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GOCT vs. JULQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GOCT vs. JULQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest U.S. Equity Moderate Buffer ETF - October (GOCT) and Innovator Premium Income 40 Barrier ETF - July (JULQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GOCT

1D
0.16%
1M
1.77%
YTD
5.59%
6M
5.96%
1Y
16.19%
3Y*
5Y*
10Y*

JULQ

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GOCT vs. JULQ - Yearly Performance Comparison


GOCT vs. JULQ - Sectors Allocation Comparison


Sectors
GOCT
JULQ

Technology

36.2%
31.7%

Financial Services

11.9%
14.0%

Communication Services

10.9%
9.5%

Consumer Cyclical

10.1%
10.4%

Healthcare

8.4%
10.9%

Industrials

8.1%
7.7%

Consumer Defensive

4.9%
6.2%

Energy

3.5%
3.2%

Utilities

2.3%
2.6%

Real Estate

1.9%
2.3%

Basic Materials

1.8%
1.8%

Technology

GOCT
36.2%
JULQ
31.7%

Financial Services

GOCT
11.9%
JULQ
14.0%

Communication Services

GOCT
10.9%
JULQ
9.5%

Consumer Cyclical

GOCT
10.1%
JULQ
10.4%

Healthcare

GOCT
8.4%
JULQ
10.9%

Industrials

GOCT
8.1%
JULQ
7.7%

Consumer Defensive

GOCT
4.9%
JULQ
6.2%

Energy

GOCT
3.5%
JULQ
3.2%

Utilities

GOCT
2.3%
JULQ
2.6%

Real Estate

GOCT
1.9%
JULQ
2.3%

Basic Materials

GOCT
1.8%
JULQ
1.8%

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Return for Risk

GOCT vs. JULQ — Risk / Return Rank

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

GOCT
GOCT Risk / Return Rank: 8484
Overall Rank
GOCT Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
GOCT Sortino Ratio Rank: 8888
Sortino Ratio Rank
GOCT Omega Ratio Rank: 8888
Omega Ratio Rank
GOCT Calmar Ratio Rank: 7474
Calmar Ratio Rank
GOCT Martin Ratio Rank: 8787
Martin Ratio Rank

JULQ
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.

GOCT vs. JULQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Moderate Buffer ETF - October (GOCT) and Innovator Premium Income 40 Barrier ETF - July (JULQ). 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.


GOCTJULQDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.54

Calmar ratioReturn relative to maximum drawdown

3.69

Martin ratioReturn relative to average drawdown

18.45

GOCT vs. JULQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GOCTJULQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

Sharpe Ratio (All Time)

Calculated using the full available price history

1.72

Drawdowns

GOCT vs. JULQ - Drawdown Comparison

The maximum GOCT drawdown since its inception was -10.47%, which is greater than JULQ's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for GOCT and JULQ.


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Drawdown Indicators


GOCTJULQDifference

Max Drawdown

Largest peak-to-trough decline

-10.47%

0.00%

-10.47%

Max Drawdown (1Y)

Largest decline over 1 year

-4.40%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.70%

0.00%

-0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

Volatility

GOCT vs. JULQ - Volatility Comparison


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Volatility by Period


GOCTJULQDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

Volatility (6M)

Calculated over the trailing 6-month period

4.72%

Volatility (1Y)

Calculated over the trailing 1-year period

6.04%

0.00%

+6.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.45%

0.00%

+7.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.45%

0.00%

+7.45%

GOCT vs. JULQ - Expense Ratio Comparison

GOCT has a 0.85% expense ratio, which is higher than JULQ's 0.79% expense ratio.


Dividends

GOCT vs. JULQ - Dividend Comparison

Neither GOCT nor JULQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, JULQ is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JULQ is cheaper with a 0.79% expense ratio, compared with 0.85% for GOCT.

GOCT and JULQ have nearly identical dividend yields, around 0.00%.

They also come from different issuers: FT Vest and Innovator. Their fees differ too: 0.85% for GOCT and 0.79% for JULQ.

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