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JULQ vs. FEBP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JULQ vs. FEBP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Premium Income 40 Barrier ETF - July (JULQ) and PGIM US Large-Cap Buffer 12 ETF - February (FEBP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


JULQ

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

FEBP

1D
0.20%
1M
2.26%
YTD
7.00%
6M
7.97%
1Y
18.66%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JULQ vs. FEBP - Yearly Performance Comparison


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Return for Risk

JULQ vs. FEBP — Risk / Return Rank

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

JULQ

FEBP
FEBP Risk / Return Rank: 8383
Overall Rank
FEBP Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FEBP Sortino Ratio Rank: 8787
Sortino Ratio Rank
FEBP Omega Ratio Rank: 8888
Omega Ratio Rank
FEBP Calmar Ratio Rank: 7070
Calmar Ratio Rank
FEBP Martin Ratio Rank: 8686
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.

JULQ vs. FEBP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Premium Income 40 Barrier ETF - July (JULQ) and PGIM US Large-Cap Buffer 12 ETF - February (FEBP). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JULQ vs. FEBP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JULQFEBPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

Sharpe Ratio (All Time)

Calculated using the full available price history

1.54

Drawdowns

JULQ vs. FEBP - Drawdown Comparison

The maximum JULQ drawdown since its inception was 0.00%, smaller than the maximum FEBP drawdown of -12.11%. Use the drawdown chart below to compare losses from any high point for JULQ and FEBP.


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Drawdown Indicators


JULQFEBPDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-12.11%

+12.11%

Max Drawdown (1Y)

Largest decline over 1 year

-5.47%

Current Drawdown

Current decline from peak

0.00%

-0.06%

+0.06%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.91%

+0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

Volatility

JULQ vs. FEBP - Volatility Comparison


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Volatility by Period


JULQFEBPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.39%

Volatility (6M)

Calculated over the trailing 6-month period

5.44%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

6.96%

-6.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

8.98%

-8.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

8.98%

-8.98%

JULQ vs. FEBP - Expense Ratio Comparison

JULQ has a 0.79% expense ratio, which is higher than FEBP's 0.50% expense ratio.


Dividends

JULQ vs. FEBP - Dividend Comparison

Neither JULQ nor FEBP has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, FEBP is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FEBP is cheaper with a 0.50% expense ratio, compared with 0.79% for JULQ.

JULQ and FEBP have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Innovator and PGIM. Their fees differ too: 0.79% for JULQ and 0.50% for FEBP.

Portfolio Optimizer

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