IJAN vs. IFEB
Compare and contrast key facts about Innovator International Developed Power Buffer ETF - January (IJAN) and Innovator International Developed Power Buffer ETF - February (IFEB).
IJAN and IFEB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IJAN is an actively managed fund by Innovator. It was launched on Dec 31, 2019. IFEB is an actively managed fund by Innovator. It was launched on Jan 31, 2024.
Performance
IJAN vs. IFEB - Performance Comparison
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IJAN vs. IFEB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IJAN Innovator International Developed Power Buffer ETF - January | 0.33% | 19.62% | -0.65% |
IFEB Innovator International Developed Power Buffer ETF - February | -1.37% | 19.46% | 0.54% |
Returns By Period
In the year-to-date period, IJAN achieves a 0.33% return, which is significantly higher than IFEB's -1.37% return.
IJAN
- 1D
- 1.79%
- 1M
- -3.64%
- YTD
- 0.33%
- 6M
- 3.10%
- 1Y
- 13.47%
- 3Y*
- 8.44%
- 5Y*
- 6.72%
- 10Y*
- —
IFEB
- 1D
- 1.83%
- 1M
- -4.29%
- YTD
- -1.37%
- 6M
- 1.47%
- 1Y
- 11.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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IJAN vs. IFEB - Expense Ratio Comparison
Both IJAN and IFEB have an expense ratio of 0.85%.
Return for Risk
IJAN vs. IFEB — Risk / Return Rank
IJAN
IFEB
IJAN vs. IFEB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator International Developed Power Buffer ETF - January (IJAN) and Innovator International Developed Power Buffer ETF - February (IFEB). 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.
| IJAN | IFEB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 1.22 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.93 | 1.74 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.29 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.78 | 1.61 | +0.18 |
Martin ratioReturn relative to average drawdown | 8.29 | 6.65 | +1.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IJAN | IFEB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 1.22 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.91 | -0.41 |
Correlation
The correlation between IJAN and IFEB is 0.92, 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
IJAN vs. IFEB - Dividend Comparison
Neither IJAN nor IFEB has paid dividends to shareholders.
Drawdowns
IJAN vs. IFEB - Drawdown Comparison
The maximum IJAN drawdown since its inception was -22.68%, which is greater than IFEB's maximum drawdown of -8.84%. Use the drawdown chart below to compare losses from any high point for IJAN and IFEB.
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Drawdown Indicators
| IJAN | IFEB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.68% | -8.84% | -13.84% |
Max Drawdown (1Y)Largest decline over 1 year | -7.17% | -6.60% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -16.71% | — | — |
Current DrawdownCurrent decline from peak | -4.02% | -4.48% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -3.00% | -1.70% | -1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 1.60% | -0.06% |
Volatility
IJAN vs. IFEB - Volatility Comparison
Innovator International Developed Power Buffer ETF - January (IJAN) and Innovator International Developed Power Buffer ETF - February (IFEB) have volatilities of 4.64% and 4.52%, 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
| IJAN | IFEB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.64% | 4.52% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 5.61% | 5.46% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.11% | 9.29% | +0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.21% | 9.00% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.59% | 9.00% | +3.59% |