NJAN vs. VSCSX
Compare and contrast key facts about Innovator Growth-100 Power Buffer ETF - January (NJAN) and Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX).
NJAN is a passively managed fund by Innovator that tracks the performance of the NASDAQ-100 Index. It was launched on Dec 31, 2019. VSCSX is managed by Vanguard. It was launched on Nov 18, 2010.
Performance
NJAN vs. VSCSX - Performance Comparison
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NJAN vs. VSCSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
NJAN Innovator Growth-100 Power Buffer ETF - January | -2.82% | 14.20% | 15.35% | 20.95% | -18.92% | 11.55% | 8.29% |
VSCSX Vanguard Short-Term Corporate Bond Index Fund Admiral Shares | -0.08% | 6.75% | 5.36% | 6.11% | -5.72% | -0.43% | 4.96% |
Returns By Period
In the year-to-date period, NJAN achieves a -2.82% return, which is significantly lower than VSCSX's -0.08% return.
NJAN
- 1D
- 1.72%
- 1M
- -2.59%
- YTD
- -2.82%
- 6M
- 0.34%
- 1Y
- 15.09%
- 3Y*
- 12.08%
- 5Y*
- 6.38%
- 10Y*
- —
VSCSX
- 1D
- 0.23%
- 1M
- -1.04%
- YTD
- -0.08%
- 6M
- 1.17%
- 1Y
- 4.67%
- 3Y*
- 5.44%
- 5Y*
- 2.41%
- 10Y*
- 2.73%
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NJAN vs. VSCSX - Expense Ratio Comparison
NJAN has a 0.79% expense ratio, which is higher than VSCSX's 0.07% expense ratio.
Return for Risk
NJAN vs. VSCSX — Risk / Return Rank
NJAN
VSCSX
NJAN vs. VSCSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator Growth-100 Power Buffer ETF - January (NJAN) and Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX). 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.
| NJAN | VSCSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 2.41 | -1.20 |
Sortino ratioReturn per unit of downside risk | 1.87 | 3.58 | -1.71 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.50 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 3.63 | -1.82 |
Martin ratioReturn relative to average drawdown | 9.34 | 14.67 | -5.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NJAN | VSCSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 2.41 | -1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.90 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.16 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 1.35 | -0.82 |
Correlation
The correlation between NJAN and VSCSX is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
NJAN vs. VSCSX - Dividend Comparison
NJAN has not paid dividends to shareholders, while VSCSX's dividend yield for the trailing twelve months is around 4.02%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NJAN Innovator Growth-100 Power Buffer ETF - January | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VSCSX Vanguard Short-Term Corporate Bond Index Fund Admiral Shares | 4.02% | 4.32% | 4.27% | 3.07% | 1.98% | 1.78% | 2.25% | 2.85% | 2.66% | 2.26% | 1.93% | 2.21% |
Drawdowns
NJAN vs. VSCSX - Drawdown Comparison
The maximum NJAN drawdown since its inception was -20.70%, which is greater than VSCSX's maximum drawdown of -9.36%. Use the drawdown chart below to compare losses from any high point for NJAN and VSCSX.
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Drawdown Indicators
| NJAN | VSCSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.70% | -9.36% | -11.34% |
Max Drawdown (1Y)Largest decline over 1 year | -8.26% | -1.36% | -6.90% |
Max Drawdown (5Y)Largest decline over 5 years | -20.70% | -9.36% | -11.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -9.36% | — |
Current DrawdownCurrent decline from peak | -4.29% | -1.04% | -3.25% |
Average DrawdownAverage peak-to-trough decline | -3.91% | -0.98% | -2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 0.34% | +1.26% |
Volatility
NJAN vs. VSCSX - Volatility Comparison
Innovator Growth-100 Power Buffer ETF - January (NJAN) has a higher volatility of 3.72% compared to Vanguard Short-Term Corporate Bond Index Fund Admiral Shares (VSCSX) at 0.81%. This indicates that NJAN's price experiences larger fluctuations and is considered to be riskier than VSCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NJAN | VSCSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 0.81% | +2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 5.74% | 1.19% | +4.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.51% | 1.98% | +10.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.34% | 2.70% | +9.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.06% | 2.36% | +10.70% |