IGTR vs. FFTY

Last updated Jun 4, 2026

IGTR (Innovator Gradient Tactical Rotation Strategy ETF) and FFTY (Innovator IBD 50 ETF) are both exchange-traded funds - IGTR is a Global Equities fund actively managed by Innovator, while FFTY is a Large Cap Growth Equities fund tracking the IBD 50 Index. IGTR is actively managed, while FFTY is passively managed. Over the past 3 years, IGTR returned 17.59%/yr vs 21.57%/yr for FFTY. A 0.66 correlation means they provide meaningful diversification when combined. Both charge a 0.80% expense ratio.

Performance

IGTR vs. FFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Gradient Tactical Rotation Strategy ETF (IGTR) and Innovator IBD 50 ETF (FFTY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IGTR achieves a 21.49% return, which is significantly higher than FFTY's 20.11% return.

IGTR

• 1D: -0.47%
• 1M: 13.18%
• YTD: 21.49%
• 6M: 24.80%
• 1Y: 43.30%
• 3Y*: 17.59%
• 5Y*: —
• 10Y*: —

FFTY

• 1D: -0.14%
• 1M: 7.67%
• YTD: 20.11%
• 6M: 21.02%
• 1Y: 38.14%
• 3Y*: 21.57%
• 5Y*: -0.60%
• 10Y*: 7.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IGTR vs. FFTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
IGTR Innovator Gradient Tactical Rotation Strategy ETF	21.49%	15.25%	4.02%	-0.31%	-2.08%
FFTY Innovator IBD 50 ETF	20.11%	23.38%	18.36%	12.40%	-12.40%

Correlation

The correlation between IGTR 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 (1Y) Calculated over the trailing 1-year period	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (All Time) Calculated using the full available price history since Nov 18, 2022	0.66

The correlation between IGTR and FFTY has been stable across timeframes, ranging from 0.64 to 0.69 - a consistent structural relationship.

IGTR vs. FFTY - Sectors Allocation Comparison

Sectors	IGTR	FFTY
Financial Services	25.7%	13.1%
Industrials	20.7%	26.6%
Technology	13.2%	24.8%
Healthcare	8.2%	12.1%
Consumer Cyclical	8.1%	4.8%
Basic Materials	8.1%	21.6%
Energy	4.8%	8.0%
Real Estate	3.5%	-
Consumer Defensive	3.3%	-
Communication Services	2.4%	3.7%
Utilities	2.0%	2.1%

Return for Risk

IGTR vs. FFTY — Risk / Return Rank

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

IGTR

IGTR Risk / Return Rank: 71
IGTR Sharpe Ratio Rank: 70
IGTR Sortino Ratio Rank: 66
IGTR Omega Ratio Rank: 66
IGTR Calmar Ratio Rank: 77
IGTR Martin Ratio Rank: 74

FFTY

FFTY Risk / Return Rank: 30
FFTY Sharpe Ratio Rank: 30
FFTY Sortino Ratio Rank: 28
FFTY Omega Ratio Rank: 30
FFTY Calmar Ratio Rank: 33
FFTY Martin Ratio Rank: 30

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.

IGTR vs. FFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Gradient Tactical Rotation Strategy ETF (IGTR) 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.

	IGTR	FFTY	Difference
Sharpe ratio: Return per unit of total volatility	2.25	1.12	+1.13
Sortino ratio: Return per unit of downside risk	3.00	1.55	+1.45
Omega ratio: Gain probability vs. loss probability	1.39	1.20	+0.19
Calmar ratio: Return relative to maximum drawdown	3.89	1.65	+2.25
Martin ratio: Return relative to average drawdown	13.97	4.36	+9.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IGTR vs. FFTY - Sharpe Ratio Comparison

The current IGTR Sharpe Ratio is 2.25, which is higher than the FFTY Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of IGTR and FFTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IGTR	FFTY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.25	1.12	+1.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.02	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.28	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.20	+0.43

Drawdowns

IGTR vs. FFTY - Drawdown Comparison

The maximum IGTR drawdown since its inception was -20.06%, smaller than the maximum FFTY drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for IGTR and FFTY.

Drawdown Indicators

	IGTR	FFTY	Difference
Max Drawdown Largest peak-to-trough decline	-20.06%	-59.46%	+39.40%
Max Drawdown (1Y) Largest decline over 1 year	-11.18%	-23.29%	+12.11%
Max Drawdown (3Y) Largest decline over 3 years	-20.06%	-29.60%	+9.54%
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	-0.47%	-15.34%	+14.87%
Average Drawdown Average peak-to-trough decline	-6.97%	-22.38%	+15.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.11%	8.77%	-5.66%

Volatility

IGTR vs. FFTY - Volatility Comparison

The current volatility for Innovator Gradient Tactical Rotation Strategy ETF (IGTR) is 7.29%, while Innovator IBD 50 ETF (FFTY) has a volatility of 9.42%. This indicates that IGTR experiences smaller price fluctuations and is considered to be less risky than FFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IGTR	FFTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.29%	9.42%	-2.13%
Volatility (6M) Calculated over the trailing 6-month period	13.97%	26.18%	-12.21%
Volatility (1Y) Calculated over the trailing 1-year period	19.32%	34.09%	-14.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.82%	29.14%	-12.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.82%	27.41%	-10.59%

IGTR vs. FFTY - Expense Ratio Comparison

Both IGTR and FFTY have an expense ratio of 0.80%.

Dividends

IGTR vs. FFTY - Dividend Comparison

IGTR's dividend yield for the trailing twelve months is around 0.66%, less than FFTY's 1.12% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
FFTY Innovator IBD 50 ETF	1.12%	1.35%	0.91%	0.65%	2.75%	0.22%	0.00%	0.00%	0.00%	0.17%
IGTR Innovator Gradient Tactical Rotation Strategy ETF	0.66%	0.80%	2.40%	0.87%	0.31%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IGTR and FFTY in my portfolio?

IGTR 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.

Which is riskier, IGTR or FFTY?

FFTY has higher volatility (9.42%) compared to IGTR (7.29%). In terms of maximum drawdown, IGTR dropped -20.06% vs FFTY's -59.46%.

Which ETF is better, IGTR or FFTY?

On 3-year performance, FFTY leads with 21.57% vs 17.59% for IGTR. Both ETFs have the same 0.80% expense ratio. On volatility, IGTR has been the lower-risk option at 7.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IGTR or FFTY?

Over the 3-year period, FFTY has performed better with a 21.57% return vs 17.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IGTR or FFTY?

IGTR and FFTY have the same expense ratio: 0.80% per year.

Which ETF pays a higher dividend yield, IGTR or FFTY?

FFTY has the higher dividend yield at 1.12%, compared with 0.66% for IGTR.

What is the main difference between IGTR and FFTY?

IGTR is categorized as Global Equities, while FFTY is Large Cap Growth Equities.

Which has better risk-adjusted returns?

IGTR currently has the higher Sharpe Ratio (2.25 vs 1.12), 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.