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JULQ vs. FLJJ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JULQ vs. FLJJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Premium Income 40 Barrier ETF - July (JULQ) and Allianzim U.S. Large Cap 6 Month Floor5 Jan/Jul ETF (FLJJ). The values are adjusted to include any dividend payments, if applicable.

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JULQ vs. FLJJ - Yearly Performance Comparison


Returns By Period


JULQ

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

FLJJ

1D
0.51%
1M
-2.07%
YTD
-1.50%
6M
0.79%
1Y
12.11%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JULQ vs. FLJJ - Expense Ratio Comparison

JULQ has a 0.79% expense ratio, which is higher than FLJJ's 0.74% expense ratio.


Return for Risk

JULQ vs. FLJJ — Risk / Return Rank

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

JULQ

FLJJ
FLJJ Risk / Return Rank: 8989
Overall Rank
FLJJ Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FLJJ Sortino Ratio Rank: 9292
Sortino Ratio Rank
FLJJ Omega Ratio Rank: 9090
Omega Ratio Rank
FLJJ Calmar Ratio Rank: 8888
Calmar Ratio Rank
FLJJ Martin Ratio Rank: 9090
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. FLJJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Premium Income 40 Barrier ETF - July (JULQ) and Allianzim U.S. Large Cap 6 Month Floor5 Jan/Jul ETF (FLJJ). 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. FLJJ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JULQFLJJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

Sharpe Ratio (All Time)

Calculated using the full available price history

1.75

Dividends

JULQ vs. FLJJ - Dividend Comparison

Neither JULQ nor FLJJ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

JULQ vs. FLJJ - Drawdown Comparison

The maximum JULQ drawdown since its inception was 0.00%, smaller than the maximum FLJJ drawdown of -6.91%. Use the drawdown chart below to compare losses from any high point for JULQ and FLJJ.


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Drawdown Indicators


JULQFLJJDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-6.91%

+6.91%

Max Drawdown (1Y)

Largest decline over 1 year

-3.86%

Current Drawdown

Current decline from peak

0.00%

-2.45%

+2.45%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.82%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

Volatility

JULQ vs. FLJJ - Volatility Comparison


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Volatility by Period


JULQFLJJDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.16%

Volatility (6M)

Calculated over the trailing 6-month period

3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

6.42%

-6.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

6.31%

-6.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

6.31%

-6.31%