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IBFR vs. FFTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBFR vs. FFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator International Developed Managed 10 Buffer ETF (IBFR) and Innovator IBD 50 ETF (FFTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


IBFR

1D
-1.50%
1M
0.51%
YTD
6M
1Y
3Y*
5Y*
10Y*

FFTY

1D
-7.47%
1M
-5.12%
YTD
12.41%
6M
12.46%
1Y
30.31%
3Y*
18.01%
5Y*
-1.91%
10Y*
6.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBFR vs. FFTY - Yearly Performance Comparison


Correlation

The correlation between IBFR and FFTY 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 (All Time)
Calculated using the full available price history since Feb 25, 2026

0.69

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Return for Risk

IBFR vs. FFTY — Risk / Return Rank

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

IBFR

FFTY
FFTY Risk / Return Rank: 2626
Overall Rank
FFTY Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
FFTY Sortino Ratio Rank: 2424
Sortino Ratio Rank
FFTY Omega Ratio Rank: 2626
Omega Ratio Rank
FFTY Calmar Ratio Rank: 2727
Calmar Ratio Rank
FFTY Martin Ratio Rank: 2626
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.

IBFR vs. FFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator International Developed Managed 10 Buffer ETF (IBFR) and Innovator IBD 50 ETF (FFTY). 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.

IBFR vs. FFTY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IBFRFFTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.61

0.17

-0.79

Drawdowns

IBFR vs. FFTY - Drawdown Comparison

The maximum IBFR drawdown since its inception was -5.70%, smaller than the maximum FFTY drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for IBFR and FFTY.


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Drawdown Indicators


IBFRFFTYDifference

Max Drawdown

Largest peak-to-trough decline

-5.70%

-59.46%

+53.76%

Max Drawdown (1Y)

Largest decline over 1 year

-23.29%

Max Drawdown (3Y)

Largest decline over 3 years

-29.60%

Max Drawdown (5Y)

Largest decline over 5 years

-59.46%

Max Drawdown (10Y)

Largest decline over 10 years

-59.46%

Current Drawdown

Current decline from peak

-2.27%

-20.77%

+18.50%

Average Drawdown

Average peak-to-trough decline

-3.13%

-22.37%

+19.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.78%

Volatility

IBFR vs. FFTY - Volatility Comparison


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Volatility by Period


IBFRFFTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.61%

Volatility (6M)

Calculated over the trailing 6-month period

27.32%

Volatility (1Y)

Calculated over the trailing 1-year period

9.71%

34.94%

-25.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.71%

29.32%

-19.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.71%

27.51%

-17.80%

IBFR vs. FFTY - Expense Ratio Comparison

IBFR has a 0.85% expense ratio, which is higher than FFTY's 0.80% expense ratio.


Dividends

IBFR vs. FFTY - Dividend Comparison

IBFR's dividend yield for the trailing twelve months is around 0.24%, less than FFTY's 1.20% yield.


PositionTTM202520242023202220212020201920182017
FFTY
Innovator IBD 50 ETF
1.20%1.35%0.91%0.65%2.75%0.22%0.00%0.00%0.00%0.17%
IBFR
Innovator International Developed Managed 10 Buffer ETF
0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBFR and FFTY 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.

On fees, FFTY is cheaper at 0.80% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FFTY is cheaper with a 0.80% expense ratio, compared with 0.85% for IBFR.

FFTY has the higher dividend yield at 1.20%, compared with 0.24% for IBFR.

IBFR is categorized as Defined Outcome, while FFTY is Large Cap Growth Equities. Their fees differ too: 0.85% for IBFR and 0.80% for FFTY.

Portfolio Optimizer

Find the right allocation for IBFR and FFTY

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

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