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ZJUN vs. FFEB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZJUN vs. FFEB - 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 - February (FFEB). The values are adjusted to include any dividend payments, if applicable.

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ZJUN vs. FFEB - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ZJUN achieves a 0.28% return, which is significantly higher than FFEB's -1.36% return.


ZJUN

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

FFEB

1D
1.97%
1M
-3.34%
YTD
-1.36%
6M
1.28%
1Y
14.47%
3Y*
14.32%
5Y*
9.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZJUN vs. FFEB - Expense Ratio Comparison

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


Return for Risk

ZJUN vs. FFEB — Risk / Return Rank

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

ZJUN

FFEB
FFEB Risk / Return Rank: 7373
Overall Rank
FFEB Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FFEB Sortino Ratio Rank: 7070
Sortino Ratio Rank
FFEB Omega Ratio Rank: 7878
Omega Ratio Rank
FFEB Calmar Ratio Rank: 6868
Calmar Ratio Rank
FFEB Martin Ratio Rank: 8282
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. FFEB - 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 - February (FFEB). 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. FFEB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ZJUNFFEBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

2.71

0.77

+1.94

Correlation

The correlation between ZJUN and FFEB is 0.81, 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. FFEB - Dividend Comparison

Neither ZJUN nor FFEB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZJUN vs. FFEB - Drawdown Comparison

The maximum ZJUN drawdown since its inception was -1.08%, smaller than the maximum FFEB drawdown of -22.81%. Use the drawdown chart below to compare losses from any high point for ZJUN and FFEB.


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Drawdown Indicators


ZJUNFFEBDifference

Max Drawdown

Largest peak-to-trough decline

-1.08%

-22.81%

+21.73%

Max Drawdown (1Y)

Largest decline over 1 year

-8.65%

Max Drawdown (5Y)

Largest decline over 5 years

-13.85%

Current Drawdown

Current decline from peak

-0.43%

-3.87%

+3.44%

Average Drawdown

Average peak-to-trough decline

-0.09%

-2.46%

+2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

Volatility

ZJUN vs. FFEB - Volatility Comparison


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Volatility by Period


ZJUNFFEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

Volatility (6M)

Calculated over the trailing 6-month period

5.65%

Volatility (1Y)

Calculated over the trailing 1-year period

1.91%

12.39%

-10.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.91%

10.88%

-8.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.91%

13.90%

-11.99%