PortfoliosLab logoPortfoliosLab logo
IGTR vs. FFTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

Loading graphics...

IGTR vs. FFTY - Yearly Performance Comparison


2026 (YTD)2025202420232022
IGTR
Innovator Gradient Tactical Rotation Strategy ETF
1.03%15.25%4.02%-0.31%-2.08%
FFTY
Innovator IBD 50 ETF
-4.02%23.38%18.36%12.40%-12.40%

Returns By Period

In the year-to-date period, IGTR achieves a 1.03% return, which is significantly higher than FFTY's -4.02% return.


IGTR

1D
3.19%
1M
-8.34%
YTD
1.03%
6M
8.15%
1Y
16.91%
3Y*
9.97%
5Y*
10Y*

FFTY

1D
5.00%
1M
-18.29%
YTD
-4.02%
6M
-9.38%
1Y
25.53%
3Y*
13.29%
5Y*
-4.52%
10Y*
5.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IGTR vs. FFTY - Expense Ratio Comparison

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


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: 5151
Overall Rank
IGTR Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IGTR Sortino Ratio Rank: 4646
Sortino Ratio Rank
IGTR Omega Ratio Rank: 4343
Omega Ratio Rank
IGTR Calmar Ratio Rank: 6363
Calmar Ratio Rank
IGTR Martin Ratio Rank: 5656
Martin Ratio Rank

FFTY
FFTY Risk / Return Rank: 4141
Overall Rank
FFTY Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
FFTY Sortino Ratio Rank: 4343
Sortino Ratio Rank
FFTY Omega Ratio Rank: 4040
Omega Ratio Rank
FFTY Calmar Ratio Rank: 4444
Calmar Ratio Rank
FFTY Martin Ratio Rank: 3535
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.

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.


IGTRFFTYDifference

Sharpe ratio

Return per unit of total volatility

0.90

0.74

+0.16

Sortino ratio

Return per unit of downside risk

1.30

1.14

+0.16

Omega ratio

Gain probability vs. loss probability

1.17

1.15

+0.02

Calmar ratio

Return relative to maximum drawdown

1.65

1.04

+0.60

Martin ratio

Return relative to average drawdown

5.66

3.05

+2.62

IGTR vs. FFTY - Sharpe Ratio Comparison

The current IGTR Sharpe Ratio is 0.90, which is comparable to the FFTY Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of IGTR and FFTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IGTRFFTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

0.74

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.12

+0.19

Correlation

The correlation between IGTR and FFTY is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IGTR vs. FFTY - Dividend Comparison

IGTR's dividend yield for the trailing twelve months is around 0.79%, less than FFTY's 1.40% yield.


TTM202520242023202220212020201920182017
IGTR
Innovator Gradient Tactical Rotation Strategy ETF
0.79%0.80%2.40%0.87%0.31%0.00%0.00%0.00%0.00%0.00%
FFTY
Innovator IBD 50 ETF
1.40%1.35%0.91%0.65%2.75%0.22%0.00%0.00%0.00%0.17%

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.


Loading graphics...

Drawdown Indicators


IGTRFFTYDifference

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 (5Y)

Largest decline over 5 years

-59.46%

Max Drawdown (10Y)

Largest decline over 10 years

-59.46%

Current Drawdown

Current decline from peak

-8.34%

-32.35%

+24.01%

Average Drawdown

Average peak-to-trough decline

-7.23%

-22.38%

+15.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

7.97%

-4.72%

Volatility

IGTR vs. FFTY - Volatility Comparison

The current volatility for Innovator Gradient Tactical Rotation Strategy ETF (IGTR) is 8.06%, while Innovator IBD 50 ETF (FFTY) has a volatility of 14.46%. 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.


Loading graphics...

Volatility by Period


IGTRFFTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.06%

14.46%

-6.40%

Volatility (6M)

Calculated over the trailing 6-month period

14.80%

28.72%

-13.92%

Volatility (1Y)

Calculated over the trailing 1-year period

18.92%

34.49%

-15.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.40%

29.00%

-12.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.40%

27.17%

-10.77%