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ZOCT vs. FFTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZOCT vs. FFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Equity Defined Protection ETF - 1 Yr October (ZOCT) and Innovator IBD 50 ETF (FFTY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZOCT achieves a 2.64% return, which is significantly lower than FFTY's 20.11% return.


ZOCT

1D
-0.02%
1M
0.82%
YTD
2.64%
6M
2.94%
1Y
7.26%
3Y*
5Y*
10Y*

FFTY

1D
-0.14%
1M
7.67%
YTD
20.11%
6M
21.02%
1Y
38.14%
3Y*
21.57%
5Y*
-0.60%
10Y*
7.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZOCT vs. FFTY - Yearly Performance Comparison


2026 (YTD)20252024
ZOCT
Innovator Equity Defined Protection ETF - 1 Yr October
2.64%6.24%0.68%
FFTY
Innovator IBD 50 ETF
20.11%23.38%8.76%

Correlation

The correlation between ZOCT and FFTY is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2024

0.61

The correlation between ZOCT and FFTY has been stable across timeframes, ranging from 0.59 to 0.61 - a consistent structural relationship.

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Return for Risk

ZOCT vs. FFTY — Risk / Return Rank

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

ZOCT
ZOCT Risk / Return Rank: 9292
Overall Rank
ZOCT Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ZOCT Sortino Ratio Rank: 9595
Sortino Ratio Rank
ZOCT Omega Ratio Rank: 9595
Omega Ratio Rank
ZOCT Calmar Ratio Rank: 8787
Calmar Ratio Rank
ZOCT Martin Ratio Rank: 9393
Martin Ratio Rank

FFTY
FFTY Risk / Return Rank: 3030
Overall Rank
FFTY Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FFTY Sortino Ratio Rank: 2828
Sortino Ratio Rank
FFTY Omega Ratio Rank: 3030
Omega Ratio Rank
FFTY Calmar Ratio Rank: 3333
Calmar Ratio Rank
FFTY Martin Ratio Rank: 3030
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.

ZOCT vs. FFTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Equity Defined Protection ETF - 1 Yr October (ZOCT) and Innovator 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.


ZOCTFFTYDifference
Sharpe ratioReturn per unit of total volatility

+2.16

Sortino ratioReturn per unit of downside risk

+3.78

Omega ratioGain probability vs. loss probability

1.72

1.20

+0.51

Calmar ratioReturn relative to maximum drawdown

4.99

1.65

+3.34

Martin ratioReturn relative to average drawdown

24.15

4.36

+19.79

ZOCT vs. FFTY - Sharpe Ratio Comparison

The current ZOCT Sharpe Ratio is 3.29, which is higher than the FFTY Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of ZOCT and FFTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ZOCTFFTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.29

1.12

+2.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

1.91

0.20

+1.71

Drawdowns

ZOCT vs. FFTY - Drawdown Comparison

The maximum ZOCT drawdown since its inception was -3.18%, smaller than the maximum FFTY drawdown of -59.46%. Use the drawdown chart below to compare losses from any high point for ZOCT and FFTY.


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Drawdown Indicators


ZOCTFFTYDifference

Max Drawdown

Largest peak-to-trough decline

-3.18%

-59.46%

+56.28%

Max Drawdown (1Y)

Largest decline over 1 year

-1.46%

-23.29%

+21.83%

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 Drawdown

Current decline from peak

-0.04%

-15.34%

+15.30%

Average Drawdown

Average peak-to-trough decline

-0.34%

-22.38%

+22.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.30%

8.77%

-8.47%

Volatility

ZOCT vs. FFTY - Volatility Comparison

The current volatility for Innovator Equity Defined Protection ETF - 1 Yr October (ZOCT) is 0.30%, while Innovator IBD 50 ETF (FFTY) has a volatility of 9.42%. This indicates that ZOCT 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


ZOCTFFTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.30%

9.42%

-9.12%

Volatility (6M)

Calculated over the trailing 6-month period

1.69%

26.18%

-24.49%

Volatility (1Y)

Calculated over the trailing 1-year period

2.22%

34.09%

-31.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.04%

29.14%

-26.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.04%

27.41%

-24.37%

ZOCT vs. FFTY - Expense Ratio Comparison

ZOCT has a 0.79% expense ratio, which is lower than FFTY's 0.80% expense ratio.


Dividends

ZOCT vs. FFTY - Dividend Comparison

ZOCT has not paid dividends to shareholders, while FFTY's dividend yield for the trailing twelve months is around 1.12%.


PositionTTM202520242023202220212020201920182017
FFTY
Innovator IBD 50 ETF
1.12%1.35%0.91%0.65%2.75%0.22%0.00%0.00%0.00%0.17%
ZOCT
Innovator Equity Defined Protection ETF - 1 Yr October
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ZOCT and FFTY have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FFTY has higher volatility (9.42%) compared to ZOCT (0.30%). In terms of maximum drawdown, ZOCT dropped -3.18% vs FFTY's -59.46%.

On 1-year performance, FFTY leads with 38.14% vs 7.26% for ZOCT. On fees, ZOCT is cheaper at 0.79% per year. On volatility, ZOCT has been the lower-risk option at 0.30%. 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 38.14% return vs 7.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ZOCT is cheaper with a 0.79% expense ratio, compared with 0.80% for FFTY.

FFTY has the higher dividend yield at 1.12%, compared with 0.00% for ZOCT.

ZOCT is categorized as Defined Outcome, while FFTY is Large Cap Growth Equities. Their fees differ too: 0.79% for ZOCT and 0.80% for FFTY.

ZOCT currently has the higher Sharpe Ratio (3.29 vs 1.12), 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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