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QTJL vs. VFMV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QTJL vs. VFMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Growth Accelerated Plus ETF - July (QTJL) and Vanguard U.S. Minimum Volatility ETF (VFMV). The values are adjusted to include any dividend payments, if applicable.

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QTJL vs. VFMV - 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%
VFMV
Vanguard U.S. Minimum Volatility ETF
2.90%10.52%16.91%8.86%-5.73%9.08%

Returns By Period

In the year-to-date period, QTJL achieves a -1.09% return, which is significantly lower than VFMV's 2.90% return.


QTJL

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

VFMV

1D
0.35%
1M
-4.26%
YTD
2.90%
6M
3.50%
1Y
7.75%
3Y*
12.83%
5Y*
9.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QTJL vs. VFMV - Expense Ratio Comparison

QTJL has a 0.79% expense ratio, which is higher than VFMV's 0.13% expense ratio.


Return for Risk

QTJL vs. VFMV — 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

VFMV
VFMV Risk / Return Rank: 3333
Overall Rank
VFMV Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VFMV Sortino Ratio Rank: 3030
Sortino Ratio Rank
VFMV Omega Ratio Rank: 3131
Omega Ratio Rank
VFMV Calmar Ratio Rank: 3131
Calmar Ratio Rank
VFMV Martin Ratio Rank: 3939
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. VFMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth Accelerated Plus ETF - July (QTJL) and Vanguard U.S. Minimum Volatility ETF (VFMV). 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.


QTJLVFMVDifference

Sharpe ratio

Return per unit of total volatility

1.13

0.63

+0.50

Sortino ratio

Return per unit of downside risk

1.85

0.94

+0.91

Omega ratio

Gain probability vs. loss probability

1.34

1.13

+0.20

Calmar ratio

Return relative to maximum drawdown

1.78

0.80

+0.98

Martin ratio

Return relative to average drawdown

10.86

3.69

+7.18

QTJL vs. VFMV - Sharpe Ratio Comparison

The current QTJL Sharpe Ratio is 1.13, which is higher than the VFMV Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of QTJL and VFMV, 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


QTJLVFMVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

0.63

+0.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.66

-0.21

Correlation

The correlation between QTJL and VFMV is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QTJL vs. VFMV - Dividend Comparison

QTJL has not paid dividends to shareholders, while VFMV's dividend yield for the trailing twelve months is around 2.04%.


TTM20252024202320222021202020192018
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%
VFMV
Vanguard U.S. Minimum Volatility ETF
2.04%2.12%1.46%2.20%2.08%1.31%2.14%2.43%2.29%

Drawdowns

QTJL vs. VFMV - Drawdown Comparison

The maximum QTJL drawdown since its inception was -33.40%, roughly equal to the maximum VFMV drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for QTJL and VFMV.


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Drawdown Indicators


QTJLVFMVDifference

Max Drawdown

Largest peak-to-trough decline

-33.40%

-33.64%

+0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-15.42%

-9.63%

-5.79%

Max Drawdown (5Y)

Largest decline over 5 years

-15.41%

Current Drawdown

Current decline from peak

-2.74%

-4.26%

+1.52%

Average Drawdown

Average peak-to-trough decline

-8.22%

-3.69%

-4.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.09%

+0.44%

Volatility

QTJL vs. VFMV - Volatility Comparison

Innovator Growth Accelerated Plus ETF - July (QTJL) has a higher volatility of 5.68% compared to Vanguard U.S. Minimum Volatility ETF (VFMV) at 3.43%. This indicates that QTJL's price experiences larger fluctuations and is considered to be riskier than VFMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QTJLVFMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

3.43%

+2.25%

Volatility (6M)

Calculated over the trailing 6-month period

8.61%

6.62%

+1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

23.29%

12.28%

+11.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.75%

11.77%

+8.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.75%

14.34%

+6.41%