FFTY vs. SPIT
FFTY (Innovator IBD 50 ETF) and SPIT (F/m Emerald Special Situations ETF) are both Large Cap Growth Equities funds. FFTY is passively managed, while SPIT is actively managed. Their correlation of 0.81 suggests significant overlap in exposure. FFTY charges 0.80%/yr vs 0.89%/yr for SPIT.
Performance
FFTY vs. SPIT - Performance Comparison
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Returns By Period
In the year-to-date period, FFTY achieves a 12.47% return, which is significantly lower than SPIT's 27.30% return.
FFTY
- 1D
- -2.66%
- 1M
- -5.30%
- 6M
- 4.82%
- YTD
- 12.47%
- 1Y
- 26.14%
- 3Y*
- 16.10%
- 5Y*
- -0.62%
- 10Y*
- 6.37%
SPIT
- 1D
- -1.91%
- 1M
- 0.33%
- 6M
- 18.89%
- YTD
- 27.30%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FFTY vs. SPIT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FFTY Innovator IBD 50 ETF | 12.47% | -7.03% |
SPIT F/m Emerald Special Situations ETF | 27.30% | 5.31% |
Correlation
The correlation between FFTY and SPIT is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 6, 2025 | 0.81 |
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Return for Risk
FFTY vs. SPIT — Risk / Return Rank
FFTY
SPIT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FFTY vs. SPIT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator IBD 50 ETF (FFTY) and F/m Emerald Special Situations ETF (SPIT). 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 | SPIT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.15 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | — | — |
| Martin ratioReturn relative to average drawdown | 2.93 | — | — |
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Drawdowns
FFTY vs. SPIT - Drawdown Comparison
The maximum FFTY drawdown since its inception was -59.46%, which is greater than SPIT's maximum drawdown of -12.49%. Use the drawdown chart below to compare losses from any high point for FFTY and SPIT.
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Drawdown Indicators
| FFTY | SPIT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.46% | -12.49% | -46.97% |
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 DrawdownCurrent decline from peak | -20.73% | -5.43% | -15.30% |
Average DrawdownAverage peak-to-trough decline | -22.31% | -2.51% | -19.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.94% | — | — |
Volatility
FFTY vs. SPIT - Volatility Comparison
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Volatility by Period
| FFTY | SPIT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.14% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 29.14% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 36.51% | 26.39% | +10.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.81% | 26.39% | +3.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.76% | 26.39% | +1.37% |
FFTY vs. SPIT - Expense Ratio Comparison
FFTY has a 0.80% expense ratio, which is lower than SPIT's 0.89% expense ratio.
Dividends
FFTY vs. SPIT - Dividend Comparison
FFTY's dividend yield for the trailing twelve months is around 1.20%, less than SPIT's 5.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FFTY Innovator IBD 50 ETF | 1.20% | 1.35% | 0.91% | 0.65% | 2.75% | 0.22% | 0.00% | 0.00% | 0.00% | 0.17% |
SPIT F/m Emerald Special Situations ETF | 5.64% | 7.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FFTY and SPIT have a correlation of 0.81, 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 SPIT.
SPIT has the higher dividend yield at 5.64%, compared with 1.20% for FFTY.
They also come from different issuers: Innovator and F/m Investments. Their fees differ too: 0.80% for FFTY and 0.89% for SPIT.
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