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IGTR vs. GABF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IGTR and GABF is 0.78, 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.


Performance

IGTR vs. GABF - Performance Comparison

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

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Key characteristics

Sharpe Ratio

IGTR:

-0.54

GABF:

1.03

Sortino Ratio

IGTR:

-0.72

GABF:

1.43

Omega Ratio

IGTR:

0.91

GABF:

1.22

Calmar Ratio

IGTR:

-0.52

GABF:

1.13

Martin Ratio

IGTR:

-1.06

GABF:

3.82

Ulcer Index

IGTR:

9.76%

GABF:

6.18%

Daily Std Dev

IGTR:

17.06%

GABF:

24.25%

Max Drawdown

IGTR:

-20.06%

GABF:

-20.86%

Current Drawdown

IGTR:

-13.64%

GABF:

-6.74%

Returns By Period

In the year-to-date period, IGTR achieves a -1.61% return, which is significantly lower than GABF's -0.67% return.


IGTR

YTD

-1.61%

1M

1.83%

6M

-3.49%

1Y

-10.04%

3Y*

N/A

5Y*

N/A

10Y*

N/A

GABF

YTD

-0.67%

1M

5.33%

6M

-6.60%

1Y

23.94%

3Y*

23.00%

5Y*

N/A

10Y*

N/A

*Annualized

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IGTR vs. GABF - Expense Ratio Comparison

IGTR has a 0.80% expense ratio, which is higher than GABF's 0.10% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

IGTR vs. GABF — Risk-Adjusted Performance Rank

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

IGTR
The Risk-Adjusted Performance Rank of IGTR is 33
Overall Rank
The Sharpe Ratio Rank of IGTR is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of IGTR is 33
Sortino Ratio Rank
The Omega Ratio Rank of IGTR is 33
Omega Ratio Rank
The Calmar Ratio Rank of IGTR is 11
Calmar Ratio Rank
The Martin Ratio Rank of IGTR is 44
Martin Ratio Rank

GABF
The Risk-Adjusted Performance Rank of GABF is 7979
Overall Rank
The Sharpe Ratio Rank of GABF is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of GABF is 7777
Sortino Ratio Rank
The Omega Ratio Rank of GABF is 8080
Omega Ratio Rank
The Calmar Ratio Rank of GABF is 8282
Calmar Ratio Rank
The Martin Ratio Rank of GABF is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IGTR vs. GABF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Gradient Tactical Rotation Strategy ETF (IGTR) and Gabelli Financial Services Opportunities ETF (GABF). 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.


The current IGTR Sharpe Ratio is -0.54, which is lower than the GABF Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of IGTR and GABF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

IGTR vs. GABF - Dividend Comparison

IGTR's dividend yield for the trailing twelve months is around 2.44%, less than GABF's 4.22% yield.


TTM202420232022
IGTR
Innovator Gradient Tactical Rotation Strategy ETF
2.44%2.40%0.87%0.31%
GABF
Gabelli Financial Services Opportunities ETF
4.22%4.19%4.95%1.31%

Drawdowns

IGTR vs. GABF - Drawdown Comparison

The maximum IGTR drawdown since its inception was -20.06%, roughly equal to the maximum GABF drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for IGTR and GABF.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

IGTR vs. GABF - Volatility Comparison

The current volatility for Innovator Gradient Tactical Rotation Strategy ETF (IGTR) is 3.54%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 5.30%. This indicates that IGTR experiences smaller price fluctuations and is considered to be less risky than GABF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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