Correlation
The correlation between UJAN and VTI 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.
UJAN vs. VTI
Compare and contrast key facts about Innovator U.S. Equity Ultra Buffer ETF - January (UJAN) and Vanguard Total Stock Market ETF (VTI).
UJAN and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UJAN is a passively managed fund by Innovator that tracks the performance of the Cboe S&P 500 30% (-5% to -35%) Buffer Protect January Series Index. It was launched on Jan 2, 2019. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both UJAN and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UJAN or VTI.
Performance
UJAN vs. VTI - Performance Comparison
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Key characteristics
UJAN:
0.99
VTI:
0.68
UJAN:
1.35
VTI:
0.98
UJAN:
1.22
VTI:
1.14
UJAN:
0.84
VTI:
0.63
UJAN:
3.33
VTI:
2.36
UJAN:
2.27%
VTI:
5.17%
UJAN:
8.26%
VTI:
20.37%
UJAN:
-13.69%
VTI:
-55.45%
UJAN:
-1.22%
VTI:
-4.03%
Returns By Period
In the year-to-date period, UJAN achieves a 1.09% return, which is significantly higher than VTI's 0.38% return.
UJAN
1.09%
2.92%
1.61%
7.73%
9.69%
7.43%
N/A
VTI
0.38%
5.60%
-2.68%
12.80%
13.71%
15.23%
12.13%
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UJAN vs. VTI - Expense Ratio Comparison
UJAN has a 0.79% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
UJAN vs. VTI — Risk-Adjusted Performance Rank
UJAN
VTI
UJAN vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Ultra Buffer ETF - January (UJAN) and Vanguard Total Stock Market ETF (VTI). 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.
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Dividends
UJAN vs. VTI - Dividend Comparison
UJAN has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.29%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UJAN Innovator U.S. Equity Ultra Buffer ETF - January | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
Drawdowns
UJAN vs. VTI - Drawdown Comparison
The maximum UJAN drawdown since its inception was -13.69%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for UJAN and VTI.
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Volatility
UJAN vs. VTI - Volatility Comparison
The current volatility for Innovator U.S. Equity Ultra Buffer ETF - January (UJAN) is 2.37%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.90%. This indicates that UJAN experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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