthcare	2.6%	12.8%
Communication Services	2.2%	2.8%
Financial Services	-	6.7%
Real Estate	-	-
Utilities	-	2.1%

Return for Risk

FCUS vs. FFTY — Risk / Return Rank

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

FCUS

FCUS Risk / Return Rank: 78
FCUS Sharpe Ratio Rank: 82
FCUS Sortino Ratio Rank: 64
FCUS Omega Ratio Rank: 69
FCUS Calmar Ratio Rank: 89
FCUS Martin Ratio Rank: 86

FFTY

FFTY Risk / Return Rank: 30
FFTY Sharpe Ratio Rank: 29
FFTY Sortino Ratio Rank: 27
FFTY Omega Ratio Rank: 29
FFTY Calmar Ratio Rank: 33
FFTY Martin Ratio Rank: 30

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.

FCUS vs. FFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pinnacle Focused Opportunities ETF (FCUS) and Innovator IBD 50 ETF (FFTY). 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.

	FCUS	FFTY	Difference
Sharpe ratio: Return per unit of total volatility	2.46	1.02	+1.45
Sortino ratio: Return per unit of downside risk	2.77	1.44	+1.33
Omega ratio: Gain probability vs. loss probability	1.38	1.19	+0.19
Calmar ratio: Return relative to maximum drawdown	4.96	1.57	+3.38
Martin ratio: Return relative to average drawdown	17.12	4.14	+12.98

FCUS vs. FFTY - Sharpe Ratio Comparison

The current FCUS Sharpe Ratio is 2.46, which is higher than the FFTY Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of FCUS and FFTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FCUS vs. FFTY - Drawdown Comparison

The maximum FCUS drawdown since its inception was -39.89%, smaller than the maximum FFTY drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for FCUS and FFTY.

Drawdown Indicators

	FCUS	FFTY	Difference
Max Drawdown Largest peak-to-trough decline	-39.89%	-59.46%	+19.57%
Max Drawdown (1Y) Largest decline over 1 year	-17.70%	-23.29%	+5.59%
Max Drawdown (3Y) Largest decline over 3 years	-39.89%	-29.60%	-10.29%
Max Drawdown (5Y) Largest decline over 5 years	—	-59.46%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-59.46%	—
Current Drawdown Current decline from peak	-4.59%	-14.76%	+10.17%
Average Drawdown Average peak-to-trough decline	-7.51%	-22.34%	+14.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.11%	8.82%	-3.71%

Volatility

FCUS vs. FFTY - Volatility Comparison

The current volatility for Pinnacle Focused Opportunities ETF (FCUS) is 12.35%, while Innovator IBD 50 ETF (FFTY) has a volatility of 13.44%. This indicates that FCUS experiences smaller price fluctuations and is considered to be less risky than FFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FCUS	FFTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.35%	13.44%	-1.09%
Volatility (6M) Calculated over the trailing 6-month period	27.05%	28.50%	-1.45%
Volatility (1Y) Calculated over the trailing 1-year period	35.63%	35.99%	-0.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.33%	29.63%	+0.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.33%	27.67%	+2.66%

FCUS vs. FFTY - Expense Ratio Comparison

FCUS has a 0.79% expense ratio, which is lower than FFTY's 0.80% expense ratio.

Dividends

FCUS vs. FFTY - Dividend Comparison

FCUS's dividend yield for the trailing twelve months is around 3.02%, more than FFTY's 1.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
FCUS Pinnacle Focused Opportunities ETF	3.02%	4.33%	11.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FFTY Innovator IBD 50 ETF	1.11%	1.35%	0.91%	0.65%	2.75%	0.22%	0.00%	0.00%	0.00%	0.17%

Frequently Asked Questions

Can I hold both FCUS and FFTY in my portfolio?

FCUS and FFTY have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FCUS or FFTY?

FFTY has higher volatility (13.44%) compared to FCUS (12.35%). In terms of maximum drawdown, FCUS dropped -39.89% vs FFTY's -59.46%.

Which ETF is better, FCUS or FFTY?

On 3-year performance, FCUS leads with 34.86% vs 21.26% for FFTY. On fees, FCUS is cheaper at 0.79% per year. On volatility, FCUS has been the lower-risk option at 12.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FCUS or FFTY?

Over the 3-year period, FCUS has performed better with a 34.86% return vs 21.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FCUS or FFTY?

FCUS is cheaper with a 0.79% expense ratio, compared with 0.80% for FFTY.

Which ETF pays a higher dividend yield, FCUS or FFTY?

FCUS has the higher dividend yield at 3.02%, compared with 1.11% for FFTY.

What is the main difference between FCUS and FFTY?

FCUS is categorized as Mid Cap Growth Equities, while FFTY is Large Cap Growth Equities. They also come from different issuers: Pinnacle and Innovator. Their fees differ too: 0.79% for FCUS and 0.80% for FFTY.

Which has better risk-adjusted returns?

FCUS currently has the higher Sharpe Ratio (2.46 vs 1.02), 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.