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HOCT vs. PHEQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HOCT vs. PHEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Premium Income 9 Buffer ETF - October (HOCT) and Parametric Hedged Equity ETF (PHEQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


HOCT

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

PHEQ

1D
-0.18%
1M
1.64%
YTD
5.67%
6M
6.14%
1Y
15.97%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HOCT vs. PHEQ - Yearly Performance Comparison


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Return for Risk

HOCT vs. PHEQ — Risk / Return Rank

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

HOCT

PHEQ
PHEQ Risk / Return Rank: 8282
Overall Rank
PHEQ Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
PHEQ Sortino Ratio Rank: 8686
Sortino Ratio Rank
PHEQ Omega Ratio Rank: 8484
Omega Ratio Rank
PHEQ Calmar Ratio Rank: 7575
Calmar Ratio Rank
PHEQ Martin Ratio Rank: 8484
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.

HOCT vs. PHEQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Premium Income 9 Buffer ETF - October (HOCT) and Parametric Hedged Equity ETF (PHEQ). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

HOCT vs. PHEQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


HOCTPHEQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.62

Sharpe Ratio (All Time)

Calculated using the full available price history

1.80

Drawdowns

HOCT vs. PHEQ - Drawdown Comparison

The maximum HOCT drawdown since its inception was 0.00%, smaller than the maximum PHEQ drawdown of -12.55%. Use the drawdown chart below to compare losses from any high point for HOCT and PHEQ.


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Drawdown Indicators


HOCTPHEQDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-12.55%

+12.55%

Max Drawdown (1Y)

Largest decline over 1 year

-4.26%

Current Drawdown

Current decline from peak

0.00%

-0.18%

+0.18%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.97%

+0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

Volatility

HOCT vs. PHEQ - Volatility Comparison


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Volatility by Period


HOCTPHEQDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

Volatility (6M)

Calculated over the trailing 6-month period

4.56%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

6.16%

-6.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

8.62%

-8.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

8.62%

-8.62%

HOCT vs. PHEQ - Expense Ratio Comparison

HOCT has a 0.79% expense ratio, which is higher than PHEQ's 0.29% expense ratio.


Dividends

HOCT vs. PHEQ - Dividend Comparison

HOCT has not paid dividends to shareholders, while PHEQ's dividend yield for the trailing twelve months is around 1.03%.


PositionTTM202520242023
HOCT
Innovator Premium Income 9 Buffer ETF - October
0.00%0.00%0.00%0.00%
PHEQ
Parametric Hedged Equity ETF
1.03%1.19%1.39%1.73%

Frequently Asked Questions


On fees, PHEQ is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PHEQ is cheaper with a 0.29% expense ratio, compared with 0.79% for HOCT.

PHEQ has the higher dividend yield at 1.03%, compared with 0.00% for HOCT.

They also come from different issuers: Innovator and Parametric. Their fees differ too: 0.79% for HOCT and 0.29% for PHEQ.

Portfolio Optimizer

Find the right allocation for HOCT and PHEQ

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