ASGM vs TFJL

Comparison between Virtus ETF Trust II AlphaSimplex Global Macro (ASGM, ETF) and Innovator 20+ Year Treasury Bond 5 Floor ETF - July (TFJL, ETF).

ASGM vs TFJL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ASGM(ETF)	TFJL(ETF)
Net Assets	$7.70M	$7.80M
Expense Ratio	0.86%	0.79%
Max Drawdown	6.62%	25.45%
Sharpe Ratio	1.84	-0.82
5Y Beta	1.09	0.00

Net Assets

ASGM

$7.70M

Winner

TFJL

$7.80M

Expense Ratio

ASGM

0.86%

Winner

TFJL

0.79%

Max Drawdown

Winner

ASGM

6.62%

TFJL

25.45%

Sharpe Ratio

Winner

ASGM

1.84

TFJL

-0.82

5Y Beta

ASGM

1.09

Winner

TFJL

0.00

ASGM vs TFJL - Historical Returns

Returns include dividend reinvestment.

Period	ASGM	TFJL
1 month	+1.75%	-0.54%
3 months	+9.45%	-4.24%
6 months	+19.17%	-3.28%
1 year	+30.76%	-3.50%
5 years(CAGR)	N/A	-3.78%
Max(CAGR)	+38.02%	-4.34%

Winner

ASGM

+1.75%

TFJL

-0.54%

Winner

ASGM

+9.45%

TFJL

-4.24%

Winner

ASGM

+19.17%

TFJL

-3.28%

Winner

ASGM

+30.76%

TFJL

-3.50%

5Y(CAGR)

ASGM

N/A

TFJL

-3.78%

Max(CAGR)

Winner

ASGM

+38.02%

TFJL

-4.34%

ASGM vs TFJL - Annual Returns (2020 - 2026)

Returns include dividend reinvestment.

Year	ASGM	TFJL
2026	+16.47%	-2.23%
2025	+11.52%	-0.78%
2024	N/A	-6.62%
2023	N/A	+7.15%
2022	N/A	-16.32%
2021	N/A	-1.33%
2020	N/A	-1.98%

ASGM vs TFJL Drawdown Comparison

The maximum drawdown for ASGM was -6.62%, occurring on Mar 30, 2026. Recovery took 28 trading sessions.

The maximum drawdown for TFJL was -25.45%, occurring on Oct 25, 2023. This drawdown has not yet recovered.

The current ASGM drawdown is -4.81%. The current TFJL drawdown is -22.92%.

Rank	ASGM	TFJL
#1	-6.62% Feb 27, 2026 - Apr 9, 2026	-25.45% Sep 8, 2020 - Oct 25, 2023
#2	-5.86% Oct 27, 2025 - Dec 24, 2025	-1.49% Aug 24, 2020 - Sep 8, 2020
#3	-5.17% Jan 29, 2026 - Feb 11, 2026	-0.18% Aug 18, 2020 - Aug 24, 2020
#4	-4.81% Jun 2, 2026 - Jun 5, 2026	N/A
#5	-3.68% Oct 8, 2025 - Oct 20, 2025	N/A
#6	-2.61% Jan 12, 2026 - Jan 22, 2026	N/A
#7	-2.36% May 14, 2026 - May 26, 2026	N/A
#8	-2.29% Feb 11, 2026 - Feb 20, 2026	N/A
#9	-1.53% Sep 22, 2025 - Sep 30, 2025	N/A
#10	-1.38% Dec 26, 2025 - Jan 5, 2026	N/A
#11	-1.32% Aug 28, 2025 - Sep 8, 2025	N/A
#12	-1.32% Oct 20, 2025 - Oct 27, 2025	N/A
#13	-1.31% Aug 13, 2025 - Aug 22, 2025	N/A
#14	-1.01% Apr 30, 2026 - May 6, 2026	N/A
#15	-0.85% Jan 6, 2026 - Jan 9, 2026	N/A

Correlation

Correlation between ASGM and TFJL is -0.57 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.57

-101