POCT vs. VTI
Compare and contrast key facts about Innovator U.S. Equity Power Buffer ETF - October (POCT) and Vanguard Total Stock Market ETF (VTI).
POCT and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. POCT is a passively managed fund by Innovator that tracks the performance of the Cboe S&P 500 15% Buffer Protect October Series Index. It was launched on Oct 1, 2018. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both POCT and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: POCT or VTI.
Key characteristics
| POCT | VTI | |
|---|---|---|
| YTD Return | 9.63% | 26.21% |
| 1Y Return | 14.15% | 38.35% |
| 3Y Return (Ann) | 9.42% | 8.70% |
| 5Y Return (Ann) | 9.86% | 15.34% |
| Sharpe Ratio | 3.46 | 3.04 |
| Sortino Ratio | 5.24 | 4.05 |
| Omega Ratio | 1.86 | 1.57 |
| Calmar Ratio | 7.42 | 4.46 |
| Martin Ratio | 44.24 | 19.72 |
| Ulcer Index | 0.32% | 1.94% |
| Daily Std Dev | 4.11% | 12.58% |
| Max Drawdown | -18.80% | -55.45% |
| Current Drawdown | -0.20% | -0.39% |
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.
Performance
POCT vs. VTI - Performance Comparison
In the year-to-date period, POCT achieves a 9.63% return, which is significantly lower than VTI's 26.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
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 1.26%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.26% | 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.
Volatility
POCT vs. VTI - Volatility Comparison
The current volatility for Innovator U.S. Equity Power Buffer ETF - October (POCT) is 1.95%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.06%. 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.