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QTJL vs. FTGC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QTJL vs. FTGC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Growth Accelerated Plus ETF - July (QTJL) and First Trust Global Tactical Commodity Strategy Fund (FTGC). The values are adjusted to include any dividend payments, if applicable.

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QTJL vs. FTGC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QTJL
Innovator Growth Accelerated Plus ETF - July
-1.09%21.07%16.50%42.39%-30.16%9.32%
FTGC
First Trust Global Tactical Commodity Strategy Fund
24.45%14.61%9.96%-5.36%17.36%6.33%

Returns By Period

In the year-to-date period, QTJL achieves a -1.09% return, which is significantly lower than FTGC's 24.45% return.


QTJL

1D
1.13%
1M
-1.59%
YTD
-1.09%
6M
1.75%
1Y
26.28%
3Y*
18.12%
5Y*
10Y*

FTGC

1D
-0.77%
1M
10.30%
YTD
24.45%
6M
29.10%
1Y
32.53%
3Y*
15.39%
5Y*
15.53%
10Y*
8.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QTJL vs. FTGC - Expense Ratio Comparison

QTJL has a 0.79% expense ratio, which is lower than FTGC's 0.95% expense ratio.


Return for Risk

QTJL vs. FTGC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QTJL
QTJL Risk / Return Rank: 7373
Overall Rank
QTJL Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
QTJL Sortino Ratio Rank: 7070
Sortino Ratio Rank
QTJL Omega Ratio Rank: 8282
Omega Ratio Rank
QTJL Calmar Ratio Rank: 6464
Calmar Ratio Rank
QTJL Martin Ratio Rank: 8585
Martin Ratio Rank

FTGC
FTGC Risk / Return Rank: 8888
Overall Rank
FTGC Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FTGC Sortino Ratio Rank: 8989
Sortino Ratio Rank
FTGC Omega Ratio Rank: 8585
Omega Ratio Rank
FTGC Calmar Ratio Rank: 9090
Calmar Ratio Rank
FTGC Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QTJL vs. FTGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth Accelerated Plus ETF - July (QTJL) and First Trust Global Tactical Commodity Strategy Fund (FTGC). 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.


QTJLFTGCDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.95

-0.82

Sortino ratio

Return per unit of downside risk

1.85

2.56

-0.72

Omega ratio

Gain probability vs. loss probability

1.34

1.35

-0.02

Calmar ratio

Return relative to maximum drawdown

1.78

3.18

-1.40

Martin ratio

Return relative to average drawdown

10.86

10.15

+0.72

QTJL vs. FTGC - Sharpe Ratio Comparison

The current QTJL Sharpe Ratio is 1.13, which is lower than the FTGC Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of QTJL and FTGC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QTJLFTGCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.95

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.23

+0.22

Correlation

The correlation between QTJL and FTGC is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

QTJL vs. FTGC - Dividend Comparison

QTJL has not paid dividends to shareholders, while FTGC's dividend yield for the trailing twelve months is around 15.41%.


TTM202520242023202220212020201920182017
QTJL
Innovator Growth Accelerated Plus ETF - July
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTGC
First Trust Global Tactical Commodity Strategy Fund
15.41%17.74%3.05%3.34%10.35%7.21%0.00%0.81%0.80%1.21%

Drawdowns

QTJL vs. FTGC - Drawdown Comparison

The maximum QTJL drawdown since its inception was -33.40%, smaller than the maximum FTGC drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for QTJL and FTGC.


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Drawdown Indicators


QTJLFTGCDifference

Max Drawdown

Largest peak-to-trough decline

-33.40%

-59.47%

+26.07%

Max Drawdown (1Y)

Largest decline over 1 year

-15.42%

-10.36%

-5.06%

Max Drawdown (5Y)

Largest decline over 5 years

-22.64%

Max Drawdown (10Y)

Largest decline over 10 years

-35.91%

Current Drawdown

Current decline from peak

-2.74%

-0.77%

-1.97%

Average Drawdown

Average peak-to-trough decline

-8.22%

-27.78%

+19.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

3.25%

-0.72%

Volatility

QTJL vs. FTGC - Volatility Comparison

The current volatility for Innovator Growth Accelerated Plus ETF - July (QTJL) is 5.68%, while First Trust Global Tactical Commodity Strategy Fund (FTGC) has a volatility of 6.70%. This indicates that QTJL experiences smaller price fluctuations and is considered to be less risky than FTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QTJLFTGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

6.70%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.61%

12.89%

-4.28%

Volatility (1Y)

Calculated over the trailing 1-year period

23.29%

16.73%

+6.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.75%

15.95%

+4.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.75%

14.69%

+6.06%