XTJL vs. FM
Compare and contrast key facts about Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) and iShares MSCI Frontier 100 ETF (FM).
XTJL and FM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XTJL is an actively managed fund by Innovator. It was launched on Jul 1, 2021. FM is a passively managed fund by iShares that tracks the performance of the MSCI Frontier Markets 100 Index. It was launched on Sep 12, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XTJL or FM.
Performance
XTJL vs. FM - Performance Comparison
Returns By Period
In the year-to-date period, XTJL achieves a 14.53% return, which is significantly higher than FM's 7.68% return.
XTJL
14.53%
1.95%
8.05%
18.43%
N/A
N/A
FM
7.68%
0.40%
-0.28%
7.49%
2.14%
1.48%
Key characteristics
| XTJL | FM | |
|---|---|---|
| Sharpe Ratio | 2.41 | 0.86 |
| Sortino Ratio | 3.22 | 1.20 |
| Omega Ratio | 1.58 | 1.18 |
| Calmar Ratio | 2.71 | 0.30 |
| Martin Ratio | 16.92 | 3.50 |
| Ulcer Index | 1.09% | 2.14% |
| Daily Std Dev | 7.65% | 8.72% |
| Max Drawdown | -23.24% | -41.63% |
| Current Drawdown | 0.00% | -16.74% |
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XTJL vs. FM - Expense Ratio Comparison
Both XTJL and FM have an expense ratio of 0.79%.
Correlation
The correlation between XTJL and FM is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
XTJL vs. FM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) and iShares MSCI Frontier 100 ETF (FM). 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
XTJL vs. FM - Dividend Comparison
XTJL has not paid dividends to shareholders, while FM's dividend yield for the trailing twelve months is around 4.14%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XTJL Innovator U.S. Equity Accelerated Plus ETF - July | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FM iShares MSCI Frontier 100 ETF | 4.14% | 3.62% | 2.70% | 2.04% | 2.91% | 3.13% | 4.29% | 2.04% | 2.15% | 2.76% | 12.35% | 1.11% |
Drawdowns
XTJL vs. FM - Drawdown Comparison
The maximum XTJL drawdown since its inception was -23.24%, smaller than the maximum FM drawdown of -41.63%. Use the drawdown chart below to compare losses from any high point for XTJL and FM. For additional features, visit the drawdowns tool.
Volatility
XTJL vs. FM - Volatility Comparison
Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) has a higher volatility of 2.16% compared to iShares MSCI Frontier 100 ETF (FM) at 0.87%. This indicates that XTJL's price experiences larger fluctuations and is considered to be riskier than FM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.