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IFLR vs. VEGA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IFLR vs. VEGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator International Developed Managed Floor ETF (IFLR) and AdvisorShares STAR Global Buy-Write ETF (VEGA). The values are adjusted to include any dividend payments, if applicable.

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IFLR vs. VEGA - Yearly Performance Comparison


Returns By Period

In the year-to-date period, IFLR achieves a 0.14% return, which is significantly higher than VEGA's -1.70% return.


IFLR

1D
2.34%
1M
-6.96%
YTD
0.14%
6M
1Y
3Y*
5Y*
10Y*

VEGA

1D
2.04%
1M
-4.55%
YTD
-1.70%
6M
0.52%
1Y
13.73%
3Y*
11.68%
5Y*
6.03%
10Y*
7.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IFLR vs. VEGA - Expense Ratio Comparison

IFLR has a 0.89% expense ratio, which is lower than VEGA's 2.02% expense ratio.


Return for Risk

IFLR vs. VEGA — Risk / Return Rank

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

IFLR

VEGA
VEGA Risk / Return Rank: 6969
Overall Rank
VEGA Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VEGA Sortino Ratio Rank: 6666
Sortino Ratio Rank
VEGA Omega Ratio Rank: 6767
Omega Ratio Rank
VEGA Calmar Ratio Rank: 6969
Calmar Ratio Rank
VEGA Martin Ratio Rank: 7676
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.

IFLR vs. VEGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator International Developed Managed Floor ETF (IFLR) and AdvisorShares STAR Global Buy-Write ETF (VEGA). 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.

IFLR vs. VEGA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IFLRVEGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.48

+0.49

Correlation

The correlation between IFLR and VEGA is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IFLR vs. VEGA - Dividend Comparison

IFLR's dividend yield for the trailing twelve months is around 0.30%, less than VEGA's 1.37% yield.


TTM2025202420232022202120202019201820172016
IFLR
Innovator International Developed Managed Floor ETF
0.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEGA
AdvisorShares STAR Global Buy-Write ETF
1.37%1.34%1.05%1.12%1.89%0.55%0.28%0.44%0.45%0.00%0.81%

Drawdowns

IFLR vs. VEGA - Drawdown Comparison

The maximum IFLR drawdown since its inception was -9.58%, smaller than the maximum VEGA drawdown of -28.37%. Use the drawdown chart below to compare losses from any high point for IFLR and VEGA.


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Drawdown Indicators


IFLRVEGADifference

Max Drawdown

Largest peak-to-trough decline

-9.58%

-28.37%

+18.79%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

Max Drawdown (10Y)

Largest decline over 10 years

-28.37%

Current Drawdown

Current decline from peak

-7.08%

-4.95%

-2.13%

Average Drawdown

Average peak-to-trough decline

-1.83%

-3.83%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

Volatility

IFLR vs. VEGA - Volatility Comparison


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Volatility by Period


IFLRVEGADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.21%

Volatility (1Y)

Calculated over the trailing 1-year period

13.52%

11.99%

+1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.52%

12.31%

+1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.52%

12.67%

+0.85%