TFJL Performance — Innovator 20+ Year Treasury Bond 5 Floor ETF - Quarterly
Data updated: 2026-10-01
TFJL returned −4.81% year to date and −4.90% over one year to Jul 2026. Annualised returns are −1.85% over 3 years and −4.38% over 5 years. The fund trailed its Alternative category average: $100 invested three years ago grew to $95, against $168 for the category, and to $95 over one year, against $108. Volatility over the past three years was 10.02% a year. In the 12 months to Jul 2026 the fund took in a net $22K, and assets reached $7.06M.
TFJL Growth of $100
What $100 invested in Innovator 20+ Year Treasury Bond 5 Floor ETF - Quarterly grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | TFJL | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $95 | $108 |
| 3 years (Aug 2023 – Jul 2026) | $95 | $168 |
| 5 years (Aug 2021 – Jul 2026) | $80 | $159 |
| Since data start (Aug 2020 – Jul 2026) | $76 | $184 |
TFJL Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | −4.81% |
| 1 year | −4.90% |
| 3 years (annualised) | −1.85% |
| 5 years (annualised) | −4.38% |
TFJL Annual Returns
Calendar-year total returns of Innovator 20+ Year Treasury Bond 5 Floor ETF - Quarterly, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | −4.81% |
| 2025 | −0.99% |
| 2024 | −6.85% |
| 2023 | +8.22% |
| 2022 | −17.38% |
| 2021 | −1.53% |
| 2020 (Aug–Dec) | −2.09% |
TFJL Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | −0.2% | +4.1% | −4.2% | −1.4% | 0.0% | +0.9% | −3.8% | — | — | — | — | — |
| 2025 | 0.0% | +5.1% | −1.0% | −1.2% | −2.8% | +0.8% | −1.5% | −0.6% | +3.3% | +0.2% | 0.0% | −2.9% |
| 2024 | −2.2% | −1.9% | −0.6% | −4.5% | +0.7% | +1.0% | +2.3% | +1.8% | +2.0% | −3.7% | −0.3% | −1.3% |
| 2023 | +4.1% | −2.5% | +4.8% | +0.1% | −2.7% | −0.7% | −2.3% | −2.3% | −0.7% | −3.4% | +6.1% | +8.3% |
| 2022 | −2.5% | −1.6% | −1.2% | −3.9% | −1.3% | −0.1% | +1.0% | −3.0% | −3.2% | −2.7% | +2.8% | −2.9% |
| 2021 | −1.5% | −1.4% | −0.5% | +0.1% | −0.3% | −0.1% | +0.4% | +0.6% | −1.2% | +1.4% | +1.7% | −0.6% |
| 2020 | — | — | — | — | — | — | — | −0.7% | 0.0% | −1.1% | +0.2% | −0.5% |
TFJL Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 10.02%
- 3-year Sharpe ratio: -0.63 (vs 4.5% risk-free rate)
- Best month: +8.33% (Dec 2023)
- Worst month: −4.49% (Apr 2024)
TFJL Fund Flows
Monthly money in and out of Innovator 20+ Year Treasury Bond 5 Floor ETF - Quarterly, from SEC Form N-PORT.
- 12-month net flow: $22K
- 12-month gross sales (incl. reinvestments): $62.5M
- Sales ÷ redemptions: 1.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $0 | $0 | $0 |
| Jun 2026 | $7.2M | $7.2M | −$14K |
| May 2026 | $0 | $485K | −$485K |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $0 | $0 | $0 |
| Feb 2026 | $0 | $0 | $0 |
| Jan 2026 | $0 | $0 | $0 |
| Dec 2025 | $8.4M | $9.0M | −$536K |
| Nov 2025 | $0 | $22.9M | −$22.9M |
| Oct 2025 | $23.7M | $11.6M | $12.2M |
| Sep 2025 | $0 | $0 | $0 |
| Aug 2025 | $23.1M | $11.3M | $11.8M |
TFJL Assets Under Management
Net assets of Innovator 20+ Year Treasury Bond 5 Floor ETF - Quarterly by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $7.06M |
| 2026-04-30 | $7.76M |
| 2026-01-31 | $7.89M |
| 2025-10-31 | $31.55M |
| 2025-07-31 | $7.92M |
| 2025-04-30 | $34.91M |
| 2025-01-31 | $33.45M |
| 2024-10-31 | $76.62M |
| 2024-07-31 | $90.33M |
| 2024-04-30 | $60.03M |
| 2024-01-31 | $13.63M |
| 2023-10-31 | $10.26M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.