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JANJ vs. XDOC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JANJ vs. XDOC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Premium Income 30 Barrier ETF - January (JANJ) and Innovator U.S. Equity Accelerated ETF - October (XDOC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


JANJ

1D
-0.04%
1M
0.74%
YTD
2.40%
6M
2.68%
1Y
5.91%
3Y*
5Y*
10Y*

XDOC

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JANJ vs. XDOC - Yearly Performance Comparison


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Return for Risk

JANJ vs. XDOC — Risk / Return Rank

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

JANJ
JANJ Risk / Return Rank: 8181
Overall Rank
JANJ Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
JANJ Sortino Ratio Rank: 8585
Sortino Ratio Rank
JANJ Omega Ratio Rank: 9494
Omega Ratio Rank
JANJ Calmar Ratio Rank: 6565
Calmar Ratio Rank
JANJ Martin Ratio Rank: 8989
Martin Ratio Rank

XDOC
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.

JANJ vs. XDOC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Premium Income 30 Barrier ETF - January (JANJ) and Innovator U.S. Equity Accelerated ETF - October (XDOC). 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.


JANJXDOCDifference

Sharpe ratio

Return per unit of total volatility

2.35

Sortino ratio

Return per unit of downside risk

3.77

Omega ratio

Gain probability vs. loss probability

1.66

Calmar ratio

Return relative to maximum drawdown

3.16

Martin ratio

Return relative to average drawdown

20.10

JANJ vs. XDOC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JANJXDOCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

Drawdowns

JANJ vs. XDOC - Drawdown Comparison

The maximum JANJ drawdown since its inception was -5.75%, which is greater than XDOC's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for JANJ and XDOC.


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Drawdown Indicators


JANJXDOCDifference

Max Drawdown

Largest peak-to-trough decline

-5.75%

0.00%

-5.75%

Max Drawdown (1Y)

Largest decline over 1 year

-1.88%

Current Drawdown

Current decline from peak

-0.04%

0.00%

-0.04%

Average Drawdown

Average peak-to-trough decline

-0.18%

0.00%

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.29%

Volatility

JANJ vs. XDOC - Volatility Comparison


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Volatility by Period


JANJXDOCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.32%

Volatility (6M)

Calculated over the trailing 6-month period

2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

2.53%

0.00%

+2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.55%

0.00%

+4.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.55%

0.00%

+4.55%

JANJ vs. XDOC - Expense Ratio Comparison

Both JANJ and XDOC have an expense ratio of 0.79%.


Dividends

JANJ vs. XDOC - Dividend Comparison

JANJ's dividend yield for the trailing twelve months is around 5.00%, while XDOC has not paid dividends to shareholders.


Frequently Asked Questions


Both ETFs have the same 0.79% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

JANJ and XDOC have the same expense ratio: 0.79% per year.

JANJ has the higher dividend yield at 5.00%, compared with 0.00% for XDOC.

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