AFSM vs ZJAN
Comparison between FIRST TRUST ACTIVE FACTOR SMALL CAP ETF (AFSM, ETF) and Innovator Equity Defined Protection ETF 1 Yr January (ZJAN, ETF).
AFSM vs ZJAN - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
AFSM
$115M
ZJAN
$115M
Expense Ratio
Winner
AFSM
0.75%
ZJAN
0.79%
Max Drawdown
AFSM
43.54%
Winner
ZJAN
3.20%
Sharpe Ratio
Winner
AFSM
1.54
ZJAN
1.19
5Y Beta
AFSM
1.02
Winner
ZJAN
0.15
P/E Ratio
AFSM
18.52
ZJAN
N/A
Forward P/E
AFSM
13.10
ZJAN
N/A
5Y Dividends CAGR
AFSM
17.16%
ZJAN
N/A
5Y EPS CAGR
AFSM
11.46%
ZJAN
N/A
Debt to Equity
AFSM
17.08%
ZJAN
N/A
P/S Ratio
AFSM
1.18
ZJAN
N/A
P/B Ratio
AFSM
2.23
ZJAN
N/A
AFSM vs ZJAN - Historical Returns
Returns include dividend reinvestment.
1M
Winner
AFSM
+1.58%
ZJAN
+0.43%
3M
Winner
AFSM
+11.93%
ZJAN
+1.52%
6M
Winner
AFSM
+15.92%
ZJAN
+2.52%
1Y
Winner
AFSM
+35.61%
ZJAN
+6.28%
5Y(CAGR)
AFSM
+10.28%
ZJAN
N/A
Max(CAGR)
Winner
AFSM
+11.99%
ZJAN
+6.16%
AFSM vs ZJAN - Annual Returns (2019 - 2026)
Returns include dividend reinvestment.
| Year | AFSM | ZJAN |
|---|---|---|
| 2026 | +22.81% | +2.59% |
| 2025 | +9.99% | +6.79% |
| 2024 | +10.93% | N/A |
| 2023 | +22.85% | N/A |
| 2022 | -17.86% | N/A |
| 2021 | +27.36% | N/A |
| 2020 | +8.73% | N/A |
| 2019 | +2.63% | N/A |
AFSM vs ZJAN Drawdown Comparison
The maximum drawdown for AFSM was -43.54%, occurring on Mar 23, 2020. Recovery took 224 trading sessions.
The maximum drawdown for ZJAN was -3.20%, occurring on Apr 8, 2025. Recovery took 61 trading sessions.
The current AFSM drawdown is -1.80%. The current ZJAN drawdown is -0.04%.
| Rank | AFSM | ZJAN |
|---|---|---|
| #1 | -43.54% Jan 16, 2020 - Dec 4, 2020 | -3.20% Feb 19, 2025 - May 16, 2025 |
| #2 | -28.27% Nov 16, 2021 - Feb 15, 2024 | -1.36% Feb 25, 2026 - Apr 13, 2026 |
| #3 | -25.07% Nov 11, 2024 - Sep 11, 2025 | -0.62% Nov 12, 2025 - Nov 25, 2025 |
| #4 | -9.56% Feb 26, 2026 - Apr 14, 2026 | -0.62% May 19, 2025 - Jun 2, 2025 |
| #5 | -9.26% Jul 31, 2024 - Oct 14, 2024 | -0.52% Oct 9, 2025 - Oct 20, 2025 |
| #6 | -8.21% Mar 15, 2021 - Apr 26, 2021 | -0.51% Jan 6, 2025 - Jan 17, 2025 |
| #7 | -8.17% Feb 12, 2021 - Mar 12, 2021 | -0.50% Jun 2, 2026 - Jun 15, 2026 |
| #8 | -8.05% Sep 18, 2025 - Dec 10, 2025 | -0.44% Jan 12, 2026 - Jan 27, 2026 |
| #9 | -7.71% Jul 1, 2021 - Aug 27, 2021 | -0.42% Jul 28, 2025 - Aug 6, 2025 |
| #10 | -7.54% Mar 28, 2024 - May 15, 2024 | -0.36% Feb 10, 2026 - Feb 25, 2026 |
| #11 | -6.30% Apr 27, 2021 - Jun 1, 2021 | -0.33% Jan 28, 2026 - Feb 10, 2026 |
| #12 | -5.51% May 15, 2024 - Jul 15, 2024 | -0.28% Jan 24, 2025 - Feb 13, 2025 |
| #13 | -4.91% Sep 2, 2021 - Oct 20, 2021 | -0.27% Jun 15, 2026 - Jul 1, 2026 |
| #14 | -4.84% Jun 8, 2021 - Jul 1, 2021 | -0.26% Aug 28, 2025 - Sep 4, 2025 |
| #15 | -4.45% Jan 22, 2021 - Feb 4, 2021 | -0.22% Jun 12, 2025 - Jun 23, 2025 |
Correlation
Correlation between AFSM and ZJAN is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.
0.93
-101
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