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ZJUN vs. FOCT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

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

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ZJUN vs. FOCT - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ZJUN achieves a 0.28% return, which is significantly higher than FOCT's -2.67% return.


ZJUN

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

FOCT

1D
1.94%
1M
-3.34%
YTD
-2.67%
6M
0.36%
1Y
14.89%
3Y*
10.80%
5Y*
7.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZJUN vs. FOCT - Expense Ratio Comparison

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


Return for Risk

ZJUN vs. FOCT — Risk / Return Rank

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

ZJUN

FOCT
FOCT Risk / Return Rank: 7373
Overall Rank
FOCT Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FOCT Sortino Ratio Rank: 7070
Sortino Ratio Rank
FOCT Omega Ratio Rank: 7373
Omega Ratio Rank
FOCT Calmar Ratio Rank: 7070
Calmar Ratio Rank
FOCT 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. FOCT - 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 - October (FOCT). 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. FOCT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ZJUNFOCTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

2.71

0.83

+1.88

Correlation

The correlation between ZJUN and FOCT 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. FOCT - Dividend Comparison

Neither ZJUN nor FOCT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZJUN vs. FOCT - Drawdown Comparison

The maximum ZJUN drawdown since its inception was -1.08%, smaller than the maximum FOCT drawdown of -14.07%. Use the drawdown chart below to compare losses from any high point for ZJUN and FOCT.


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Drawdown Indicators


ZJUNFOCTDifference

Max Drawdown

Largest peak-to-trough decline

-1.08%

-14.07%

+12.99%

Max Drawdown (1Y)

Largest decline over 1 year

-8.51%

Max Drawdown (5Y)

Largest decline over 5 years

-14.07%

Current Drawdown

Current decline from peak

-0.43%

-3.91%

+3.48%

Average Drawdown

Average peak-to-trough decline

-0.09%

-2.31%

+2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.66%

Volatility

ZJUN vs. FOCT - Volatility Comparison


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Volatility by Period


ZJUNFOCTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

Volatility (6M)

Calculated over the trailing 6-month period

6.44%

Volatility (1Y)

Calculated over the trailing 1-year period

1.91%

12.57%

-10.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.91%

11.05%

-9.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.91%

11.00%

-9.09%