QFLR vs. PHEQ

In the year-to-date period, QFLR achieves a -2.40% return, which is significantly lower than PHEQ's 0.75% return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

QFLR has a 0.89% expense ratio, which is higher than PHEQ's 0.29% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Innovator Nasdaq-100 Managed Floor ETF (QFLR) and Parametric Hedged Equity ETF (PHEQ). 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.

The current QFLR Sharpe Ratio is 0.56, which is lower than the PHEQ Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of QFLR and PHEQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

QFLR's dividend yield for the trailing twelve months is around 0.04%, less than PHEQ's 1.44% yield.

The maximum QFLR drawdown since its inception was -13.97%, which is greater than PHEQ's maximum drawdown of -12.55%. Use the drawdown chart below to compare losses from any high point for QFLR and PHEQ.

The current volatility for Innovator Nasdaq-100 Managed Floor ETF (QFLR) is 2.32%, while Parametric Hedged Equity ETF (PHEQ) has a volatility of 3.06%. This indicates that QFLR experiences smaller price fluctuations and is considered to be less risky than PHEQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.