AJUL vs FCTR
Comparison between Innovator Equity Defined Protection ETF - 2 Yr to July 2026 (AJUL, ETF) and FIRST TRUST LUNT U.S. FACTOR ROTATION ETF (FCTR, ETF).
AJUL vs FCTR - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
AJUL
$57M
Winner
FCTR
$57M
Expense Ratio
AJUL
0.79%
Winner
FCTR
0.65%
Max Drawdown
Winner
AJUL
6.06%
FCTR
38.51%
Sharpe Ratio
Winner
AJUL
1.05
FCTR
0.64
5Y Beta
Winner
AJUL
0.26
FCTR
1.00
P/E Ratio
AJUL
N/A
FCTR
43.91
Forward P/E
AJUL
N/A
FCTR
16.33
5Y Dividends CAGR
AJUL
N/A
FCTR
0.71%
5Y EPS CAGR
AJUL
N/A
FCTR
16.51%
Debt to Equity
AJUL
N/A
FCTR
-29.33%
P/S Ratio
AJUL
N/A
FCTR
1.29
P/B Ratio
AJUL
N/A
FCTR
3.12
AJUL vs FCTR - Historical Returns
Returns include dividend reinvestment.
1M
Winner
AJUL
+0.12%
FCTR
-2.89%
3M
AJUL
+1.45%
Winner
FCTR
+5.59%
6M
AJUL
+3.15%
Winner
FCTR
+4.77%
1Y
AJUL
+7.18%
Winner
FCTR
+15.70%
5Y(CAGR)
AJUL
N/A
FCTR
+3.33%
Max(CAGR)
AJUL
+7.64%
Winner
FCTR
+9.60%
AJUL vs FCTR - Annual Returns (2018 - 2026)
Returns include dividend reinvestment.
| Year | AJUL | FCTR |
|---|---|---|
| 2026 | +3.42% | +9.33% |
| 2025 | +7.77% | +8.47% |
| 2024 | +4.51% | +22.03% |
| 2023 | N/A | +1.69% |
| 2022 | N/A | -19.19% |
| 2021 | N/A | +22.20% |
| 2020 | N/A | +29.74% |
| 2019 | N/A | +30.46% |
| 2018 | N/A | -12.94% |
AJUL vs FCTR Drawdown Comparison
The maximum drawdown for AJUL was -6.06%, occurring on Apr 8, 2025. Recovery took 62 trading sessions.
The maximum drawdown for FCTR was -37.11%, occurring on Oct 27, 2023. Recovery took 815 trading sessions.
The current AJUL drawdown is -0.28%. The current FCTR drawdown is -4.17%.
| Rank | AJUL | FCTR |
|---|---|---|
| #1 | -6.06% Feb 19, 2025 - May 19, 2025 | -37.11% Nov 16, 2021 - Feb 18, 2025 |
| #2 | -2.19% Feb 25, 2026 - Apr 8, 2026 | -35.92% Feb 19, 2020 - Jun 3, 2020 |
| #3 | -1.91% Jul 16, 2024 - Aug 15, 2024 | -22.63% Feb 18, 2025 - Oct 8, 2025 |
| #4 | -1.13% Aug 30, 2024 - Sep 12, 2024 | -19.41% Sep 21, 2018 - Mar 21, 2019 |
| #5 | -1.12% Dec 11, 2024 - Jan 21, 2025 | -11.17% Oct 31, 2025 - Dec 10, 2025 |
| #6 | -1.09% Oct 27, 2025 - Nov 26, 2025 | -10.04% Jun 8, 2020 - Aug 17, 2020 |
| #7 | -1.03% Oct 18, 2024 - Nov 7, 2024 | -9.31% Sep 2, 2020 - Oct 12, 2020 |
| #8 | -0.82% Sep 30, 2024 - Oct 18, 2024 | -9.15% Oct 13, 2020 - Nov 17, 2020 |
| #9 | -0.77% May 19, 2025 - Jun 2, 2025 | -8.09% Sep 3, 2021 - Nov 12, 2021 |
| #10 | -0.66% Nov 8, 2024 - Nov 27, 2024 | -7.56% Jan 22, 2026 - May 6, 2026 |
| #11 | -0.61% Oct 6, 2025 - Oct 20, 2025 | -7.14% Jun 4, 2026 - Jul 20, 2026 |
| #12 | -0.52% Feb 2, 2026 - Feb 9, 2026 | -6.96% Mar 15, 2021 - Jun 7, 2021 |
| #13 | -0.45% Jul 29, 2025 - Aug 8, 2025 | -6.41% Jan 14, 2021 - Feb 5, 2021 |
| #14 | -0.44% Jan 16, 2026 - Jan 22, 2026 | -6.15% Jan 17, 2020 - Feb 13, 2020 |
| #15 | -0.44% Aug 21, 2024 - Aug 26, 2024 | -5.47% Jul 15, 2019 - Nov 15, 2019 |
Correlation
Correlation between AJUL and FCTR is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.
0.95
-101
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