NJUL vs. VTSAX

Last updated Jun 4, 2026

NJUL (Innovator Nasdaq-100 Power Buffer ETF - July) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both funds - NJUL is a Nasdaq-100 fund tracking the Invesco QQQ Trust, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 5 years, NJUL returned 10.86%/yr vs 13.04%/yr for VTSAX. Their correlation of 0.87 suggests significant overlap in exposure. NJUL charges 0.79%/yr vs 0.04%/yr for VTSAX.

Performance

NJUL vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Nasdaq-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.

Returns By Period

In the year-to-date period, NJUL achieves a 6.16% return, which is significantly lower than VTSAX's 11.98% return.

NJUL

• 1D: 0.02%
• 1M: 1.39%
• YTD: 6.16%
• 6M: 6.40%
• 1Y: 18.75%
• 3Y*: 14.95%
• 5Y*: 10.86%
• 10Y*: —

VTSAX

• 1D: 0.24%
• 1M: 5.76%
• YTD: 11.98%
• 6M: 11.87%
• 1Y: 29.09%
• 3Y*: 22.34%
• 5Y*: 13.04%
• 10Y*: 15.12%

*Multi-year figures are annualized to reflect compound growth (CAGR)

NJUL vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
NJUL Innovator Nasdaq-100 Power Buffer ETF - July	6.16%	15.67%	13.93%	29.52%	-11.67%	7.86%	8.28%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	11.98%	17.12%	23.23%	26.51%	-19.52%	25.72%	24.67%

Correlation

The correlation between NJUL and VTSAX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (All Time) Calculated using the full available price history since Jul 2, 2020	0.87

The correlation between NJUL and VTSAX has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.

NJUL vs. VTSAX - Sectors Allocation Comparison

Sectors	NJUL	VTSAX
Technology	54.2%	33.3%
Communication Services	15.5%	10.1%
Consumer Cyclical	12.2%	9.8%
Consumer Defensive	7.6%	4.7%
Healthcare	4.2%	9.1%
Industrials	2.8%	9.5%
Utilities	1.4%	2.7%
Basic Materials	1.2%	2.0%
Energy	0.6%	3.8%
Financial Services	0.2%	11.9%
Real Estate	0.1%	2.4%

Return for Risk

NJUL vs. VTSAX — Risk / Return Rank

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

NJUL

NJUL Risk / Return Rank: 80
NJUL Sharpe Ratio Rank: 75
NJUL Sortino Ratio Rank: 79
NJUL Omega Ratio Rank: 81
NJUL Calmar Ratio Rank: 76
NJUL Martin Ratio Rank: 88

VTSAX

VTSAX Risk / Return Rank: 71
VTSAX Sharpe Ratio Rank: 72
VTSAX Sortino Ratio Rank: 65
VTSAX Omega Ratio Rank: 63
VTSAX Calmar Ratio Rank: 74
VTSAX Martin Ratio Rank: 83

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.

NJUL vs. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Nasdaq-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.

	NJUL	VTSAX	Difference
Sharpe ratio Return per unit of total volatility	2.45	2.47	-0.02
Sortino ratio Return per unit of downside risk	3.56	3.36	+0.20
Omega ratio Gain probability vs. loss probability	1.49	1.44	+0.04
Calmar ratio Return relative to maximum drawdown	3.82	3.37	+0.45
Martin ratio Return relative to average drawdown	19.60	15.56	+4.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NJUL vs. VTSAX - Sharpe Ratio Comparison

The current NJUL Sharpe Ratio is 2.45, which is comparable to the VTSAX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of NJUL and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NJUL	VTSAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.45	2.47	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.94	0.76	+0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.01	0.47	+0.54

Drawdowns

NJUL vs. VTSAX - Drawdown Comparison

The maximum NJUL drawdown since its inception was -14.37%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for NJUL and VTSAX.

Drawdown Indicators

	NJUL	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-14.37%	-55.33%	+40.96%
Max Drawdown (1Y) Largest decline over 1 year	-4.93%	-8.92%	+3.99%
Max Drawdown (3Y) Largest decline over 3 years	-13.58%	-19.36%	+5.78%
Max Drawdown (5Y) Largest decline over 5 years	-14.37%	-25.36%	+10.99%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.97%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-2.31%	-9.01%	+6.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.96%	1.93%	-0.97%

Volatility

NJUL vs. VTSAX - Volatility Comparison

The current volatility for Innovator Nasdaq-100 Power Buffer ETF - July (NJUL) is 0.40%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 2.95%. This indicates that NJUL experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NJUL	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.40%	2.95%	-2.55%
Volatility (6M) Calculated over the trailing 6-month period	5.33%	9.19%	-3.86%
Volatility (1Y) Calculated over the trailing 1-year period	7.71%	12.19%	-4.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.56%	17.36%	-5.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.06%	18.41%	-7.35%

NJUL vs. VTSAX - Expense Ratio Comparison

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

Dividends

NJUL vs. VTSAX - Dividend Comparison

NJUL has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.00%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
NJUL Innovator Nasdaq-100 Power Buffer ETF - July	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.00%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both NJUL and VTSAX in my portfolio?

NJUL and VTSAX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NJUL or VTSAX?

VTSAX has higher volatility (2.95%) compared to NJUL (0.40%). In terms of maximum drawdown, NJUL dropped -14.37% vs VTSAX's -55.33%.

Which has better risk-adjusted returns?

VTSAX currently has the higher Sharpe Ratio (2.47 vs 2.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.