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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.

YearZAUGFRGN
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%.

RankZAUGFRGN
#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

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