PJUL vs. FFTY
Compare and contrast key facts about Innovator U.S. Equity Power Buffer ETF - July (PJUL) and Innovator IBD 50 ETF (FFTY).
PJUL and FFTY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PJUL is a passively managed fund by Innovator that tracks the performance of the Cboe S&P 500 Buffer Protect Index July. It was launched on Aug 7, 2018. FFTY is a passively managed fund by Innovator that tracks the performance of the IBD 50 Index. It was launched on Apr 9, 2015. Both PJUL and FFTY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
PJUL vs. FFTY - Performance Comparison
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PJUL vs. FFTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PJUL Innovator U.S. Equity Power Buffer ETF - July | -1.00% | 12.78% | 13.76% | 19.87% | -2.08% | 7.20% | 7.51% | 12.47% | -4.45% |
FFTY Innovator IBD 50 ETF | -4.02% | 23.38% | 18.36% | 12.40% | -51.08% | 11.92% | 18.20% | 25.74% | -22.89% |
Returns By Period
In the year-to-date period, PJUL achieves a -1.00% return, which is significantly higher than FFTY's -4.02% return.
PJUL
- 1D
- 1.63%
- 1M
- -1.76%
- YTD
- -1.00%
- 6M
- 0.81%
- 1Y
- 14.38%
- 3Y*
- 13.26%
- 5Y*
- 9.37%
- 10Y*
- —
FFTY
- 1D
- 5.00%
- 1M
- -18.29%
- YTD
- -4.02%
- 6M
- -9.38%
- 1Y
- 25.53%
- 3Y*
- 13.29%
- 5Y*
- -4.52%
- 10Y*
- 5.25%
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PJUL vs. FFTY - Expense Ratio Comparison
PJUL has a 0.79% expense ratio, which is lower than FFTY's 0.80% expense ratio.
Return for Risk
PJUL vs. FFTY — Risk / Return Rank
PJUL
FFTY
PJUL vs. FFTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Power Buffer ETF - July (PJUL) and Innovator IBD 50 ETF (FFTY). 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.
| PJUL | FFTY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 0.74 | +0.69 |
Sortino ratioReturn per unit of downside risk | 2.17 | 1.14 | +1.03 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.15 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.10 | 1.04 | +1.06 |
Martin ratioReturn relative to average drawdown | 11.87 | 3.05 | +8.82 |
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
| PJUL | FFTY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 0.74 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.10 | -0.16 | +1.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.12 | +0.71 |
Correlation
The correlation between PJUL and FFTY is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
PJUL vs. FFTY - Dividend Comparison
PJUL has not paid dividends to shareholders, while FFTY's dividend yield for the trailing twelve months is around 1.40%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PJUL Innovator U.S. Equity Power Buffer ETF - July | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.82% | 0.00% | 0.00% |
FFTY Innovator IBD 50 ETF | 1.40% | 1.35% | 0.91% | 0.65% | 2.75% | 0.22% | 0.00% | 0.00% | 0.00% | 0.17% |
Drawdowns
PJUL vs. FFTY - Drawdown Comparison
The maximum PJUL drawdown since its inception was -18.17%, smaller than the maximum FFTY drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for PJUL and FFTY.
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Drawdown Indicators
| PJUL | FFTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.17% | -59.46% | +41.29% |
Max Drawdown (1Y)Largest decline over 1 year | -6.99% | -23.29% | +16.30% |
Max Drawdown (5Y)Largest decline over 5 years | -10.69% | -59.46% | +48.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -59.46% | — |
Current DrawdownCurrent decline from peak | -2.07% | -32.35% | +30.28% |
Average DrawdownAverage peak-to-trough decline | -1.50% | -22.38% | +20.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 7.97% | -6.73% |
Volatility
PJUL vs. FFTY - Volatility Comparison
The current volatility for Innovator U.S. Equity Power Buffer ETF - July (PJUL) is 2.90%, while Innovator IBD 50 ETF (FFTY) has a volatility of 14.46%. This indicates that PJUL experiences smaller price fluctuations and is considered to be less risky than FFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PJUL | FFTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 14.46% | -11.56% |
Volatility (6M)Calculated over the trailing 6-month period | 4.16% | 28.72% | -24.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.09% | 34.49% | -24.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.58% | 29.00% | -20.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.12% | 27.17% | -17.05% |