FFTY vs. GQGU

Last updated Apr 1, 2026

Compare and contrast key facts about Innovator IBD 50 ETF (FFTY) and GQG US Equity ETF (GQGU).

FFTY and GQGU 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. GQGU is an actively managed fund by GQG Partners. It was launched on Jul 14, 2025.

Performance

FFTY vs. GQGU - Performance Comparison

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

FFTY vs. GQGU - Yearly Performance Comparison

	2026 (YTD)	2025
FFTY Innovator IBD 50 ETF	-4.02%	9.41%
GQGU GQG US Equity ETF	9.61%	-1.14%

Returns By Period

In the year-to-date period, FFTY achieves a -4.02% return, which is significantly lower than GQGU's 9.61% 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%

GQGU

• 1D: -0.22%
• 1M: -1.96%
• YTD: 9.61%
• 6M: 7.66%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FFTY vs. GQGU - Expense Ratio Comparison

FFTY has a 0.80% expense ratio, which is higher than GQGU's 0.49% expense ratio.

FFTY

Innovator IBD 50 ETF

GQGU

GQG US Equity ETF

Return for Risk

FFTY vs. GQGU — 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

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. GQGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator IBD 50 ETF (FFTY) and GQG US Equity ETF (GQGU). 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	GQGU	Difference
Sharpe ratio Return per unit of total volatility	0.74	—	—
Sortino ratio Return per unit of downside risk	1.14	—	—
Omega ratio Gain probability vs. loss probability	1.15	—	—
Calmar ratio Return relative to maximum drawdown	1.04	—	—
Martin ratio Return relative to average drawdown	3.05	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	FFTY	GQGU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.74	—	—
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	1.25	-1.13

Correlation

The correlation between FFTY and GQGU is -0.13. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

FFTY vs. GQGU - Dividend Comparison

FFTY's dividend yield for the trailing twelve months is around 1.40%, more than GQGU's 0.93% 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%
GQGU GQG US Equity ETF	0.93%	1.02%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

FFTY vs. GQGU - Drawdown Comparison

The maximum FFTY drawdown since its inception was -59.46%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for FFTY and GQGU.

Drawdown Indicators

	FFTY	GQGU	Difference
Max Drawdown Largest peak-to-trough decline	-59.46%	-6.65%	-52.81%
Max Drawdown (1Y) Largest decline over 1 year	-23.29%	—	—
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	-32.35%	-1.96%	-30.39%
Average Drawdown Average peak-to-trough decline	-22.38%	-2.20%	-20.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.97%	—	—

Volatility

Volatility by Period

	FFTY	GQGU	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.46%	—	—
Volatility (6M) Calculated over the trailing 6-month period	28.72%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	34.49%	9.55%	+24.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.00%	9.55%	+19.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.17%	9.55%	+17.62%