ZAUG vs. FFTY
ZAUG (Innovator Equity Defined Protection ETF - 1 Yr August) and FFTY (CapForce IBD 50 ETF) are both exchange-traded funds - ZAUG is a Defined Outcome fund actively managed by Innovator, while FFTY is a Mid Cap Growth Equities fund tracking the IBD 50 Index. ZAUG is actively managed, while FFTY is passively managed. Over the past year, ZAUG returned 6.85% vs 12.12% for FFTY. Their 0.60 correlation means they have sometimes moved together and sometimes differently. ZAUG charges 0.79%/yr vs 0.80%/yr for FFTY.
Performance
ZAUG vs. FFTY - Performance Comparison
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Returns By Period
In the year-to-date period, ZAUG achieves a 4.21% return, which is significantly lower than FFTY's 9.28% return.
ZAUG
- 1D
- 0.25%
- 1M
- 1.00%
- 6M
- 3.75%
- YTD
- 4.21%
- 1Y
- 6.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.34%
FFTY
- 1D
- 2.48%
- 1M
- -6.44%
- 6M
- 3.01%
- YTD
- 9.28%
- 1Y
- 12.12%
- 3Y*
- 16.47%
- 5Y*
- -2.86%
- 10Y*
- 5.74%
- ALL TIME*
- 4.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $885.01K | $1.10M | $1.50M | |
| $3.51M | $1.80M | $768.54K |
ZAUG vs. FFTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ZAUG Innovator Equity Defined Protection ETF - 1 Yr August | 4.21% | 7.38% | 3.02% |
FFTY CapForce IBD 50 ETF | 9.28% | 23.38% | 9.84% |
Correlation
The correlation between ZAUG and FFTY is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2024 | 0.60 |
The correlation between ZAUG and FFTY has been stable across timeframes, ranging from 0.60 to 0.60 - a consistent structural relationship.
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Return for Risk
ZAUG vs. FFTY — Risk / Return Rank
ZAUG
FFTY
ZAUG vs. FFTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Defined Protection ETF - 1 Yr August (ZAUG) and CapForce IBD 50 ETF (FFTY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ZAUG | FFTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.43 | ||
| Sortino ratioReturn per unit of downside risk | +3.73 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 1.09 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 4.00 | 0.52 | +3.47 |
| Martin ratioReturn relative to average drawdown | 22.92 | 1.27 | +21.65 |
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Drawdowns
ZAUG vs. FFTY - Drawdown Comparison
The maximum ZAUG drawdown since its inception was -4.83%, smaller than the maximum FFTY drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for ZAUG and FFTY.
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Drawdown Indicators
| ZAUG | FFTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.83% | -59.46% | +54.63% |
Max Drawdown (1Y)Largest decline over 1 year | -1.72% | -23.29% | +21.57% |
Max Drawdown (3Y)Largest decline over 3 years | — | -29.60% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -59.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -59.46% | — |
Current DrawdownCurrent decline from peak | 0.00% | -22.98% | +22.98% |
Average DrawdownAverage peak-to-trough decline | -0.39% | -22.32% | +21.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.30% | 9.60% | -9.30% |
Volatility
ZAUG vs. FFTY - Volatility Comparison
The current volatility for Innovator Equity Defined Protection ETF - 1 Yr August (ZAUG) is 0.43%, while CapForce IBD 50 ETF (FFTY) has a volatility of 7.82%. This indicates that ZAUG experiences smaller price fluctuations and is considered to be less risky than FFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ZAUG | FFTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.43% | 7.82% | -7.39% |
Volatility (6M)Calculated over the trailing 6-month period | 2.02% | 28.27% | -26.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.49% | 36.43% | -33.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.47% | 29.77% | -25.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.47% | 27.81% | -23.34% |
ZAUG vs. FFTY - Expense Ratio Comparison
ZAUG has a 0.79% expense ratio, which is lower than FFTY's 0.80% expense ratio.
Dividends
ZAUG vs. FFTY - Dividend Comparison
ZAUG has not paid dividends to shareholders, while FFTY's dividend yield for the trailing twelve months is around 1.23%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FFTY CapForce IBD 50 ETF | 1.23% | 1.35% | 0.91% | 0.65% | 2.75% | 0.22% | 0.00% | 0.00% | 0.00% | 0.17% |
ZAUG Innovator Equity Defined Protection ETF - 1 Yr August | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ZAUG and FFTY have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FFTY has higher volatility (7.82%) compared to ZAUG (0.43%). In terms of maximum drawdown, ZAUG dropped -4.83% vs FFTY's -59.46%.
On 1-year performance, FFTY leads with 12.12% vs 6.85% for ZAUG. On fees, ZAUG is cheaper at 0.79% per year. On volatility, ZAUG has been the lower-risk option at 0.43%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, FFTY has performed better with a 12.12% return vs 6.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ZAUG is cheaper with a 0.79% expense ratio, compared with 0.80% for FFTY.
FFTY has the higher dividend yield at 1.23%, compared with 0.00% for ZAUG.
ZAUG is categorized as Defined Outcome, while FFTY is Mid Cap Growth Equities. They also come from different issuers: Innovator and CapForce. Their fees differ too: 0.79% for ZAUG and 0.80% for FFTY.
ZAUG currently has the higher Sharpe Ratio (2.77 vs 0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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