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INFO vs. UJUN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INFO vs. UJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbor PanAgora Dynamic Large Cap Core ETF (INFO) and Innovator U.S. Equity Ultra Buffer ETF - June (UJUN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INFO achieves a 11.55% return, which is significantly higher than UJUN's 3.32% return.


INFO

1D
-0.62%
1M
5.19%
YTD
11.55%
6M
12.01%
1Y
30.07%
3Y*
5Y*
10Y*

UJUN

1D
-0.30%
1M
0.45%
YTD
3.32%
6M
4.16%
1Y
10.04%
3Y*
11.26%
5Y*
6.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

INFO vs. UJUN - Yearly Performance Comparison


2026 (YTD)20252024
INFO
Harbor PanAgora Dynamic Large Cap Core ETF
11.55%19.75%2.19%
UJUN
Innovator U.S. Equity Ultra Buffer ETF - June
3.32%10.63%1.70%

Correlation

The correlation between INFO and UJUN is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Oct 11, 2024

0.89

The correlation between INFO and UJUN has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.

INFO vs. UJUN - Sectors Allocation Comparison


Sectors
INFO
UJUN

Technology

36.0%
36.2%

Financial Services

11.6%
11.9%

Communication Services

10.2%
10.9%

Consumer Cyclical

9.8%
10.1%

Industrials

8.6%
8.1%

Healthcare

8.1%
8.4%

Consumer Defensive

5.2%
4.9%

Energy

4.1%
3.5%

Utilities

2.9%
2.3%

Basic Materials

2.0%
1.8%

Real Estate

1.7%
1.9%

Technology

INFO
36.0%
UJUN
36.2%

Financial Services

INFO
11.6%
UJUN
11.9%

Communication Services

INFO
10.2%
UJUN
10.9%

Consumer Cyclical

INFO
9.8%
UJUN
10.1%

Industrials

INFO
8.6%
UJUN
8.1%

Healthcare

INFO
8.1%
UJUN
8.4%

Consumer Defensive

INFO
5.2%
UJUN
4.9%

Energy

INFO
4.1%
UJUN
3.5%

Utilities

INFO
2.9%
UJUN
2.3%

Basic Materials

INFO
2.0%
UJUN
1.8%

Real Estate

INFO
1.7%
UJUN
1.9%

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Return for Risk

INFO vs. UJUN — Risk / Return Rank

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

INFO
INFO Risk / Return Rank: 7575
Overall Rank
INFO Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
INFO Sortino Ratio Rank: 7676
Sortino Ratio Rank
INFO Omega Ratio Rank: 7474
Omega Ratio Rank
INFO Calmar Ratio Rank: 6969
Calmar Ratio Rank
INFO Martin Ratio Rank: 7979
Martin Ratio Rank

UJUN
UJUN Risk / Return Rank: 8181
Overall Rank
UJUN Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
UJUN Sortino Ratio Rank: 8181
Sortino Ratio Rank
UJUN Omega Ratio Rank: 8888
Omega Ratio Rank
UJUN Calmar Ratio Rank: 7272
Calmar Ratio Rank
UJUN Martin Ratio Rank: 9191
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.

INFO vs. UJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor PanAgora Dynamic Large Cap Core ETF (INFO) and Innovator U.S. Equity Ultra Buffer ETF - June (UJUN). 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.


INFOUJUNDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.43

1.55

-0.11

Calmar ratioReturn relative to maximum drawdown

3.36

3.55

-0.19

Martin ratioReturn relative to average drawdown

15.36

21.84

-6.48

INFO vs. UJUN - Sharpe Ratio Comparison

The current INFO Sharpe Ratio is 2.42, which is comparable to the UJUN Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of INFO and UJUN, 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


INFOUJUNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

2.40

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

1.21

0.77

+0.43

Drawdowns

INFO vs. UJUN - Drawdown Comparison

The maximum INFO drawdown since its inception was -19.60%, which is greater than UJUN's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for INFO and UJUN.


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Drawdown Indicators


INFOUJUNDifference

Max Drawdown

Largest peak-to-trough decline

-19.60%

-13.73%

-5.87%

Max Drawdown (1Y)

Largest decline over 1 year

-8.98%

-2.84%

-6.14%

Max Drawdown (3Y)

Largest decline over 3 years

-11.24%

Max Drawdown (5Y)

Largest decline over 5 years

-11.96%

Current Drawdown

Current decline from peak

-0.62%

-0.30%

-0.32%

Average Drawdown

Average peak-to-trough decline

-2.33%

-2.07%

-0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

0.46%

+1.50%

Volatility

INFO vs. UJUN - Volatility Comparison

Harbor PanAgora Dynamic Large Cap Core ETF (INFO) has a higher volatility of 3.03% compared to Innovator U.S. Equity Ultra Buffer ETF - June (UJUN) at 0.41%. This indicates that INFO's price experiences larger fluctuations and is considered to be riskier than UJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INFOUJUNDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

0.41%

+2.62%

Volatility (6M)

Calculated over the trailing 6-month period

9.36%

3.25%

+6.11%

Volatility (1Y)

Calculated over the trailing 1-year period

12.49%

4.25%

+8.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

8.32%

+9.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.44%

8.77%

+8.67%

INFO vs. UJUN - Expense Ratio Comparison

INFO has a 0.35% expense ratio, which is lower than UJUN's 0.79% expense ratio.


Dividends

INFO vs. UJUN - Dividend Comparison

INFO's dividend yield for the trailing twelve months is around 0.31%, while UJUN has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
INFO
Harbor PanAgora Dynamic Large Cap Core ETF
0.31%0.35%0.16%0.00%0.00%0.00%0.00%0.00%
UJUN
Innovator U.S. Equity Ultra Buffer ETF - June
0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.89%

Frequently Asked Questions


INFO and UJUN have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INFO has higher volatility (3.03%) compared to UJUN (0.41%). In terms of maximum drawdown, INFO dropped -19.60% vs UJUN's -13.73%.

On 1-year performance, INFO leads with 30.07% vs 10.04% for UJUN. On fees, INFO is cheaper at 0.35% per year. On volatility, UJUN has been the lower-risk option at 0.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, INFO has performed better with a 30.07% return vs 10.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

INFO is cheaper with a 0.35% expense ratio, compared with 0.79% for UJUN.

INFO has the higher dividend yield at 0.31%, compared with 0.00% for UJUN.

They also come from different issuers: Harbor and Innovator. Their fees differ too: 0.35% for INFO and 0.79% for UJUN.

INFO currently has the higher Sharpe Ratio (2.42 vs 2.40), 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.

Portfolio Optimizer

Find the right allocation for INFO and UJUN

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