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FFTY vs. VOOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFTY vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator IBD 50 ETF (FFTY) and Vanguard S&P 500 Growth ETF (VOOG). 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 20.11% return, which is significantly higher than VOOG's 13.78% return. Over the past 10 years, FFTY has underperformed VOOG with an annualized return of 7.57%, while VOOG has yielded a comparatively higher 18.15% annualized return.


FFTY

1D
-0.14%
1M
7.67%
YTD
20.11%
6M
21.02%
1Y
38.14%
3Y*
21.57%
5Y*
-0.60%
10Y*
7.57%

VOOG

1D
-0.93%
1M
7.44%
YTD
13.78%
6M
13.58%
1Y
34.04%
3Y*
28.13%
5Y*
16.03%
10Y*
18.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFTY vs. VOOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFTY
Innovator IBD 50 ETF
20.11%23.38%18.36%12.40%-51.08%11.92%18.20%25.74%-16.76%37.62%
VOOG
Vanguard S&P 500 Growth ETF
13.78%22.11%35.89%29.96%-29.48%31.95%33.35%30.93%-0.21%27.19%

Correlation

The correlation between FFTY and VOOG is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2015

0.77

The correlation between FFTY and VOOG has been stable across timeframes, ranging from 0.69 to 0.77 - a consistent structural relationship.

FFTY vs. VOOG - Sectors Allocation Comparison


Sectors
FFTY
VOOG

Industrials

26.6%
6.2%

Technology

24.8%
49.4%

Basic Materials

21.6%
0.4%

Financial Services

13.1%
8.8%

Healthcare

12.1%
5.8%

Energy

8.0%
0.1%

Consumer Cyclical

4.8%
9.4%

Communication Services

3.7%
18.0%

Utilities

2.1%
0.4%

Consumer Defensive

-

1.0%

Real Estate

-

0.6%

Industrials

FFTY
26.6%
VOOG
6.2%

Technology

FFTY
24.8%
VOOG
49.4%

Basic Materials

FFTY
21.6%
VOOG
0.4%

Financial Services

FFTY
13.1%
VOOG
8.8%

Healthcare

FFTY
12.1%
VOOG
5.8%

Energy

FFTY
8.0%
VOOG
0.1%

Consumer Cyclical

FFTY
4.8%
VOOG
9.4%

Communication Services

FFTY
3.7%
VOOG
18.0%

Utilities

FFTY
2.1%
VOOG
0.4%

Consumer Defensive

FFTY

-

VOOG
1.0%

Real Estate

FFTY

-

VOOG
0.6%

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Return for Risk

FFTY vs. VOOG — 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: 3030
Sharpe Ratio Rank
FFTY Sortino Ratio Rank: 2828
Sortino Ratio Rank
FFTY Omega Ratio Rank: 3030
Omega Ratio Rank
FFTY Calmar Ratio Rank: 3333
Calmar Ratio Rank
FFTY Martin Ratio Rank: 3030
Martin Ratio Rank

VOOG
VOOG Risk / Return Rank: 5858
Overall Rank
VOOG Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VOOG Sortino Ratio Rank: 6161
Sortino Ratio Rank
VOOG Omega Ratio Rank: 5959
Omega Ratio Rank
VOOG Calmar Ratio Rank: 5050
Calmar Ratio Rank
VOOG Martin Ratio Rank: 5858
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. VOOG - Risk-Adjusted Trends 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.


FFTYVOOGDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.36

Omega ratioGain probability vs. loss probability

1.20

1.37

-0.17

Calmar ratioReturn relative to maximum drawdown

1.65

2.49

-0.85

Martin ratioReturn relative to average drawdown

4.36

10.32

-5.96

FFTY vs. VOOG - Sharpe Ratio Comparison

The current FFTY Sharpe Ratio is 1.12, which is lower than the VOOG Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of FFTY and VOOG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FFTYVOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

2.16

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.76

-0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.88

-0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.91

-0.71

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.


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Drawdown Indicators


FFTYVOOGDifference

Max Drawdown

Largest peak-to-trough decline

-59.46%

-32.73%

-26.73%

Max Drawdown (1Y)

Largest decline over 1 year

-23.29%

-13.71%

-9.58%

Max Drawdown (3Y)

Largest decline over 3 years

-29.60%

-22.18%

-7.42%

Max Drawdown (5Y)

Largest decline over 5 years

-59.46%

-32.73%

-26.73%

Max Drawdown (10Y)

Largest decline over 10 years

-59.46%

-32.73%

-26.73%

Current Drawdown

Current decline from peak

-15.34%

-1.08%

-14.26%

Average Drawdown

Average peak-to-trough decline

-22.38%

-4.97%

-17.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.77%

3.31%

+5.46%

Volatility

FFTY vs. VOOG - Volatility Comparison

Innovator IBD 50 ETF (FFTY) has a higher volatility of 9.42% compared to Vanguard S&P 500 Growth ETF (VOOG) at 4.32%. 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.


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Volatility by Period


FFTYVOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.42%

4.32%

+5.10%

Volatility (6M)

Calculated over the trailing 6-month period

26.18%

12.41%

+13.77%

Volatility (1Y)

Calculated over the trailing 1-year period

34.09%

15.85%

+18.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.14%

21.19%

+7.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.41%

20.73%

+6.68%

FFTY vs. VOOG - Expense Ratio Comparison

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


Dividends

FFTY vs. VOOG - Dividend Comparison

FFTY's dividend yield for the trailing twelve months is around 1.12%, more than VOOG's 0.44% yield.


PositionTTM20252024202320222021202020192018201720162015
FFTY
Innovator IBD 50 ETF
1.12%1.35%0.91%0.65%2.75%0.22%0.00%0.00%0.00%0.17%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF
0.44%0.49%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%

Frequently Asked Questions


FFTY and VOOG have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FFTY has higher volatility (9.42%) compared to VOOG (4.32%). In terms of maximum drawdown, FFTY dropped -59.46% vs VOOG's -32.73%.

On 10-year performance, VOOG leads with 18.15% vs 7.57% for FFTY. On fees, VOOG is cheaper at 0.07% per year. On volatility, VOOG has been the lower-risk option at 4.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VOOG has performed better with a 18.15% return vs 7.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VOOG is cheaper with a 0.07% expense ratio, compared with 0.80% for FFTY.

FFTY has the higher dividend yield at 1.12%, compared with 0.44% for VOOG.

FFTY is categorized as Large Cap Growth Equities, while VOOG is S&P 500. FFTY tracks IBD 50 Index, while VOOG tracks S&P 500 Growth Index. They also come from different issuers: Innovator and Vanguard. Their fees differ too: 0.80% for FFTY and 0.07% for VOOG.

VOOG currently has the higher Sharpe Ratio (2.16 vs 1.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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