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FFTY vs. ALTL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFTY vs. ALTL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator IBD 50 ETF (FFTY) and Pacer Lunt Large Cap Alternator ETF (ALTL). The values are adjusted to include any dividend payments, if applicable.

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FFTY vs. ALTL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
FFTY
Innovator IBD 50 ETF
-4.02%23.38%18.36%12.40%-51.08%11.92%19.33%
ALTL
Pacer Lunt Large Cap Alternator ETF
2.39%16.61%12.30%-15.85%-10.67%45.30%33.74%

Returns By Period

In the year-to-date period, FFTY achieves a -4.02% return, which is significantly lower than ALTL's 2.39% return.


FFTY

1D
5.00%
1M
-18.29%
YTD
-4.02%
6M
-9.38%
1Y
25.53%
3Y*
13.29%
5Y*
-4.52%
10Y*
5.25%

ALTL

1D
0.37%
1M
-5.36%
YTD
2.39%
6M
4.18%
1Y
27.47%
3Y*
6.25%
5Y*
3.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFTY vs. ALTL - Expense Ratio Comparison

FFTY has a 0.80% expense ratio, which is higher than ALTL's 0.60% expense ratio.


Return for Risk

FFTY vs. ALTL — Risk / Return Rank

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

FFTY
FFTY Risk / Return Rank: 4141
Overall Rank
FFTY Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FFTY Sortino Ratio Rank: 4343
Sortino Ratio Rank
FFTY Omega Ratio Rank: 4040
Omega Ratio Rank
FFTY Calmar Ratio Rank: 4444
Calmar Ratio Rank
FFTY Martin Ratio Rank: 3535
Martin Ratio Rank

ALTL
ALTL Risk / Return Rank: 8282
Overall Rank
ALTL Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ALTL Sortino Ratio Rank: 7979
Sortino Ratio Rank
ALTL Omega Ratio Rank: 7575
Omega Ratio Rank
ALTL Calmar Ratio Rank: 8989
Calmar Ratio Rank
ALTL Martin Ratio Rank: 8787
Martin Ratio Rank
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.

FFTY vs. ALTL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator IBD 50 ETF (FFTY) and Pacer Lunt Large Cap Alternator ETF (ALTL). 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.


FFTYALTLDifference

Sharpe ratio

Return per unit of total volatility

0.74

1.49

-0.74

Sortino ratio

Return per unit of downside risk

1.14

2.03

-0.89

Omega ratio

Gain probability vs. loss probability

1.15

1.28

-0.13

Calmar ratio

Return relative to maximum drawdown

1.04

2.98

-1.93

Martin ratio

Return relative to average drawdown

3.05

10.34

-7.29

FFTY vs. ALTL - Sharpe Ratio Comparison

The current FFTY Sharpe Ratio is 0.74, which is lower than the ALTL Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of FFTY and ALTL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FFTYALTLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

1.49

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.18

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.62

-0.50

Correlation

The correlation between FFTY and ALTL is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FFTY vs. ALTL - Dividend Comparison

FFTY's dividend yield for the trailing twelve months is around 1.40%, more than ALTL's 1.07% yield.


TTM202520242023202220212020201920182017
FFTY
Innovator IBD 50 ETF
1.40%1.35%0.91%0.65%2.75%0.22%0.00%0.00%0.00%0.17%
ALTL
Pacer Lunt Large Cap Alternator ETF
1.07%0.95%1.56%1.28%1.23%1.06%0.75%0.00%0.00%0.00%

Drawdowns

FFTY vs. ALTL - Drawdown Comparison

The maximum FFTY drawdown since its inception was -59.46%, which is greater than ALTL's maximum drawdown of -31.91%. Use the drawdown chart below to compare losses from any high point for FFTY and ALTL.


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Drawdown Indicators


FFTYALTLDifference

Max Drawdown

Largest peak-to-trough decline

-59.46%

-31.91%

-27.55%

Max Drawdown (1Y)

Largest decline over 1 year

-23.29%

-9.79%

-13.50%

Max Drawdown (5Y)

Largest decline over 5 years

-59.46%

-31.91%

-27.55%

Max Drawdown (10Y)

Largest decline over 10 years

-59.46%

Current Drawdown

Current decline from peak

-32.35%

-5.43%

-26.92%

Average Drawdown

Average peak-to-trough decline

-22.38%

-11.85%

-10.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.97%

2.82%

+5.15%

Volatility

FFTY vs. ALTL - Volatility Comparison

Innovator IBD 50 ETF (FFTY) has a higher volatility of 14.46% compared to Pacer Lunt Large Cap Alternator ETF (ALTL) at 2.97%. This indicates that FFTY's price experiences larger fluctuations and is considered to be riskier than ALTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFTYALTLDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.46%

2.97%

+11.49%

Volatility (6M)

Calculated over the trailing 6-month period

28.72%

13.20%

+15.52%

Volatility (1Y)

Calculated over the trailing 1-year period

34.49%

18.61%

+15.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.00%

18.23%

+10.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.17%

20.11%

+7.06%