DDFJ vs DVOL
Comparison between Innovator Equity Dual Directional 15 Buffer ETF January (DDFJ, ETF) and FIRST TRUST DORSEY WRIGHT MOMENTUM & LOW VOLATILITY ETF (DVOL, ETF).
DDFJ vs DVOL - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
DDFJ
$73M
DVOL
$73M
Expense Ratio
DDFJ
0.79%
Winner
DVOL
0.60%
Max Drawdown
Winner
DDFJ
3.34%
DVOL
38.26%
Sharpe Ratio
Winner
DDFJ
0.70
DVOL
-0.09
5Y Beta
Winner
DDFJ
0.36
DVOL
0.61
P/E Ratio
DDFJ
N/A
DVOL
22.84
Forward P/E
DDFJ
N/A
DVOL
20.11
PEG Ratio
DDFJ
N/A
DVOL
0.49
5Y Dividends CAGR
DDFJ
N/A
DVOL
15.81%
5Y EPS CAGR
DDFJ
N/A
DVOL
17.89%
Debt to Equity
DDFJ
N/A
DVOL
46.75%
P/S Ratio
DDFJ
N/A
DVOL
2.32
P/B Ratio
DDFJ
N/A
DVOL
3.36
DDFJ vs DVOL - Historical Returns
Returns include dividend reinvestment.
1M
Winner
DDFJ
+0.18%
DVOL
-1.92%
3M
Winner
DDFJ
+3.17%
DVOL
-0.12%
6M
Winner
DDFJ
+3.26%
DVOL
+2.42%
1Y
DDFJ
N/A
DVOL
+2.84%
5Y(CAGR)
DDFJ
N/A
DVOL
+6.89%
Max(CAGR)
DDFJ
+7.76%
Winner
DVOL
+8.79%
DDFJ vs DVOL - Annual Returns (2018 - 2026)
Returns include dividend reinvestment.
| Year | DDFJ | DVOL |
|---|---|---|
| 2026 | +3.26% | +0.94% |
| 2025 | N/A | +4.42% |
| 2024 | N/A | +25.34% |
| 2023 | N/A | +5.82% |
| 2022 | N/A | -14.19% |
| 2021 | N/A | +31.72% |
| 2020 | N/A | +12.13% |
| 2019 | N/A | +27.22% |
| 2018 | N/A | -9.89% |
DDFJ vs DVOL Drawdown Comparison
The maximum drawdown for DDFJ was -3.34%, occurring on Mar 27, 2026. Recovery took 33 trading sessions.
The maximum drawdown for DVOL was -38.26%, occurring on Mar 23, 2020. Recovery took 211 trading sessions.
The current DDFJ drawdown is -0.63%. The current DVOL drawdown is -4.82%.
| Rank | DDFJ | DVOL |
|---|---|---|
| #1 | -3.34% Feb 25, 2026 - Apr 14, 2026 | -38.26% Feb 18, 2020 - Dec 16, 2020 |
| #2 | -0.78% Jun 4, 2026 - Jun 5, 2026 | -24.65% Dec 31, 2021 - Jul 12, 2024 |
| #3 | -0.73% Jan 9, 2026 - Jan 26, 2026 | -13.88% Sep 14, 2018 - Mar 5, 2019 |
| #4 | -0.68% Jan 27, 2026 - Feb 9, 2026 | -11.65% Nov 29, 2024 - Jan 15, 2026 |
| #5 | -0.65% Feb 9, 2026 - Feb 25, 2026 | -9.82% Feb 9, 2026 - Mar 30, 2026 |
| #6 | -0.61% May 14, 2026 - May 27, 2026 | -8.06% Sep 3, 2021 - Oct 29, 2021 |
| #7 | -0.57% Apr 22, 2026 - May 1, 2026 | -7.86% Jan 8, 2021 - Apr 5, 2021 |
| #8 | -0.45% Apr 17, 2026 - Apr 22, 2026 | -5.41% Sep 26, 2019 - Jan 16, 2020 |
| #9 | -0.28% May 8, 2026 - May 13, 2026 | -4.44% Jul 31, 2024 - Aug 15, 2024 |
| #10 | -0.15% May 28, 2026 - Jun 4, 2026 | -4.34% May 7, 2021 - Jun 29, 2021 |
| #11 | -0.07% May 4, 2026 - May 6, 2026 | -3.89% May 20, 2019 - Jun 6, 2019 |
| #12 | -0.05% May 6, 2026 - May 8, 2026 | -3.56% Nov 16, 2021 - Dec 7, 2021 |
| #13 | -0.03% Jan 6, 2026 - Jan 9, 2026 | -3.32% Sep 4, 2019 - Sep 26, 2019 |
| #14 | N/A | -3.14% Aug 30, 2024 - Sep 16, 2024 |
| #15 | N/A | -2.58% Jul 10, 2019 - Aug 8, 2019 |
Correlation
Correlation between DDFJ and DVOL is 0.39 which considered as a weak positive correlation - the stocks show a slight tendency to move together.
0.39
-101
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