FFTY vs. GRW

Last updated Jun 4, 2026

FFTY (Innovator IBD 50 ETF) and GRW (TCW Durable Growth ETF) are both Large Cap Growth Equities funds. FFTY is passively managed, while GRW is actively managed. At a correlation of -1.00, they often move in opposite directions. FFTY charges 0.80%/yr vs 0.75%/yr for GRW.

Performance

FFTY vs. GRW - Performance Comparison

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

Returns By Period

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%

GRW

• 1D: -0.13%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FFTY vs. GRW - Yearly Performance Comparison

	2026 (YTD)
FFTY Innovator IBD 50 ETF	2.30%
GRW TCW Durable Growth ETF	1.61%

Correlation

The correlation between FFTY and GRW is -1.00, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 29, 2026	-1.00

FFTY vs. GRW - Sectors Allocation Comparison

Sectors	FFTY	GRW
Industrials	26.6%	38.1%
Technology	24.8%	26.6%
Basic Materials	21.6%	4.0%
Financial Services	13.1%	9.8%
Healthcare	12.1%	4.1%
Energy	8.0%	-
Consumer Cyclical	4.8%	8.3%
Communication Services	3.7%	9.1%
Utilities	2.1%	-
Consumer Defensive	-	-
Real Estate	-	-

Return for Risk

FFTY vs. GRW — 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

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. GRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator IBD 50 ETF (FFTY) and TCW Durable Growth ETF (GRW). 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	GRW	Difference
Sharpe ratio Return per unit of total volatility	1.12	—	—
Sortino ratio Return per unit of downside risk	1.55	—	—
Omega ratio Gain probability vs. loss probability	1.20	—	—
Calmar ratio Return relative to maximum drawdown	1.65	—	—
Martin ratio Return relative to average drawdown	4.36	—	—
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	GRW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.12	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.02	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	37.56	-37.36

Drawdowns

FFTY vs. GRW - Drawdown Comparison

The maximum FFTY drawdown since its inception was -59.46%, which is greater than GRW's maximum drawdown of -0.13%. Use the drawdown chart below to compare losses from any high point for FFTY and GRW.

Drawdown Indicators

	FFTY	GRW	Difference
Max Drawdown Largest peak-to-trough decline	-59.46%	-0.13%	-59.33%
Max Drawdown (1Y) Largest decline over 1 year	-23.29%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-29.60%	—	—
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	-15.34%	-0.13%	-15.21%
Average Drawdown Average peak-to-trough decline	-22.38%	-0.04%	-22.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.77%	—	—

Volatility

Volatility by Period

	FFTY	GRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.42%	—	—
Volatility (6M) Calculated over the trailing 6-month period	26.18%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	34.09%	9.26%	+24.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.14%	9.26%	+19.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.41%	9.26%	+18.15%

FFTY vs. GRW - Expense Ratio Comparison

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

Dividends

FFTY vs. GRW - Dividend Comparison

FFTY's dividend yield for the trailing twelve months is around 1.12%, while GRW has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
GRW TCW Durable Growth ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FFTY and GRW in my portfolio?

FFTY and GRW have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FFTY or GRW?

On fees, GRW is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FFTY or GRW?

GRW is cheaper with a 0.75% expense ratio, compared with 0.80% for FFTY.

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

FFTY has the higher dividend yield at 1.12%, compared with 0.00% for GRW.

What is the main difference between FFTY and GRW?

They also come from different issuers: Innovator and TCW. Their fees differ too: 0.80% for FFTY and 0.75% for GRW.