FFTY vs. DARP

Last updated Apr 1, 2026

Compare and contrast key facts about Innovator IBD 50 ETF (FFTY) and Grizzle Growth ETF (DARP).

FFTY and DARP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FFTY is a passively managed fund by Innovator that tracks the performance of the IBD 50 Index. It was launched on Apr 9, 2015. DARP is an actively managed fund by Grizzle. It was launched on Dec 15, 2021.

Performance

FFTY vs. DARP - Performance Comparison

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

FFTY vs. DARP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FFTY Innovator IBD 50 ETF	-4.02%	23.38%	18.36%	6.31%
DARP Grizzle Growth ETF	4.29%	40.19%	24.63%	6.25%

Returns By Period

In the year-to-date period, FFTY achieves a -4.02% return, which is significantly lower than DARP's 4.29% 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%

DARP

• 1D: 3.09%
• 1M: -6.88%
• YTD: 4.29%
• 6M: 13.93%
• 1Y: 64.15%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FFTY vs. DARP - Expense Ratio Comparison

FFTY has a 0.80% expense ratio, which is higher than DARP's 0.75% expense ratio.

FFTY

Innovator IBD 50 ETF

DARP

Grizzle Growth ETF

Return for Risk

FFTY vs. DARP — Risk / Return Rank

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

FFTY

FFTY Risk / Return Rank: 41
FFTY Sharpe Ratio Rank: 42
FFTY Sortino Ratio Rank: 43
FFTY Omega Ratio Rank: 40
FFTY Calmar Ratio Rank: 44
FFTY Martin Ratio Rank: 35

DARP

DARP Risk / Return Rank: 93
DARP Sharpe Ratio Rank: 93
DARP Sortino Ratio Rank: 92
DARP Omega Ratio Rank: 91
DARP Calmar Ratio Rank: 95
DARP Martin Ratio Rank: 96

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. DARP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator IBD 50 ETF (FFTY) and Grizzle Growth ETF (DARP). 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	DARP	Difference
Sharpe ratio Return per unit of total volatility	0.74	2.19	-1.44
Sortino ratio Return per unit of downside risk	1.14	2.73	-1.59
Omega ratio Gain probability vs. loss probability	1.15	1.39	-0.24
Calmar ratio Return relative to maximum drawdown	1.04	3.97	-2.93
Martin ratio Return relative to average drawdown	3.05	16.42	-13.37
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. DARP - Sharpe Ratio Comparison

The current FFTY Sharpe Ratio is 0.74, which is lower than the DARP Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of FFTY and DARP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FFTY	DARP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.74	2.19	-1.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.16	—	—
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	1.11	-0.99

Correlation

The correlation between FFTY and DARP is 0.75, 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. DARP - Dividend Comparison

FFTY's dividend yield for the trailing twelve months is around 1.40%, more than DARP's 0.42% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
DARP Grizzle Growth ETF	0.42%	0.43%	1.93%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

FFTY vs. DARP - Drawdown Comparison

The maximum FFTY drawdown since its inception was -59.46%, which is greater than DARP's maximum drawdown of -30.27%. Use the drawdown chart below to compare losses from any high point for FFTY and DARP.

Drawdown Indicators

	FFTY	DARP	Difference
Max Drawdown Largest peak-to-trough decline	-59.46%	-30.27%	-29.19%
Max Drawdown (1Y) Largest decline over 1 year	-23.29%	-15.92%	-7.37%
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	-32.35%	-9.09%	-23.26%
Average Drawdown Average peak-to-trough decline	-22.38%	-4.84%	-17.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.97%	3.85%	+4.12%

Volatility

FFTY vs. DARP - Volatility Comparison

Innovator IBD 50 ETF (FFTY) has a higher volatility of 14.46% compared to Grizzle Growth ETF (DARP) at 9.51%. This indicates that FFTY's price experiences larger fluctuations and is considered to be riskier than DARP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FFTY	DARP	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.46%	9.51%	+4.95%
Volatility (6M) Calculated over the trailing 6-month period	28.72%	19.28%	+9.44%
Volatility (1Y) Calculated over the trailing 1-year period	34.49%	29.51%	+4.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.00%	26.42%	+2.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.17%	26.42%	+0.75%