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IJAN vs. EMLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IJAN vs. EMLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator International Developed Power Buffer ETF - January (IJAN) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IJAN achieves a 4.44% return, which is significantly higher than EMLC's 0.92% return.


IJAN

1D
-0.24%
1M
1.92%
YTD
4.44%
6M
5.46%
1Y
12.03%
3Y*
9.53%
5Y*
7.13%
10Y*

EMLC

1D
-0.55%
1M
1.06%
YTD
0.92%
6M
1.94%
1Y
9.54%
3Y*
6.92%
5Y*
1.17%
10Y*
2.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IJAN vs. EMLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IJAN
Innovator International Developed Power Buffer ETF - January
4.44%19.62%-0.57%13.82%-2.52%7.28%3.49%
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
0.92%18.81%-2.97%11.18%-10.58%-9.72%2.90%

Correlation

The correlation between IJAN and EMLC is 0.68, 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

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2020

0.59

The correlation between IJAN and EMLC has been stable across timeframes, ranging from 0.59 to 0.68 - a consistent structural relationship.

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Return for Risk

IJAN vs. EMLC — Risk / Return Rank

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

IJAN
IJAN Risk / Return Rank: 4848
Overall Rank
IJAN Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IJAN Sortino Ratio Rank: 4848
Sortino Ratio Rank
IJAN Omega Ratio Rank: 5555
Omega Ratio Rank
IJAN Calmar Ratio Rank: 4040
Calmar Ratio Rank
IJAN Martin Ratio Rank: 5050
Martin Ratio Rank

EMLC
EMLC Risk / Return Rank: 3636
Overall Rank
EMLC Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EMLC Sortino Ratio Rank: 3737
Sortino Ratio Rank
EMLC Omega Ratio Rank: 4141
Omega Ratio Rank
EMLC Calmar Ratio Rank: 3131
Calmar Ratio Rank
EMLC 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.

IJAN vs. EMLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator International Developed Power Buffer ETF - January (IJAN) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). 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.


IJANEMLCDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.34

1.27

+0.06

Calmar ratioReturn relative to maximum drawdown

1.97

1.55

+0.42

Martin ratioReturn relative to average drawdown

8.32

5.34

+2.98

IJAN vs. EMLC - Sharpe Ratio Comparison

The current IJAN Sharpe Ratio is 1.65, which is comparable to the EMLC Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of IJAN and EMLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IJANEMLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.39

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.13

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.11

+0.44

Drawdowns

IJAN vs. EMLC - Drawdown Comparison

The maximum IJAN drawdown since its inception was -22.68%, smaller than the maximum EMLC drawdown of -32.43%. Use the drawdown chart below to compare losses from any high point for IJAN and EMLC.


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Drawdown Indicators


IJANEMLCDifference

Max Drawdown

Largest peak-to-trough decline

-22.68%

-32.43%

+9.75%

Max Drawdown (1Y)

Largest decline over 1 year

-6.14%

-6.19%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-10.30%

-9.15%

-1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-16.71%

-25.26%

+8.55%

Max Drawdown (10Y)

Largest decline over 10 years

-26.47%

Current Drawdown

Current decline from peak

-0.29%

-4.28%

+3.99%

Average Drawdown

Average peak-to-trough decline

-2.95%

-14.37%

+11.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

1.79%

-0.34%

Volatility

IJAN vs. EMLC - Volatility Comparison

Innovator International Developed Power Buffer ETF - January (IJAN) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) have volatilities of 2.24% and 2.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IJANEMLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.24%

2.21%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

6.43%

5.99%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

7.32%

6.90%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.29%

9.13%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.51%

10.05%

+2.46%

IJAN vs. EMLC - Expense Ratio Comparison

IJAN has a 0.85% expense ratio, which is higher than EMLC's 0.30% expense ratio.


Dividends

IJAN vs. EMLC - Dividend Comparison

IJAN has not paid dividends to shareholders, while EMLC's dividend yield for the trailing twelve months is around 6.19%.


PositionTTM20252024202320222021202020192018201720162015
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
6.19%5.91%6.55%5.97%5.54%5.25%4.90%6.25%6.50%5.34%5.32%6.25%
IJAN
Innovator International Developed Power Buffer ETF - January
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IJAN and EMLC have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IJAN has higher volatility (2.24%) compared to EMLC (2.21%). In terms of maximum drawdown, IJAN dropped -22.68% vs EMLC's -32.43%.

On 5-year performance, IJAN leads with 7.13% vs 1.17% for EMLC. On fees, EMLC is cheaper at 0.30% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IJAN has performed better with a 7.13% return vs 1.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMLC is cheaper with a 0.30% expense ratio, compared with 0.85% for IJAN.

EMLC has the higher dividend yield at 6.19%, compared with 0.00% for IJAN.

IJAN is categorized as Defined Outcome, while EMLC is Emerging Markets Bonds. They also come from different issuers: Innovator and VanEck. Their fees differ too: 0.85% for IJAN and 0.30% for EMLC.

IJAN currently has the higher Sharpe Ratio (1.65 vs 1.39), 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.

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