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FFTY vs. BOUT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFTY vs. BOUT - Performance Comparison

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

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FFTY vs. BOUT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FFTY
Innovator IBD 50 ETF
-4.02%23.38%18.36%12.40%-51.08%11.92%18.20%25.74%-27.47%
BOUT
Innovator IBD Breakout Opportunities ETF
8.23%-6.77%18.82%13.27%-22.60%22.69%50.56%20.59%-29.80%

Returns By Period

In the year-to-date period, FFTY achieves a -4.02% return, which is significantly lower than BOUT's 8.23% 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%

BOUT

1D
2.67%
1M
-3.79%
YTD
8.23%
6M
1.15%
1Y
8.69%
3Y*
8.84%
5Y*
4.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFTY vs. BOUT - Expense Ratio Comparison

Both FFTY and BOUT have an expense ratio of 0.80%.


Return for Risk

FFTY vs. BOUT — 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

BOUT
BOUT Risk / Return Rank: 2525
Overall Rank
BOUT Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
BOUT Sortino Ratio Rank: 2424
Sortino Ratio Rank
BOUT Omega Ratio Rank: 2424
Omega Ratio Rank
BOUT Calmar Ratio Rank: 2828
Calmar Ratio Rank
BOUT Martin Ratio Rank: 2525
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. BOUT - Risk-Adjusted Trends Comparison

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


FFTYBOUTDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.40

+0.34

Sortino ratio

Return per unit of downside risk

1.14

0.66

+0.47

Omega ratio

Gain probability vs. loss probability

1.15

1.09

+0.06

Calmar ratio

Return relative to maximum drawdown

1.04

0.65

+0.39

Martin ratio

Return relative to average drawdown

3.05

1.81

+1.23

FFTY vs. BOUT - Sharpe Ratio Comparison

The current FFTY Sharpe Ratio is 0.74, which is higher than the BOUT Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of FFTY and BOUT, 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


FFTYBOUTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.40

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.21

-0.36

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

0.30

-0.18

Correlation

The correlation between FFTY and BOUT is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FFTY vs. BOUT - Dividend Comparison

FFTY's dividend yield for the trailing twelve months is around 1.40%, more than BOUT's 0.32% 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%
BOUT
Innovator IBD Breakout Opportunities ETF
0.32%0.34%0.60%1.32%1.35%0.00%0.00%0.00%0.22%0.00%

Drawdowns

FFTY vs. BOUT - Drawdown Comparison

The maximum FFTY drawdown since its inception was -59.46%, which is greater than BOUT's maximum drawdown of -36.75%. Use the drawdown chart below to compare losses from any high point for FFTY and BOUT.


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Drawdown Indicators


FFTYBOUTDifference

Max Drawdown

Largest peak-to-trough decline

-59.46%

-36.75%

-22.71%

Max Drawdown (1Y)

Largest decline over 1 year

-23.29%

-13.73%

-9.56%

Max Drawdown (5Y)

Largest decline over 5 years

-59.46%

-28.28%

-31.18%

Max Drawdown (10Y)

Largest decline over 10 years

-59.46%

Current Drawdown

Current decline from peak

-32.35%

-6.50%

-25.85%

Average Drawdown

Average peak-to-trough decline

-22.38%

-12.55%

-9.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.97%

4.95%

+3.02%

Volatility

FFTY vs. BOUT - Volatility Comparison

Innovator IBD 50 ETF (FFTY) has a higher volatility of 14.46% compared to Innovator IBD Breakout Opportunities ETF (BOUT) at 8.61%. This indicates that FFTY's price experiences larger fluctuations and is considered to be riskier than BOUT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFTYBOUTDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.46%

8.61%

+5.85%

Volatility (6M)

Calculated over the trailing 6-month period

28.72%

17.18%

+11.54%

Volatility (1Y)

Calculated over the trailing 1-year period

34.49%

21.74%

+12.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.00%

19.54%

+9.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.17%

22.96%

+4.21%