FFTY vs. AUXFX

Last updated Jun 4, 2026

FFTY (Innovator IBD 50 ETF) and AUXFX (Auxier Focus Fund) are both funds - FFTY is a Large Cap Growth Equities fund tracking the IBD 50 Index, while AUXFX is a Large Cap Value Equities fund managed by Auxier Funds. Over the past 10 years, FFTY returned 7.57%/yr vs 9.95%/yr for AUXFX. A 0.58 correlation means they provide meaningful diversification when combined. FFTY charges 0.80%/yr vs 0.92%/yr for AUXFX.

Performance

FFTY vs. AUXFX - Performance Comparison

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

Returns By Period

In the year-to-date period, FFTY achieves a 20.11% return, which is significantly higher than AUXFX's 6.76% return. Over the past 10 years, FFTY has underperformed AUXFX with an annualized return of 7.57%, while AUXFX has yielded a comparatively higher 9.95% annualized return.

FFTY

• 1D: -0.14%
• 1M: 7.67%
• YTD: 20.11%
• 6M: 21.02%
• 1Y: 38.14%
• 3Y*: 21.57%
• 5Y*: -0.60%
• 10Y*: 7.57%

AUXFX

• 1D: 0.14%
• 1M: 0.99%
• YTD: 6.76%
• 6M: 8.10%
• 1Y: 16.79%
• 3Y*: 13.62%
• 5Y*: 8.56%
• 10Y*: 9.95%

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

FFTY vs. AUXFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FFTY Innovator IBD 50 ETF	20.11%	23.38%	18.36%	12.40%	-51.08%	11.92%	18.20%	25.74%	-16.76%	37.62%
AUXFX Auxier Focus Fund	6.76%	15.23%	11.31%	9.76%	-4.52%	20.03%	6.04%	20.20%	-4.13%	17.75%

Correlation

The correlation between FFTY and AUXFX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (10Y) Calculated over the trailing 10-year period	0.56
Correlation (All Time) Calculated using the full available price history since Apr 10, 2015	0.58

Over the past year, the correlation between FFTY and AUXFX has dropped to 0.38 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

Return for Risk

FFTY vs. AUXFX — Risk / Return Rank

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

FFTY

FFTY Risk / Return Rank: 30
FFTY Sharpe Ratio Rank: 30
FFTY Sortino Ratio Rank: 28
FFTY Omega Ratio Rank: 30
FFTY Calmar Ratio Rank: 33
FFTY Martin Ratio Rank: 30

AUXFX

AUXFX Risk / Return Rank: 51
AUXFX Sharpe Ratio Rank: 46
AUXFX Sortino Ratio Rank: 47
AUXFX Omega Ratio Rank: 42
AUXFX Calmar Ratio Rank: 65
AUXFX Martin Ratio Rank: 57

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. AUXFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator IBD 50 ETF (FFTY) and Auxier Focus Fund (AUXFX). 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.

	FFTY	AUXFX	Difference
Sharpe ratio: Return per unit of total volatility	1.12	1.98	-0.86
Sortino ratio: Return per unit of downside risk	1.55	2.90	-1.35
Omega ratio: Gain probability vs. loss probability	1.20	1.35	-0.15
Calmar ratio: Return relative to maximum drawdown	1.65	3.13	-1.49
Martin ratio: Return relative to average drawdown	4.36	11.37	-7.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FFTY vs. AUXFX - Sharpe Ratio Comparison

The current FFTY Sharpe Ratio is 1.12, which is lower than the AUXFX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of FFTY and AUXFX, 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

	FFTY	AUXFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.12	1.98	-0.86
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.02	0.71	-0.73
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	0.66	-0.38
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.58	-0.39

Drawdowns

FFTY vs. AUXFX - Drawdown Comparison

The maximum FFTY drawdown since its inception was -59.46%, which is greater than AUXFX's maximum drawdown of -39.82%. Use the drawdown chart below to compare losses from any high point for FFTY and AUXFX.

Drawdown Indicators

	FFTY	AUXFX	Difference
Max Drawdown Largest peak-to-trough decline	-59.46%	-39.82%	-19.64%
Max Drawdown (1Y) Largest decline over 1 year	-23.29%	-5.42%	-17.87%
Max Drawdown (3Y) Largest decline over 3 years	-29.60%	-9.30%	-20.30%
Max Drawdown (5Y) Largest decline over 5 years	-59.46%	-15.73%	-43.73%
Max Drawdown (10Y) Largest decline over 10 years	-59.46%	-33.69%	-25.77%
Current Drawdown Current decline from peak	-15.34%	-1.98%	-13.36%
Average Drawdown Average peak-to-trough decline	-22.38%	-4.42%	-17.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.77%	1.49%	+7.28%

Volatility

FFTY vs. AUXFX - Volatility Comparison

Innovator IBD 50 ETF (FFTY) has a higher volatility of 9.42% compared to Auxier Focus Fund (AUXFX) at 2.27%. This indicates that FFTY's price experiences larger fluctuations and is considered to be riskier than AUXFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FFTY	AUXFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.42%	2.27%	+7.15%
Volatility (6M) Calculated over the trailing 6-month period	26.18%	6.15%	+20.03%
Volatility (1Y) Calculated over the trailing 1-year period	34.09%	8.57%	+25.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.14%	12.17%	+16.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.41%	15.19%	+12.22%

FFTY vs. AUXFX - Expense Ratio Comparison

FFTY has a 0.80% expense ratio, which is lower than AUXFX's 0.92% expense ratio.

Dividends

FFTY vs. AUXFX - Dividend Comparison

FFTY's dividend yield for the trailing twelve months is around 1.12%, less than AUXFX's 2.66% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AUXFX Auxier Focus Fund	2.66%	2.84%	3.41%	4.38%	3.02%	2.49%	2.36%	6.03%	6.82%	5.52%	2.77%	5.76%
FFTY Innovator IBD 50 ETF	1.12%	1.35%	0.91%	0.65%	2.75%	0.22%	0.00%	0.00%	0.00%	0.17%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FFTY and AUXFX in my portfolio?

FFTY and AUXFX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FFTY or AUXFX?

FFTY has higher volatility (9.42%) compared to AUXFX (2.27%). In terms of maximum drawdown, FFTY dropped -59.46% vs AUXFX's -39.82%.

Which has better risk-adjusted returns?

AUXFX currently has the higher Sharpe Ratio (1.98 vs 1.12), 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.