TFJL vs. FFTY
Compare and contrast key facts about Innovator 20+ Year Treasury Bond 5 Floor ETF - Quarterly (TFJL) and Innovator IBD 50 ETF (FFTY).
TFJL and FFTY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TFJL is an actively managed fund by Innovator. It was launched on Aug 17, 2020. FFTY is a passively managed fund by Innovator that tracks the performance of the IBD 50 Index. It was launched on Apr 9, 2015.
Performance
TFJL vs. FFTY - Performance Comparison
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TFJL vs. FFTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TFJL Innovator 20+ Year Treasury Bond 5 Floor ETF - Quarterly | -0.36% | -0.81% | -6.79% | 8.23% | -17.17% | -2.46% | -1.98% |
FFTY Innovator IBD 50 ETF | -4.02% | 23.38% | 18.36% | 12.40% | -51.08% | 11.92% | 8.31% |
Returns By Period
In the year-to-date period, TFJL achieves a -0.36% return, which is significantly higher than FFTY's -4.02% return.
TFJL
- 1D
- 0.34%
- 1M
- -3.93%
- YTD
- -0.36%
- 6M
- -2.81%
- 1Y
- -4.98%
- 3Y*
- -2.28%
- 5Y*
- -3.49%
- 10Y*
- —
FFTY
- 1D
- 5.00%
- 1M
- -18.29%
- YTD
- -4.02%
- 6M
- -9.38%
- 1Y
- 25.53%
- 3Y*
- 13.29%
- 5Y*
- -4.52%
- 10Y*
- 5.25%
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TFJL vs. FFTY - Expense Ratio Comparison
TFJL has a 0.79% expense ratio, which is lower than FFTY's 0.80% expense ratio.
Return for Risk
TFJL vs. FFTY — Risk / Return Rank
TFJL
FFTY
TFJL vs. FFTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator 20+ Year Treasury Bond 5 Floor ETF - Quarterly (TFJL) and Innovator IBD 50 ETF (FFTY). 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.
| TFJL | FFTY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.58 | 0.74 | -1.33 |
Sortino ratioReturn per unit of downside risk | -0.76 | 1.14 | -1.90 |
Omega ratioGain probability vs. loss probability | 0.92 | 1.15 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.49 | 1.04 | -1.53 |
Martin ratioReturn relative to average drawdown | -0.75 | 3.05 | -3.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TFJL | FFTY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.58 | 0.74 | -1.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | -0.16 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.19 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.45 | 0.12 | -0.58 |
Correlation
The correlation between TFJL and FFTY is 0.01, 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
TFJL vs. FFTY - Dividend Comparison
TFJL has not paid dividends to shareholders, while FFTY's dividend yield for the trailing twelve months is around 1.40%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TFJL Innovator 20+ Year Treasury Bond 5 Floor ETF - Quarterly | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FFTY Innovator IBD 50 ETF | 1.40% | 1.35% | 0.91% | 0.65% | 2.75% | 0.22% | 0.00% | 0.00% | 0.00% | 0.17% |
Drawdowns
TFJL vs. FFTY - Drawdown Comparison
The maximum TFJL drawdown since its inception was -25.45%, smaller than the maximum FFTY drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for TFJL and FFTY.
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Drawdown Indicators
| TFJL | FFTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.45% | -59.46% | +34.01% |
Max Drawdown (1Y)Largest decline over 1 year | -8.40% | -23.29% | +14.89% |
Max Drawdown (5Y)Largest decline over 5 years | -23.45% | -59.46% | +36.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -59.46% | — |
Current DrawdownCurrent decline from peak | -21.26% | -32.35% | +11.09% |
Average DrawdownAverage peak-to-trough decline | -14.79% | -22.38% | +7.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.51% | 7.97% | -2.46% |
Volatility
TFJL vs. FFTY - Volatility Comparison
The current volatility for Innovator 20+ Year Treasury Bond 5 Floor ETF - Quarterly (TFJL) is 3.45%, while Innovator IBD 50 ETF (FFTY) has a volatility of 14.46%. This indicates that TFJL experiences smaller price fluctuations and is considered to be less risky than FFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TFJL | FFTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 14.46% | -11.01% |
Volatility (6M)Calculated over the trailing 6-month period | 6.04% | 28.72% | -22.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.61% | 34.49% | -25.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.29% | 29.00% | -19.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.10% | 27.17% | -18.07% |