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NJUL vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NJUL and VTSAX is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

NJUL vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Growth-100 Power Buffer ETF - July (NJUL) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


NJUL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VTSAX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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NJUL vs. VTSAX - Expense Ratio Comparison

NJUL has a 0.79% expense ratio, which is higher than VTSAX's 0.04% expense ratio.


Risk-Adjusted Performance

NJUL vs. VTSAX — Risk-Adjusted Performance Rank

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

NJUL
The Risk-Adjusted Performance Rank of NJUL is 5151
Overall Rank
The Sharpe Ratio Rank of NJUL is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of NJUL is 4949
Sortino Ratio Rank
The Omega Ratio Rank of NJUL is 5151
Omega Ratio Rank
The Calmar Ratio Rank of NJUL is 5555
Calmar Ratio Rank
The Martin Ratio Rank of NJUL is 5252
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 6161
Overall Rank
The Sharpe Ratio Rank of VTSAX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NJUL vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth-100 Power Buffer ETF - July (NJUL) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.



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Dividends

NJUL vs. VTSAX - Dividend Comparison

Neither NJUL nor VTSAX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NJUL vs. VTSAX - Drawdown Comparison


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Volatility

NJUL vs. VTSAX - Volatility Comparison


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