TJUL vs. VOO
Compare and contrast key facts about Innovator Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL) and Vanguard S&P 500 ETF (VOO).
TJUL and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TJUL is an actively managed fund by Innovator. It was launched on Jul 17, 2023. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TJUL or VOO.
Key characteristics
| TJUL | VOO | |
|---|---|---|
| YTD Return | 7.07% | 21.15% |
| 1Y Return | 12.64% | 35.80% |
| Sharpe Ratio | 3.33 | 2.69 |
| Daily Std Dev | 3.67% | 12.57% |
| Max Drawdown | -3.09% | -33.99% |
| Current Drawdown | 0.00% | -0.20% |
Correlation
The correlation between TJUL and VOO is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
TJUL vs. VOO - Performance Comparison
In the year-to-date period, TJUL achieves a 7.07% return, which is significantly lower than VOO's 21.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TJUL vs. VOO - Expense Ratio Comparison
TJUL has a 0.79% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
TJUL vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
TJUL vs. VOO - Dividend Comparison
TJUL has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TJUL Innovator Equity Defined Protection ETF – 2 Yr to July 2025 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
TJUL vs. VOO - Drawdown Comparison
The maximum TJUL drawdown since its inception was -3.09%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TJUL and VOO. For additional features, visit the drawdowns tool.
Volatility
TJUL vs. VOO - Volatility Comparison
The current volatility for Innovator Equity Defined Protection ETF – 2 Yr to July 2025 (TJUL) is 0.78%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.97%. This indicates that TJUL experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.