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FFTY vs. SPYD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFTY and SPYD is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

FFTY vs. SPYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator IBD 50 ETF (FFTY) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

FFTY:

0.07

SPYD:

0.53

Sortino Ratio

FFTY:

0.37

SPYD:

0.91

Omega Ratio

FFTY:

1.05

SPYD:

1.13

Calmar Ratio

FFTY:

0.07

SPYD:

0.57

Martin Ratio

FFTY:

0.32

SPYD:

1.86

Ulcer Index

FFTY:

11.22%

SPYD:

4.99%

Daily Std Dev

FFTY:

31.67%

SPYD:

15.48%

Max Drawdown

FFTY:

-59.46%

SPYD:

-46.42%

Current Drawdown

FFTY:

-44.61%

SPYD:

-8.80%

Returns By Period

In the year-to-date period, FFTY achieves a -3.04% return, which is significantly lower than SPYD's -1.47% return.


FFTY

YTD

-3.04%

1M

10.79%

6M

-7.06%

1Y

2.29%

5Y*

-1.96%

10Y*

1.86%

SPYD

YTD

-1.47%

1M

5.92%

6M

-6.21%

1Y

8.14%

5Y*

14.77%

10Y*

N/A

*Annualized

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FFTY vs. SPYD - Expense Ratio Comparison

FFTY has a 0.80% expense ratio, which is higher than SPYD's 0.07% expense ratio.


Risk-Adjusted Performance

FFTY vs. SPYD — Risk-Adjusted Performance Rank

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

FFTY
The Risk-Adjusted Performance Rank of FFTY is 2626
Overall Rank
The Sharpe Ratio Rank of FFTY is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of FFTY is 2929
Sortino Ratio Rank
The Omega Ratio Rank of FFTY is 2929
Omega Ratio Rank
The Calmar Ratio Rank of FFTY is 2424
Calmar Ratio Rank
The Martin Ratio Rank of FFTY is 2525
Martin Ratio Rank

SPYD
The Risk-Adjusted Performance Rank of SPYD is 6363
Overall Rank
The Sharpe Ratio Rank of SPYD is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYD is 6363
Sortino Ratio Rank
The Omega Ratio Rank of SPYD is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SPYD is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SPYD is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FFTY vs. SPYD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator IBD 50 ETF (FFTY) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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.


The current FFTY Sharpe Ratio is 0.07, which is lower than the SPYD Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of FFTY and SPYD, 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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Dividends

FFTY vs. SPYD - Dividend Comparison

FFTY's dividend yield for the trailing twelve months is around 0.93%, less than SPYD's 4.53% yield.


TTM2024202320222021202020192018201720162015
FFTY
Innovator IBD 50 ETF
0.93%0.91%0.64%2.75%0.22%0.00%0.00%0.00%0.17%0.00%0.00%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.53%4.31%4.66%5.01%3.69%4.96%4.42%4.75%4.64%4.34%1.13%

Drawdowns

FFTY vs. SPYD - Drawdown Comparison

The maximum FFTY drawdown since its inception was -59.46%, which is greater than SPYD's maximum drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for FFTY and SPYD. For additional features, visit the drawdowns tool.


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Volatility

FFTY vs. SPYD - Volatility Comparison

Innovator IBD 50 ETF (FFTY) has a higher volatility of 6.84% compared to SPDR Portfolio S&P 500 High Dividend ETF (SPYD) at 5.34%. This indicates that FFTY's price experiences larger fluctuations and is considered to be riskier than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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