PortfoliosLab logoPortfoliosLab logo
SLQD vs. AJAN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLQD vs. AJAN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) and Innovator Equity Defined Protection ETF - 2 Yr To January 2026 (AJAN). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SLQD vs. AJAN - Yearly Performance Comparison


Returns By Period

In the year-to-date period, SLQD achieves a 0.32% return, which is significantly higher than AJAN's -0.63% return.


SLQD

1D
0.03%
1M
-0.45%
YTD
0.32%
6M
1.35%
1Y
4.71%
3Y*
5.23%
5Y*
2.53%
10Y*
2.68%

AJAN

1D
0.11%
1M
-1.26%
YTD
-0.63%
6M
0.58%
1Y
5.17%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


SLQD vs. AJAN - Expense Ratio Comparison

SLQD has a 0.06% expense ratio, which is lower than AJAN's 0.79% expense ratio.


Return for Risk

SLQD vs. AJAN — Risk / Return Rank

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

SLQD
SLQD Risk / Return Rank: 9696
Overall Rank
SLQD Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SLQD Sortino Ratio Rank: 9797
Sortino Ratio Rank
SLQD Omega Ratio Rank: 9797
Omega Ratio Rank
SLQD Calmar Ratio Rank: 9696
Calmar Ratio Rank
SLQD Martin Ratio Rank: 9696
Martin Ratio Rank

AJAN
AJAN Risk / Return Rank: 6868
Overall Rank
AJAN Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
AJAN Sortino Ratio Rank: 6767
Sortino Ratio Rank
AJAN Omega Ratio Rank: 8383
Omega Ratio Rank
AJAN Calmar Ratio Rank: 5555
Calmar Ratio Rank
AJAN Martin Ratio Rank: 7373
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.

SLQD vs. AJAN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) and Innovator Equity Defined Protection ETF - 2 Yr To January 2026 (AJAN). 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.


SLQDAJANDifference

Sharpe ratio

Return per unit of total volatility

2.46

1.18

+1.29

Sortino ratio

Return per unit of downside risk

3.67

1.77

+1.90

Omega ratio

Gain probability vs. loss probability

1.56

1.34

+0.22

Calmar ratio

Return relative to maximum drawdown

4.49

1.56

+2.93

Martin ratio

Return relative to average drawdown

18.52

8.34

+10.19

SLQD vs. AJAN - Sharpe Ratio Comparison

The current SLQD Sharpe Ratio is 2.46, which is higher than the AJAN Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of SLQD and AJAN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SLQDAJANDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.46

1.18

+1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

1.53

-0.69

Correlation

The correlation between SLQD and AJAN is 0.29, 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

SLQD vs. AJAN - Dividend Comparison

SLQD's dividend yield for the trailing twelve months is around 4.26%, while AJAN has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SLQD
iShares 0-5 Year Investment Grade Corporate Bond ETF
4.26%4.15%3.71%2.99%2.00%1.67%2.34%2.89%2.55%1.98%1.81%1.43%
AJAN
Innovator Equity Defined Protection ETF - 2 Yr To January 2026
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SLQD vs. AJAN - Drawdown Comparison

The maximum SLQD drawdown since its inception was -12.69%, which is greater than AJAN's maximum drawdown of -4.11%. Use the drawdown chart below to compare losses from any high point for SLQD and AJAN.


Loading graphics...

Drawdown Indicators


SLQDAJANDifference

Max Drawdown

Largest peak-to-trough decline

-12.69%

-4.11%

-8.58%

Max Drawdown (1Y)

Largest decline over 1 year

-1.06%

-3.34%

+2.28%

Max Drawdown (5Y)

Largest decline over 5 years

-7.63%

Max Drawdown (10Y)

Largest decline over 10 years

-12.69%

Current Drawdown

Current decline from peak

-0.56%

-1.46%

+0.90%

Average Drawdown

Average peak-to-trough decline

-0.88%

-0.30%

-0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.26%

0.63%

-0.37%

Volatility

SLQD vs. AJAN - Volatility Comparison

The current volatility for iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) is 0.73%, while Innovator Equity Defined Protection ETF - 2 Yr To January 2026 (AJAN) has a volatility of 1.38%. This indicates that SLQD experiences smaller price fluctuations and is considered to be less risky than AJAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SLQDAJANDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

1.38%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

1.00%

1.72%

-0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

1.92%

4.42%

-2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.43%

3.86%

-1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.14%

3.86%

-0.72%