QTJL vs. FTSD
Compare and contrast key facts about Innovator Growth Accelerated Plus ETF - July (QTJL) and Franklin Short Duration U.S. Government ETF (FTSD).
QTJL and FTSD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QTJL is an actively managed fund by Innovator. It was launched on Jul 1, 2021. FTSD is an actively managed fund by Franklin Templeton. It was launched on Nov 4, 2013.
Performance
QTJL vs. FTSD - Performance Comparison
Loading graphics...
QTJL vs. FTSD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
QTJL Innovator Growth Accelerated Plus ETF - July | -1.09% | 21.07% | 16.50% | 42.39% | -30.16% | 9.32% |
FTSD Franklin Short Duration U.S. Government ETF | 0.47% | 5.66% | 5.20% | 4.84% | -3.13% | -0.49% |
Returns By Period
In the year-to-date period, QTJL achieves a -1.09% return, which is significantly lower than FTSD's 0.47% return.
QTJL
- 1D
- 1.13%
- 1M
- -1.59%
- YTD
- -1.09%
- 6M
- 1.75%
- 1Y
- 26.28%
- 3Y*
- 18.12%
- 5Y*
- —
- 10Y*
- —
FTSD
- 1D
- 0.07%
- 1M
- 0.02%
- YTD
- 0.47%
- 6M
- 1.93%
- 1Y
- 4.67%
- 3Y*
- 4.85%
- 5Y*
- 2.41%
- 10Y*
- 2.06%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
QTJL vs. FTSD - Expense Ratio Comparison
QTJL has a 0.79% expense ratio, which is higher than FTSD's 0.25% expense ratio.
Return for Risk
QTJL vs. FTSD — Risk / Return Rank
QTJL
FTSD
QTJL vs. FTSD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator Growth Accelerated Plus ETF - July (QTJL) and Franklin Short Duration U.S. Government ETF (FTSD). 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.
| QTJL | FTSD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 2.39 | -1.25 |
Sortino ratioReturn per unit of downside risk | 1.85 | 3.40 | -1.55 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.60 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.78 | 5.07 | -3.29 |
Martin ratioReturn relative to average drawdown | 10.86 | 23.06 | -12.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| QTJL | FTSD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 2.39 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.32 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.16 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 1.04 | -0.60 |
Correlation
The correlation between QTJL and FTSD is 0.02, 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. FTSD - Dividend Comparison
QTJL has not paid dividends to shareholders, while FTSD's dividend yield for the trailing twelve months is around 4.54%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
FTSD Franklin Short Duration U.S. Government ETF | 4.54% | 4.67% | 4.75% | 4.14% | 1.73% | 1.01% | 1.54% | 2.90% | 2.63% | 2.24% | 1.92% | 1.52% |
Drawdowns
QTJL vs. FTSD - Drawdown Comparison
The maximum QTJL drawdown since its inception was -33.40%, which is greater than FTSD's maximum drawdown of -5.32%. Use the drawdown chart below to compare losses from any high point for QTJL and FTSD.
Loading graphics...
Drawdown Indicators
| QTJL | FTSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.40% | -5.32% | -28.08% |
Max Drawdown (1Y)Largest decline over 1 year | -15.42% | -0.93% | -14.49% |
Max Drawdown (5Y)Largest decline over 5 years | — | -5.08% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.32% | — |
Current DrawdownCurrent decline from peak | -2.74% | -0.07% | -2.67% |
Average DrawdownAverage peak-to-trough decline | -8.22% | -0.61% | -7.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 0.20% | +2.33% |
Volatility
QTJL vs. FTSD - Volatility Comparison
Innovator Growth Accelerated Plus ETF - July (QTJL) has a higher volatility of 5.68% compared to Franklin Short Duration U.S. Government ETF (FTSD) at 0.53%. This indicates that QTJL's price experiences larger fluctuations and is considered to be riskier than FTSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| QTJL | FTSD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 0.53% | +5.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.61% | 0.87% | +7.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.29% | 1.96% | +21.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.75% | 1.83% | +18.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.75% | 1.79% | +18.96% |