ZAUG vs FRGN
Comparison between Innovator Equity Defined Protection ETF - 1 Yr August (ZAUG, ETF) and Horizon International Equity ETF (FRGN, ETF).
ZAUG vs FRGN - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
ZAUG
$102M
FRGN
$101M
Expense Ratio
ZAUG
0.79%
Winner
FRGN
0.75%
Max Drawdown
Winner
ZAUG
4.83%
FRGN
12.40%
Sharpe Ratio
ZAUG
1.47
Winner
FRGN
1.81
5Y Beta
Winner
ZAUG
0.21
FRGN
1.35
ZAUG vs FRGN - Historical Returns
Returns include dividend reinvestment.
1M
ZAUG
+0.43%
Winner
FRGN
+1.77%
3M
ZAUG
+2.71%
Winner
FRGN
+16.70%
6M
ZAUG
+3.02%
Winner
FRGN
+24.69%
1Y
ZAUG
+7.52%
FRGN
N/A
Max(CAGR)
ZAUG
+7.45%
Winner
FRGN
+53.34%
ZAUG vs FRGN - Annual Returns (2024 - 2026)
Returns include dividend reinvestment.
| Year | ZAUG | FRGN |
|---|---|---|
| 2026 | +2.77% | +20.69% |
| 2025 | +7.44% | +1.47% |
| 2024 | +3.62% | N/A |
ZAUG vs FRGN Drawdown Comparison
The maximum drawdown for ZAUG was -4.83%, occurring on Apr 8, 2025. Recovery took 60 trading sessions.
The maximum drawdown for FRGN was -12.40%, occurring on Mar 30, 2026. Recovery took 45 trading sessions.
The current ZAUG drawdown is -0.05%. The current FRGN drawdown is -1.58%.
| Rank | ZAUG | FRGN |
|---|---|---|
| #1 | -4.83% Feb 19, 2025 - May 15, 2025 | -12.40% Feb 25, 2026 - Apr 30, 2026 |
| #2 | -1.94% Jan 24, 2025 - Feb 6, 2025 | -5.47% Jun 2, 2026 - Jun 10, 2026 |
| #3 | -1.72% Feb 25, 2026 - Apr 9, 2026 | -3.88% May 13, 2026 - May 29, 2026 |
| #4 | -0.98% Aug 30, 2024 - Sep 13, 2024 | -3.02% Jan 29, 2026 - Feb 9, 2026 |
| #5 | -0.91% May 19, 2025 - Jun 3, 2025 | -2.62% Dec 10, 2025 - Dec 23, 2025 |
| #6 | -0.76% Oct 28, 2025 - Nov 28, 2025 | -1.79% Jan 15, 2026 - Jan 22, 2026 |
| #7 | -0.67% Dec 11, 2024 - Dec 26, 2024 | -1.78% May 11, 2026 - May 13, 2026 |
| #8 | -0.60% Dec 26, 2024 - Jan 15, 2025 | -1.55% May 6, 2026 - May 8, 2026 |
| #9 | -0.53% Oct 22, 2024 - Nov 6, 2024 | -1.34% Feb 11, 2026 - Feb 20, 2026 |
| #10 | -0.46% Aug 1, 2024 - Aug 9, 2024 | -0.86% Jan 6, 2026 - Jan 12, 2026 |
| #11 | -0.44% Sep 30, 2024 - Oct 11, 2024 | -0.76% Apr 30, 2026 - May 5, 2026 |
| #12 | -0.43% Jan 12, 2026 - Feb 9, 2026 | -0.64% Dec 26, 2025 - Jan 2, 2026 |
| #13 | -0.40% Oct 8, 2025 - Oct 20, 2025 | -0.46% Jan 27, 2026 - Jan 29, 2026 |
| #14 | -0.39% Jun 12, 2025 - Jun 16, 2025 | -0.38% Jan 12, 2026 - Jan 14, 2026 |
| #15 | -0.38% Nov 8, 2024 - Nov 22, 2024 | -0.10% Dec 8, 2025 - Dec 10, 2025 |
Correlation
Correlation between ZAUG and FRGN is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.
0.94
-101
Select Stocks to Compare
Popular: ZAUG vs SPYFRGN vs SPY
More Comparisons
Compare with similar stocks