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

Key characteristics


FFTYVOOG
YTD Return15.43%15.62%
1Y Return22.74%35.40%
3Y Return (Ann)-13.24%9.48%
5Y Return (Ann)-2.67%15.92%
Sharpe Ratio0.962.50
Daily Std Dev22.34%13.99%
Max Drawdown-59.46%-32.73%
Current Drawdown-44.29%0.00%

Correlation

-0.50.00.51.00.8

The correlation between FFTY and VOOG is 0.79, 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.

Performance

FFTY vs. VOOG - Performance Comparison

The year-to-date returns for both investments are quite close, with FFTY having a 15.43% return and VOOG slightly higher at 15.62%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%December2024FebruaryMarchAprilMay
16.79%
236.51%
FFTY
VOOG

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Innovator IBD 50 ETF

Vanguard S&P 500 Growth ETF

FFTY vs. VOOG - Expense Ratio Comparison

FFTY has a 0.80% expense ratio, which is higher than VOOG's 0.10% expense ratio.


FFTY
Innovator IBD 50 ETF
Expense ratio chart for FFTY: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

FFTY vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator IBD 50 ETF (FFTY) and Vanguard S&P 500 Growth ETF (VOOG). 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
Sharpe ratio
The chart of Sharpe ratio for FFTY, currently valued at 0.96, compared to the broader market0.002.004.000.96
Sortino ratio
The chart of Sortino ratio for FFTY, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.0010.001.43
Omega ratio
The chart of Omega ratio for FFTY, currently valued at 1.17, compared to the broader market0.501.001.502.002.501.17
Calmar ratio
The chart of Calmar ratio for FFTY, currently valued at 0.36, compared to the broader market0.002.004.006.008.0010.0012.0014.000.36
Martin ratio
The chart of Martin ratio for FFTY, currently valued at 2.08, compared to the broader market0.0020.0040.0060.0080.002.08
VOOG
Sharpe ratio
The chart of Sharpe ratio for VOOG, currently valued at 2.50, compared to the broader market0.002.004.002.50
Sortino ratio
The chart of Sortino ratio for VOOG, currently valued at 3.51, compared to the broader market-2.000.002.004.006.008.0010.003.51
Omega ratio
The chart of Omega ratio for VOOG, currently valued at 1.44, compared to the broader market0.501.001.502.002.501.44
Calmar ratio
The chart of Calmar ratio for VOOG, currently valued at 1.53, compared to the broader market0.002.004.006.008.0010.0012.0014.001.53
Martin ratio
The chart of Martin ratio for VOOG, currently valued at 13.43, compared to the broader market0.0020.0040.0060.0080.0013.43

FFTY vs. VOOG - Sharpe Ratio Comparison

The current FFTY Sharpe Ratio is 0.96, which is lower than the VOOG Sharpe Ratio of 2.50. The chart below compares the 12-month rolling Sharpe Ratio of FFTY and VOOG.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.96
2.50
FFTY
VOOG

Dividends

FFTY vs. VOOG - Dividend Comparison

FFTY's dividend yield for the trailing twelve months is around 0.56%, less than VOOG's 0.85% yield.


TTM20232022202120202019201820172016201520142013
FFTY
Innovator IBD 50 ETF
0.56%0.65%2.75%0.22%0.00%0.00%0.00%0.17%0.00%0.00%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF
0.85%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

Drawdowns

FFTY vs. VOOG - Drawdown Comparison

The maximum FFTY drawdown since its inception was -59.46%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for FFTY and VOOG. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-44.29%
0
FFTY
VOOG

Volatility

FFTY vs. VOOG - Volatility Comparison

Innovator IBD 50 ETF (FFTY) has a higher volatility of 6.20% compared to Vanguard S&P 500 Growth ETF (VOOG) at 5.25%. This indicates that FFTY's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
6.20%
5.25%
FFTY
VOOG