NJUL vs. VTSAX
Compare and contrast key facts about Innovator Growth-100 Power Buffer ETF - July (NJUL) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
NJUL is a passively managed fund by Innovator that tracks the performance of the NASDAQ-100 Index. It was launched on Jul 1, 2020. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NJUL or VTSAX.
Performance
NJUL vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, NJUL achieves a 12.77% return, which is significantly lower than VTSAX's 26.28% return.
NJUL
12.77%
1.99%
5.45%
16.05%
N/A
N/A
VTSAX
26.28%
4.04%
14.03%
33.65%
15.20%
12.73%
Key characteristics
| NJUL | VTSAX | |
|---|---|---|
| Sharpe Ratio | 1.95 | 2.68 |
| Sortino Ratio | 2.64 | 3.57 |
| Omega Ratio | 1.41 | 1.49 |
| Calmar Ratio | 2.41 | 3.93 |
| Martin Ratio | 10.75 | 17.10 |
| Ulcer Index | 1.49% | 1.97% |
| Daily Std Dev | 8.25% | 12.56% |
| Max Drawdown | -14.37% | -55.34% |
| Current Drawdown | -0.57% | -0.28% |
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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.
Correlation
The correlation between NJUL and VTSAX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
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.
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 1.25%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NJUL Innovator Growth-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 | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
NJUL vs. VTSAX - Drawdown Comparison
The maximum NJUL drawdown since its inception was -14.37%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for NJUL and VTSAX. For additional features, visit the drawdowns tool.
Volatility
NJUL vs. VTSAX - Volatility Comparison
The current volatility for Innovator Growth-100 Power Buffer ETF - July (NJUL) is 2.69%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.18%. 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.