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FFTY vs. IGV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFTY vs. IGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator IBD 50 ETF (FFTY) and iShares Expanded Tech-Software Sector ET (IGV). The values are adjusted to include any dividend payments, if applicable.

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FFTY vs. IGV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFTY
Innovator IBD 50 ETF
-4.02%23.38%18.36%12.40%-51.08%11.92%18.20%25.74%-16.76%37.62%
IGV
iShares Expanded Tech-Software Sector ET
-24.26%5.56%23.41%58.56%-35.65%12.30%52.86%34.33%12.44%42.16%

Returns By Period

In the year-to-date period, FFTY achieves a -4.02% return, which is significantly higher than IGV's -24.26% return. Over the past 10 years, FFTY has underperformed IGV with an annualized return of 5.25%, while IGV has yielded a comparatively higher 14.82% annualized 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%

IGV

1D
3.13%
1M
-1.86%
YTD
-24.26%
6M
-30.40%
1Y
-10.05%
3Y*
9.52%
5Y*
2.75%
10Y*
14.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFTY vs. IGV - Expense Ratio Comparison

FFTY has a 0.80% expense ratio, which is higher than IGV's 0.46% expense ratio.


Return for Risk

FFTY vs. IGV — Risk / Return Rank

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

FFTY
FFTY Risk / Return Rank: 4141
Overall Rank
FFTY Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FFTY Sortino Ratio Rank: 4343
Sortino Ratio Rank
FFTY Omega Ratio Rank: 4040
Omega Ratio Rank
FFTY Calmar Ratio Rank: 4444
Calmar Ratio Rank
FFTY Martin Ratio Rank: 3535
Martin Ratio Rank

IGV
IGV Risk / Return Rank: 66
Overall Rank
IGV Sharpe Ratio Rank: 66
Sharpe Ratio Rank
IGV Sortino Ratio Rank: 66
Sortino Ratio Rank
IGV Omega Ratio Rank: 66
Omega Ratio Rank
IGV Calmar Ratio Rank: 77
Calmar Ratio Rank
IGV Martin Ratio Rank: 66
Martin Ratio Rank
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. IGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator IBD 50 ETF (FFTY) and iShares Expanded Tech-Software Sector ET (IGV). 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.


FFTYIGVDifference

Sharpe ratio

Return per unit of total volatility

0.74

-0.35

+1.10

Sortino ratio

Return per unit of downside risk

1.14

-0.32

+1.46

Omega ratio

Gain probability vs. loss probability

1.15

0.96

+0.19

Calmar ratio

Return relative to maximum drawdown

1.04

-0.31

+1.36

Martin ratio

Return relative to average drawdown

3.05

-0.81

+3.86

FFTY vs. IGV - Sharpe Ratio Comparison

The current FFTY Sharpe Ratio is 0.74, which is higher than the IGV Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of FFTY and IGV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FFTYIGVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

-0.35

+1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.10

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.57

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.33

-0.21

Correlation

The correlation between FFTY and IGV is 0.77, 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. IGV - Dividend Comparison

FFTY's dividend yield for the trailing twelve months is around 1.40%, while IGV has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
IGV
iShares Expanded Tech-Software Sector ET
0.00%0.00%0.00%0.01%0.01%0.00%0.35%0.02%0.16%0.09%0.82%0.22%

Drawdowns

FFTY vs. IGV - Drawdown Comparison

The maximum FFTY drawdown since its inception was -59.46%, smaller than the maximum IGV drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for FFTY and IGV.


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Drawdown Indicators


FFTYIGVDifference

Max Drawdown

Largest peak-to-trough decline

-59.46%

-63.45%

+3.99%

Max Drawdown (1Y)

Largest decline over 1 year

-23.29%

-34.72%

+11.43%

Max Drawdown (5Y)

Largest decline over 5 years

-59.46%

-45.85%

-13.61%

Max Drawdown (10Y)

Largest decline over 10 years

-59.46%

-45.85%

-13.61%

Current Drawdown

Current decline from peak

-32.35%

-32.04%

-0.31%

Average Drawdown

Average peak-to-trough decline

-22.38%

-14.37%

-8.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.97%

13.51%

-5.54%

Volatility

FFTY vs. IGV - Volatility Comparison

Innovator IBD 50 ETF (FFTY) has a higher volatility of 14.46% compared to iShares Expanded Tech-Software Sector ET (IGV) at 8.65%. This indicates that FFTY's price experiences larger fluctuations and is considered to be riskier than IGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFTYIGVDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.46%

8.65%

+5.81%

Volatility (6M)

Calculated over the trailing 6-month period

28.72%

19.69%

+9.03%

Volatility (1Y)

Calculated over the trailing 1-year period

34.49%

28.43%

+6.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.00%

27.10%

+1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.17%

25.89%

+1.28%