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

Correlation

The correlation between XTJL and FM is 0.44, 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.


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.

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Key characteristics

Returns By Period


XTJL

YTD

4.28%

1M

13.38%

6M

4.82%

1Y

12.71%

3Y*

14.90%

5Y*

N/A

10Y*

N/A

FM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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XTJL vs. FM - Expense Ratio Comparison

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


Risk-Adjusted Performance

XTJL vs. FM — Risk-Adjusted Performance Rank

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

XTJL
The Risk-Adjusted Performance Rank of XTJL is 7272
Overall Rank
The Sharpe Ratio Rank of XTJL is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of XTJL is 6565
Sortino Ratio Rank
The Omega Ratio Rank of XTJL is 8080
Omega Ratio Rank
The Calmar Ratio Rank of XTJL is 7272
Calmar Ratio Rank
The Martin Ratio Rank of XTJL is 7979
Martin Ratio Rank

FM
The Risk-Adjusted Performance Rank of FM is 2020
Overall Rank
The Sharpe Ratio Rank of FM is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of FM is 2020
Sortino Ratio Rank
The Omega Ratio Rank of FM is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FM is 88
Calmar Ratio Rank
The Martin Ratio Rank of FM is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



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Dividends

XTJL vs. FM - Dividend Comparison

Neither XTJL nor FM has paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
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%
FM
iShares MSCI Frontier 100 ETF
3.95%3.95%3.62%0.92%1.19%2.91%1.99%3.94%0.87%4.89%0.00%

Drawdowns

XTJL vs. FM - Drawdown Comparison


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Volatility

XTJL vs. FM - Volatility Comparison


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