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XTJL vs. FM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XTJL and FM is 0.45, 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.


-0.50.00.51.00.5

Performance

XTJL vs. FM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) and iShares MSCI Frontier 100 ETF (FM). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
29.96%
-9.38%
XTJL
FM

Key characteristics

Sharpe Ratio

XTJL:

2.01

FM:

1.30

Sortino Ratio

XTJL:

2.68

FM:

1.81

Omega Ratio

XTJL:

1.48

FM:

1.27

Calmar Ratio

XTJL:

2.28

FM:

0.42

Martin Ratio

XTJL:

14.07

FM:

4.66

Ulcer Index

XTJL:

1.10%

FM:

2.17%

Daily Std Dev

XTJL:

7.72%

FM:

7.75%

Max Drawdown

XTJL:

-23.24%

FM:

-41.63%

Current Drawdown

XTJL:

-1.22%

FM:

-17.01%

Returns By Period

In the year-to-date period, XTJL achieves a 14.25% return, which is significantly higher than FM's 7.33% return.


XTJL

YTD

14.25%

1M

0.05%

6M

7.28%

1Y

14.78%

5Y*

N/A

10Y*

N/A

FM

YTD

7.33%

1M

-0.32%

6M

0.84%

1Y

9.20%

5Y*

0.90%

10Y*

1.60%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


XTJL vs. FM - Expense Ratio Comparison

Both XTJL and FM have an expense ratio of 0.79%.


XTJL
Innovator U.S. Equity Accelerated Plus ETF - July
Expense ratio chart for XTJL: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for FM: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

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.


Sharpe ratio
The chart of Sharpe ratio for XTJL, currently valued at 2.01, compared to the broader market0.002.004.002.011.30
The chart of Sortino ratio for XTJL, currently valued at 2.68, compared to the broader market-2.000.002.004.006.008.0010.002.681.81
The chart of Omega ratio for XTJL, currently valued at 1.48, compared to the broader market0.501.001.502.002.503.001.481.27
The chart of Calmar ratio for XTJL, currently valued at 2.28, compared to the broader market0.005.0010.0015.002.280.42
The chart of Martin ratio for XTJL, currently valued at 14.07, compared to the broader market0.0020.0040.0060.0080.00100.0014.074.66
XTJL
FM

The current XTJL Sharpe Ratio is 2.01, which is higher than the FM Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of XTJL and FM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.01
1.30
XTJL
FM

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 3.95%.


TTM20232022202120202019201820172016201520142013
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
3.95%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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.22%
-17.01%
XTJL
FM

Volatility

XTJL vs. FM - Volatility Comparison

Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) has a higher volatility of 1.93% compared to iShares MSCI Frontier 100 ETF (FM) at 0.97%. 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.93%
0.97%
XTJL
FM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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