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FFTY vs. IFLR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFTY vs. IFLR - Performance Comparison

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

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Returns By Period

In the year-to-date period, FFTY achieves a 20.94% return, which is significantly higher than IFLR's 5.00% return.


FFTY

1D
-4.21%
1M
5.39%
YTD
20.94%
6M
18.21%
1Y
36.43%
3Y*
21.26%
5Y*
-0.44%
10Y*
7.91%

IFLR

1D
-1.55%
1M
1.07%
YTD
5.00%
6M
4.81%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFTY vs. IFLR - Yearly Performance Comparison


Correlation

The correlation between FFTY and IFLR is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 20, 2025

0.65

FFTY vs. IFLR - Sectors Allocation Comparison


Sectors
FFTY
IFLR

Technology

39.4%
12.5%

Industrials

23.1%
17.2%

Healthcare

12.8%
9.2%

Energy

7.3%
3.4%

Financial Services

6.7%
21.6%

Basic Materials

2.9%
5.6%

Communication Services

2.8%
3.7%

Consumer Defensive

2.8%
6.4%

Consumer Cyclical

2.3%
7.3%

Utilities

2.1%
3.5%

Real Estate

-

1.6%

Technology

FFTY
39.4%
IFLR
12.5%

Industrials

FFTY
23.1%
IFLR
17.2%

Healthcare

FFTY
12.8%
IFLR
9.2%

Energy

FFTY
7.3%
IFLR
3.4%

Financial Services

FFTY
6.7%
IFLR
21.6%

Basic Materials

FFTY
2.9%
IFLR
5.6%

Communication Services

FFTY
2.8%
IFLR
3.7%

Consumer Defensive

FFTY
2.8%
IFLR
6.4%

Consumer Cyclical

FFTY
2.3%
IFLR
7.3%

Utilities

FFTY
2.1%
IFLR
3.5%

Real Estate

FFTY

-

IFLR
1.6%

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Return for Risk

FFTY vs. IFLR — Risk / Return Rank

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

FFTY
FFTY Risk / Return Rank: 3030
Overall Rank
FFTY Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FFTY Sortino Ratio Rank: 2727
Sortino Ratio Rank
FFTY Omega Ratio Rank: 2929
Omega Ratio Rank
FFTY Calmar Ratio Rank: 3333
Calmar Ratio Rank
FFTY Martin Ratio Rank: 3030
Martin Ratio Rank

IFLR

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. IFLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator IBD 50 ETF (FFTY) and Innovator International Developed Managed Floor ETF (IFLR). 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.


FFTYIFLRDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.57

Martin ratioReturn relative to average drawdown

4.14

FFTY vs. IFLR - Sharpe Ratio Comparison


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Drawdowns

FFTY vs. IFLR - Drawdown Comparison

The maximum FFTY drawdown since its inception was -59.46%, which is greater than IFLR's maximum drawdown of -9.58%. Use the drawdown chart below to compare losses from any high point for FFTY and IFLR.


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Drawdown Indicators


FFTYIFLRDifference

Max Drawdown

Largest peak-to-trough decline

-59.46%

-9.58%

-49.88%

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

-14.76%

-2.58%

-12.18%

Average Drawdown

Average peak-to-trough decline

-22.34%

-2.73%

-19.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.82%

Volatility

FFTY vs. IFLR - Volatility Comparison


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Volatility by Period


FFTYIFLRDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.44%

Volatility (6M)

Calculated over the trailing 6-month period

28.50%

Volatility (1Y)

Calculated over the trailing 1-year period

35.99%

13.56%

+22.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.63%

13.56%

+16.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.67%

13.56%

+14.11%

FFTY vs. IFLR - Expense Ratio Comparison

FFTY has a 0.80% expense ratio, which is lower than IFLR's 0.89% expense ratio.


Dividends

FFTY vs. IFLR - Dividend Comparison

FFTY's dividend yield for the trailing twelve months is around 1.11%, more than IFLR's 0.28% yield.


PositionTTM202520242023202220212020201920182017
FFTY
Innovator IBD 50 ETF
1.11%1.35%0.91%0.65%2.75%0.22%0.00%0.00%0.00%0.17%
IFLR
Innovator International Developed Managed Floor ETF
0.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


FFTY and IFLR have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FFTY is cheaper at 0.80% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FFTY is cheaper with a 0.80% expense ratio, compared with 0.89% for IFLR.

FFTY has the higher dividend yield at 1.11%, compared with 0.28% for IFLR.

FFTY is categorized as Large Cap Growth Equities, while IFLR is Global Equities. Their fees differ too: 0.80% for FFTY and 0.89% for IFLR.

Portfolio Optimizer

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