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XDOC vs. PBJA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDOC vs. PBJA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Accelerated ETF - October (XDOC) and PGIM US Large-Cap Buffer 20 ETF - January (PBJA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


XDOC

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

PBJA

1D
-0.14%
1M
1.54%
YTD
4.34%
6M
5.14%
1Y
12.85%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDOC vs. PBJA - Yearly Performance Comparison


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Return for Risk

XDOC vs. PBJA — Risk / Return Rank

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

XDOC

PBJA
PBJA Risk / Return Rank: 8585
Overall Rank
PBJA Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PBJA Sortino Ratio Rank: 9090
Sortino Ratio Rank
PBJA Omega Ratio Rank: 9191
Omega Ratio Rank
PBJA Calmar Ratio Rank: 7373
Calmar Ratio Rank
PBJA Martin Ratio Rank: 8989
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.

XDOC vs. PBJA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Accelerated ETF - October (XDOC) and PGIM US Large-Cap Buffer 20 ETF - January (PBJA). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XDOC vs. PBJA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XDOCPBJADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.80

Sharpe Ratio (All Time)

Calculated using the full available price history

1.76

Drawdowns

XDOC vs. PBJA - Drawdown Comparison

The maximum XDOC drawdown since its inception was 0.00%, smaller than the maximum PBJA drawdown of -8.50%. Use the drawdown chart below to compare losses from any high point for XDOC and PBJA.


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Drawdown Indicators


XDOCPBJADifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-8.50%

+8.50%

Max Drawdown (1Y)

Largest decline over 1 year

-3.58%

Current Drawdown

Current decline from peak

0.00%

-0.14%

+0.14%

Average Drawdown

Average peak-to-trough decline

0.00%

-0.55%

+0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

Volatility

XDOC vs. PBJA - Volatility Comparison


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Volatility by Period


XDOCPBJADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.64%

Volatility (6M)

Calculated over the trailing 6-month period

3.71%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

4.62%

-4.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

6.38%

-6.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

6.38%

-6.38%

XDOC vs. PBJA - Expense Ratio Comparison

XDOC has a 0.79% expense ratio, which is higher than PBJA's 0.50% expense ratio.


Dividends

XDOC vs. PBJA - Dividend Comparison

Neither XDOC nor PBJA has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, PBJA is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBJA is cheaper with a 0.50% expense ratio, compared with 0.79% for XDOC.

XDOC and PBJA have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Innovator and PGIM. Their fees differ too: 0.79% for XDOC and 0.50% for PBJA.

Portfolio Optimizer

Find the right allocation for XDOC and PBJA

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