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ZJUN vs. FDEC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZJUN vs. FDEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Equity Defined Protection ETF - 1 Yr June (ZJUN) and FT Vest U.S. Equity Buffer ETF - December (FDEC). The values are adjusted to include any dividend payments, if applicable.

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ZJUN vs. FDEC - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ZJUN achieves a 0.28% return, which is significantly higher than FDEC's -2.86% return.


ZJUN

1D
0.65%
1M
-0.37%
YTD
0.28%
6M
1.62%
1Y
3Y*
5Y*
10Y*

FDEC

1D
2.01%
1M
-3.38%
YTD
-2.86%
6M
0.97%
1Y
14.55%
3Y*
13.88%
5Y*
9.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZJUN vs. FDEC - Expense Ratio Comparison

ZJUN has a 0.79% expense ratio, which is lower than FDEC's 0.85% expense ratio.


Return for Risk

ZJUN vs. FDEC — Risk / Return Rank

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

ZJUN

FDEC
FDEC Risk / Return Rank: 7272
Overall Rank
FDEC Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FDEC Sortino Ratio Rank: 6868
Sortino Ratio Rank
FDEC Omega Ratio Rank: 7474
Omega Ratio Rank
FDEC Calmar Ratio Rank: 6868
Calmar Ratio Rank
FDEC Martin Ratio Rank: 8181
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.

ZJUN vs. FDEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Defined Protection ETF - 1 Yr June (ZJUN) and FT Vest U.S. Equity Buffer ETF - December (FDEC). 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.

ZJUN vs. FDEC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ZJUNFDECDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

2.71

0.89

+1.81

Correlation

The correlation between ZJUN and FDEC is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ZJUN vs. FDEC - Dividend Comparison

Neither ZJUN nor FDEC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZJUN vs. FDEC - Drawdown Comparison

The maximum ZJUN drawdown since its inception was -1.08%, smaller than the maximum FDEC drawdown of -15.67%. Use the drawdown chart below to compare losses from any high point for ZJUN and FDEC.


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Drawdown Indicators


ZJUNFDECDifference

Max Drawdown

Largest peak-to-trough decline

-1.08%

-15.67%

+14.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.75%

Max Drawdown (5Y)

Largest decline over 5 years

-15.67%

Current Drawdown

Current decline from peak

-0.43%

-3.94%

+3.51%

Average Drawdown

Average peak-to-trough decline

-0.09%

-2.64%

+2.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

Volatility

ZJUN vs. FDEC - Volatility Comparison


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Volatility by Period


ZJUNFDECDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

Volatility (6M)

Calculated over the trailing 6-month period

6.12%

Volatility (1Y)

Calculated over the trailing 1-year period

1.91%

12.46%

-10.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.91%

11.20%

-9.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.91%

11.12%

-9.21%