PortfoliosLab logoPortfoliosLab logo
GNOV vs. IBIC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GNOV vs. IBIC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Moderate Buffer ETF - November (GNOV) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GNOV achieves a 4.56% return, which is significantly higher than IBIC's 2.43% return.


GNOV

1D
-0.42%
1M
0.04%
YTD
4.56%
6M
4.38%
1Y
15.83%
3Y*
5Y*
10Y*

IBIC

1D
0.04%
1M
0.12%
YTD
2.43%
6M
2.57%
1Y
4.42%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GNOV vs. IBIC - Yearly Performance Comparison


2026 (YTD)202520242023
GNOV
FT Cboe Vest U.S. Equity Moderate Buffer ETF - November
4.56%13.55%10.35%3.19%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
2.43%4.96%5.25%1.46%

Correlation

The correlation between GNOV and IBIC is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.22

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2023

-0.09

The correlation between GNOV and IBIC shifts across timeframes, from -0.22 (1 year) to -0.09 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

GNOV vs. IBIC — Risk / Return Rank

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

GNOV
GNOV Risk / Return Rank: 8888
Overall Rank
GNOV Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
GNOV Sortino Ratio Rank: 9393
Sortino Ratio Rank
GNOV Omega Ratio Rank: 9393
Omega Ratio Rank
GNOV Calmar Ratio Rank: 7575
Calmar Ratio Rank
GNOV Martin Ratio Rank: 9191
Martin Ratio Rank

IBIC
IBIC Risk / Return Rank: 9898
Overall Rank
IBIC Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IBIC Sortino Ratio Rank: 9898
Sortino Ratio Rank
IBIC Omega Ratio Rank: 9898
Omega Ratio Rank
IBIC Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBIC Martin Ratio Rank: 9898
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.

GNOV vs. IBIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Moderate Buffer ETF - November (GNOV) and iShares iBonds Oct 2026 Term TIPS ETF (IBIC). 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.


GNOVIBICDifference
Sharpe ratioReturn per unit of total volatility

-2.25

Sortino ratioReturn per unit of downside risk

-4.85

Omega ratioGain probability vs. loss probability

1.57

2.22

-0.66

Calmar ratioReturn relative to maximum drawdown

3.48

16.56

-13.08

Martin ratioReturn relative to average drawdown

19.37

58.67

-39.30

GNOV vs. IBIC - Sharpe Ratio Comparison

The current GNOV Sharpe Ratio is 2.74, which is lower than the IBIC Sharpe Ratio of 4.99. The chart below compares the historical Sharpe Ratios of GNOV and IBIC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

GNOV vs. IBIC - Drawdown Comparison

The maximum GNOV drawdown since its inception was -10.70%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for GNOV and IBIC.


Loading charts...

Drawdown Indicators


GNOVIBICDifference

Max Drawdown

Largest peak-to-trough decline

-10.70%

-0.90%

-9.80%

Max Drawdown (1Y)

Largest decline over 1 year

-4.56%

-0.27%

-4.29%

Current Drawdown

Current decline from peak

-0.62%

-0.08%

-0.54%

Average Drawdown

Average peak-to-trough decline

-0.70%

-0.10%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

0.08%

+0.74%

Volatility

GNOV vs. IBIC - Volatility Comparison

FT Cboe Vest U.S. Equity Moderate Buffer ETF - November (GNOV) has a higher volatility of 1.55% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.17%. This indicates that GNOV's price experiences larger fluctuations and is considered to be riskier than IBIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GNOVIBICDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.55%

0.17%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

4.76%

0.67%

+4.09%

Volatility (1Y)

Calculated over the trailing 1-year period

5.82%

0.89%

+4.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.60%

1.56%

+6.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.60%

1.56%

+6.04%

GNOV vs. IBIC - Expense Ratio Comparison

GNOV has a 0.85% expense ratio, which is higher than IBIC's 0.10% expense ratio.


Dividends

GNOV vs. IBIC - Dividend Comparison

GNOV has not paid dividends to shareholders, while IBIC's dividend yield for the trailing twelve months is around 3.58%.


PositionTTM202520242023
GNOV
FT Cboe Vest U.S. Equity Moderate Buffer ETF - November
0.00%0.00%0.00%0.00%
IBIC
iShares iBonds Oct 2026 Term TIPS ETF
3.58%4.43%4.65%0.83%

Frequently Asked Questions


GNOV and IBIC have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GNOV has higher volatility (1.55%) compared to IBIC (0.17%). In terms of maximum drawdown, GNOV dropped -10.70% vs IBIC's -0.90%.

On 1-year performance, GNOV leads with 15.83% vs 4.42% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GNOV has performed better with a 15.83% return vs 4.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIC is cheaper with a 0.10% expense ratio, compared with 0.85% for GNOV.

IBIC has the higher dividend yield at 3.58%, compared with 0.00% for GNOV.

GNOV is categorized as Options Trading, while IBIC is Inflation-Protected Bonds. They also come from different issuers: FT Vest and iShares. Their fees differ too: 0.85% for GNOV and 0.10% for IBIC.

IBIC currently has the higher Sharpe Ratio (4.99 vs 2.74), 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

Find the right allocation for GNOV and IBIC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer