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POCT vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between POCT and VTI 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.


-0.50.00.51.00.9

Performance

POCT vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Power Buffer ETF - October (POCT) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.11%
10.84%
POCT
VTI

Key characteristics

Sharpe Ratio

POCT:

2.53

VTI:

2.05

Sortino Ratio

POCT:

3.58

VTI:

2.74

Omega Ratio

POCT:

1.58

VTI:

1.38

Calmar Ratio

POCT:

5.56

VTI:

3.06

Martin Ratio

POCT:

28.70

VTI:

13.06

Ulcer Index

POCT:

0.37%

VTI:

2.01%

Daily Std Dev

POCT:

4.22%

VTI:

12.79%

Max Drawdown

POCT:

-18.80%

VTI:

-55.45%

Current Drawdown

POCT:

-0.55%

VTI:

-2.48%

Returns By Period

In the year-to-date period, POCT achieves a 10.22% return, which is significantly lower than VTI's 25.60% return.


POCT

YTD

10.22%

1M

0.53%

6M

4.11%

1Y

10.49%

5Y*

9.61%

10Y*

N/A

VTI

YTD

25.60%

1M

-0.53%

6M

10.84%

1Y

25.91%

5Y*

14.22%

10Y*

12.55%

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POCT vs. VTI - Expense Ratio Comparison

POCT has a 0.79% expense ratio, which is higher than VTI's 0.03% expense ratio.


POCT
Innovator U.S. Equity Power Buffer ETF - October
Expense ratio chart for POCT: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

POCT vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Power Buffer ETF - October (POCT) and Vanguard Total Stock Market ETF (VTI). 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.


Sharpe ratio
The chart of Sharpe ratio for POCT, currently valued at 2.53, compared to the broader market0.002.004.002.532.05
The chart of Sortino ratio for POCT, currently valued at 3.58, compared to the broader market-2.000.002.004.006.008.0010.003.582.74
The chart of Omega ratio for POCT, currently valued at 1.58, compared to the broader market0.501.001.502.002.503.001.581.38
The chart of Calmar ratio for POCT, currently valued at 5.56, compared to the broader market0.005.0010.0015.005.563.06
The chart of Martin ratio for POCT, currently valued at 28.70, compared to the broader market0.0020.0040.0060.0080.00100.0028.7013.06
POCT
VTI

The current POCT Sharpe Ratio is 2.53, which is comparable to the VTI Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of POCT and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
2.53
2.05
POCT
VTI

Dividends

POCT vs. VTI - Dividend Comparison

POCT has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.25%.


TTM20232022202120202019201820172016201520142013
POCT
Innovator U.S. Equity Power Buffer ETF - October
0.00%0.00%0.00%0.00%0.00%2.21%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.25%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

POCT vs. VTI - Drawdown Comparison

The maximum POCT drawdown since its inception was -18.80%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for POCT and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.55%
-2.48%
POCT
VTI

Volatility

POCT vs. VTI - Volatility Comparison

The current volatility for Innovator U.S. Equity Power Buffer ETF - October (POCT) is 1.74%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 3.98%. This indicates that POCT experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.74%
3.98%
POCT
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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