FFTY vs. FCUS

Last updated Jun 25, 2026

FFTY (Innovator IBD 50 ETF) and FCUS (Pinnacle Focused Opportunities ETF) are both exchange-traded funds - FFTY is a Large Cap Growth Equities fund tracking the IBD 50 Index, while FCUS is a Mid Cap Growth Equities fund actively managed by Pinnacle. FFTY is passively managed, while FCUS is actively managed. Over the past 3 years, FFTY returned 21.01%/yr vs 33.88%/yr for FCUS. Their correlation of 0.86 suggests significant overlap in exposure. FFTY charges 0.80%/yr vs 0.79%/yr for FCUS.

Performance

FFTY vs. FCUS - Performance Comparison

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

Returns By Period

In the year-to-date period, FFTY achieves a 20.20% return, which is significantly lower than FCUS's 40.06% return.

FFTY

• 1D: -0.62%
• 1M: 4.74%
• YTD: 20.20%
• 6M: 17.09%
• 1Y: 34.13%
• 3Y*: 21.01%
• 5Y*: -0.65%
• 10Y*: 7.85%

FCUS

• 1D: -2.18%
• 1M: -0.44%
• YTD: 40.06%
• 6M: 36.58%
• 1Y: 80.88%
• 3Y*: 33.88%
• 5Y*: —
• 10Y*: —

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

FFTY vs. FCUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FFTY Innovator IBD 50 ETF	20.20%	23.38%	18.36%	12.40%	-0.09%
FCUS Pinnacle Focused Opportunities ETF	40.06%	13.69%	30.59%	21.13%	0.87%

Correlation

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

FFTY vs. FCUS - Sectors Allocation Comparison

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

Return for Risk

FFTY vs. FCUS — Risk / Return Rank

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

FFTY

FFTY Risk / Return Rank: 29
FFTY Sharpe Ratio Rank: 28
FFTY Sortino Ratio Rank: 27
FFTY Omega Ratio Rank: 28
FFTY Calmar Ratio Rank: 32
FFTY Martin Ratio Rank: 30

FCUS

FCUS Risk / Return Rank: 77
FCUS Sharpe Ratio Rank: 81
FCUS Sortino Ratio Rank: 64
FCUS Omega Ratio Rank: 68
FCUS Calmar Ratio Rank: 88
FCUS Martin Ratio Rank: 85

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. FCUS - Risk-Adjusted Trends Comparison

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

	FFTY	FCUS	Difference
Sharpe ratio: Return per unit of total volatility	0.95	2.28	-1.33
Sortino ratio: Return per unit of downside risk	1.37	2.62	-1.25
Omega ratio: Gain probability vs. loss probability	1.18	1.36	-0.18
Calmar ratio: Return relative to maximum drawdown	1.47	4.59	-3.12
Martin ratio: Return relative to average drawdown	3.88	15.81	-11.94

FFTY vs. FCUS - Sharpe Ratio Comparison

The current FFTY Sharpe Ratio is 0.95, which is lower than the FCUS Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of FFTY and FCUS, 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

FFTY vs. FCUS - Drawdown Comparison

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

Drawdown Indicators

	FFTY	FCUS	Difference
Max Drawdown Largest peak-to-trough decline	-59.46%	-39.89%	-19.57%
Max Drawdown (1Y) Largest decline over 1 year	-23.29%	-17.70%	-5.59%
Max Drawdown (3Y) Largest decline over 3 years	-29.60%	-39.89%	+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	-15.28%	-6.67%	-8.61%
Average Drawdown Average peak-to-trough decline	-22.34%	-7.51%	-14.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.82%	5.13%	+3.69%

Volatility

FFTY vs. FCUS - Volatility Comparison

Innovator IBD 50 ETF (FFTY) has a higher volatility of 13.46% compared to Pinnacle Focused Opportunities ETF (FCUS) at 12.56%. This indicates that FFTY's price experiences larger fluctuations and is considered to be riskier than FCUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FFTY	FCUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.46%	12.56%	+0.90%
Volatility (6M) Calculated over the trailing 6-month period	28.29%	26.90%	+1.39%
Volatility (1Y) Calculated over the trailing 1-year period	36.00%	35.71%	+0.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.62%	30.34%	-0.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.66%	30.34%	-2.68%

FFTY vs. FCUS - Expense Ratio Comparison

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

Dividends

FFTY vs. FCUS - Dividend Comparison

FFTY's dividend yield for the trailing twelve months is around 1.12%, less than FCUS's 3.09% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
FCUS Pinnacle Focused Opportunities ETF	3.09%	4.33%	11.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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%

Frequently Asked Questions

Can I hold both FFTY and FCUS in my portfolio?

FFTY and FCUS 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, FFTY or FCUS?

FFTY has higher volatility (13.46%) compared to FCUS (12.56%). In terms of maximum drawdown, FFTY dropped -59.46% vs FCUS's -39.89%.

Which ETF is better, FFTY or FCUS?

On 3-year performance, FCUS leads with 33.88% vs 21.01% for FFTY. On fees, FCUS is cheaper at 0.79% per year. On volatility, FCUS has been the lower-risk option at 12.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FFTY or FCUS?

Over the 3-year period, FCUS has performed better with a 33.88% return vs 21.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FFTY or FCUS?

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

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

FCUS has the higher dividend yield at 3.09%, compared with 1.12% for FFTY.

What is the main difference between FFTY and FCUS?

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

Which has better risk-adjusted returns?

FCUS currently has the higher Sharpe Ratio (2.28 vs 0.95), 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.