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MRCP vs. XDOC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MRCP vs. XDOC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PGIM US Large-Cap Buffer 12 ETF - March (MRCP) 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


MRCP

1D
-0.22%
1M
2.27%
YTD
7.27%
6M
8.29%
1Y
18.03%
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)

MRCP vs. XDOC - Yearly Performance Comparison


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Return for Risk

MRCP vs. XDOC — Risk / Return Rank

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

MRCP
MRCP Risk / Return Rank: 8787
Overall Rank
MRCP Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
MRCP Sortino Ratio Rank: 9191
Sortino Ratio Rank
MRCP Omega Ratio Rank: 9292
Omega Ratio Rank
MRCP Calmar Ratio Rank: 7575
Calmar Ratio Rank
MRCP Martin Ratio Rank: 9191
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.

MRCP vs. XDOC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PGIM US Large-Cap Buffer 12 ETF - March (MRCP) 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.


MRCPXDOCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.61

Calmar ratioReturn relative to maximum drawdown

3.76

Martin ratioReturn relative to average drawdown

21.57

MRCP vs. XDOC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MRCPXDOCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.91

Sharpe Ratio (All Time)

Calculated using the full available price history

1.60

Drawdowns

MRCP vs. XDOC - Drawdown Comparison

The maximum MRCP drawdown since its inception was -10.73%, which is greater than XDOC's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for MRCP and XDOC.


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Drawdown Indicators


MRCPXDOCDifference

Max Drawdown

Largest peak-to-trough decline

-10.73%

0.00%

-10.73%

Max Drawdown (1Y)

Largest decline over 1 year

-4.81%

Current Drawdown

Current decline from peak

-0.22%

0.00%

-0.22%

Average Drawdown

Average peak-to-trough decline

-0.77%

0.00%

-0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

Volatility

MRCP vs. XDOC - Volatility Comparison


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Volatility by Period


MRCPXDOCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

Volatility (6M)

Calculated over the trailing 6-month period

4.95%

Volatility (1Y)

Calculated over the trailing 1-year period

6.24%

0.00%

+6.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.27%

0.00%

+9.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.27%

0.00%

+9.27%

MRCP vs. XDOC - Expense Ratio Comparison

MRCP has a 0.50% expense ratio, which is lower than XDOC's 0.79% expense ratio.


Dividends

MRCP vs. XDOC - Dividend Comparison

Neither MRCP nor XDOC has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


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

MRCP is cheaper with a 0.50% expense ratio, compared with 0.79% for XDOC.

MRCP and XDOC have nearly identical dividend yields, around 0.00%.

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

Portfolio Optimizer

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