HFMF vs QTJL
Comparison between UNLIMITED HFMF MANAGED FUTURES ETF (HFMF, ETF) and Innovator Growth Accelerated Plus ETF - July (QTJL, ETF).
HFMF vs QTJL - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
HFMF
$22M
QTJL
$22M
Expense Ratio
HFMF
0.97%
Winner
QTJL
0.79%
Max Drawdown
Winner
HFMF
14.69%
QTJL
33.40%
Sharpe Ratio
HFMF
0.71
Winner
QTJL
0.90
5Y Beta
Winner
HFMF
0.53
QTJL
1.09
HFMF vs QTJL - Historical Returns
Returns include dividend reinvestment.
1M
Winner
HFMF
+3.16%
QTJL
-2.37%
3M
HFMF
-3.93%
Winner
QTJL
+0.42%
6M
HFMF
-0.25%
Winner
QTJL
+4.46%
1Y
Winner
HFMF
+14.33%
QTJL
+13.28%
5Y(CAGR)
HFMF
N/A
QTJL
+9.67%
Max(CAGR)
Winner
HFMF
+13.54%
QTJL
+9.85%
HFMF vs QTJL - Annual Returns (2021 - 2026)
Returns include dividend reinvestment.
| Year | HFMF | QTJL |
|---|---|---|
| 2026 | +6.39% | +5.02% |
| 2025 | +6.35% | +21.25% |
| 2024 | N/A | +17.53% |
| 2023 | N/A | +43.41% |
| 2022 | N/A | -30.64% |
| 2021 | N/A | +9.32% |
HFMF vs QTJL Drawdown Comparison
The maximum drawdown for HFMF was -14.69%, occurring on Jun 24, 2026. This drawdown has not yet recovered.
The maximum drawdown for QTJL was -33.40%, occurring on Oct 14, 2022. Recovery took 518 trading sessions.
The current HFMF drawdown is -10.48%. The current QTJL drawdown is -2.47%.
| Rank | HFMF | QTJL |
|---|---|---|
| #1 | -14.69% Mar 10, 2026 - Jun 24, 2026 | -33.40% Dec 27, 2021 - Jan 19, 2024 |
| #2 | -6.55% Oct 20, 2025 - Dec 23, 2025 | -22.43% Feb 19, 2025 - May 13, 2025 |
| #3 | -5.81% Jan 29, 2026 - Feb 25, 2026 | -10.97% Jul 10, 2024 - Oct 9, 2024 |
| #4 | -4.73% Oct 6, 2025 - Oct 20, 2025 | -6.68% Jan 28, 2026 - Apr 9, 2026 |
| #5 | -2.99% Dec 26, 2025 - Jan 5, 2026 | -5.47% Sep 7, 2021 - Oct 21, 2021 |
| #6 | -2.20% Feb 25, 2026 - Mar 6, 2026 | -4.16% Oct 29, 2025 - Dec 3, 2025 |
| #7 | -2.04% Aug 13, 2025 - Aug 22, 2025 | -4.11% Jun 30, 2026 - Jul 20, 2026 |
| #8 | -1.71% Jan 14, 2026 - Jan 21, 2026 | -3.97% Nov 19, 2021 - Dec 27, 2021 |
| #9 | -1.39% Sep 22, 2025 - Oct 6, 2025 | -2.69% Dec 16, 2024 - Jan 21, 2025 |
| #10 | -1.22% Jul 15, 2025 - Jul 22, 2025 | -2.32% Oct 29, 2024 - Nov 6, 2024 |
| #11 | -1.07% Aug 28, 2025 - Sep 11, 2025 | -2.28% Apr 11, 2024 - Apr 29, 2024 |
| #12 | -0.93% Jul 23, 2025 - Aug 7, 2025 | -2.24% Oct 8, 2025 - Oct 20, 2025 |
| #13 | -0.92% Jan 6, 2026 - Jan 9, 2026 | -2.20% Jan 23, 2025 - Feb 10, 2025 |
| #14 | -0.69% Aug 22, 2025 - Aug 27, 2025 | -2.15% Jul 14, 2021 - Jul 22, 2021 |
| #15 | -0.45% Sep 16, 2025 - Sep 22, 2025 | -2.08% Nov 11, 2024 - Nov 26, 2024 |
Correlation
Correlation between HFMF and QTJL is 0.57 which considered as a moderate positive correlation - the stocks show some tendency to move together.
0.57
-101
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