CPSJ vs DDFM

Comparison between CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - JULY (CPSJ, ETF) and Innovator Equity Dual Directional 15 Buffer ETF March (DDFM, ETF).

CPSJ vs DDFM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CPSJ(ETF)	DDFM(ETF)
Net Assets	$47M	$47M
Expense Ratio	0.69%	0.79%
Max Drawdown	5.36%	3.09%
Sharpe Ratio	0.86	1.21
5Y Beta	0.23	0.30

Net Assets

CPSJ

$47M

DDFM

$47M

Expense Ratio

Winner

CPSJ

0.69%

DDFM

0.79%

Max Drawdown

CPSJ

5.36%

Winner

DDFM

3.09%

Sharpe Ratio

CPSJ

0.86

Winner

DDFM

1.21

5Y Beta

Winner

CPSJ

0.23

DDFM

0.30

CPSJ vs DDFM - Historical Returns

Returns include dividend reinvestment.

Period	CPSJ	DDFM
1 month	+0.82%	+1.24%
3 months	+1.30%	+1.86%
6 months	+3.00%	+4.79%
1 year	+5.83%	N/A
Max(CAGR)	+7.22%	+10.19%

CPSJ

+0.82%

Winner

DDFM

+1.24%

CPSJ

+1.30%

Winner

DDFM

+1.86%

CPSJ

+3.00%

Winner

DDFM

+4.79%

CPSJ

+5.83%

DDFM

N/A

Max(CAGR)

CPSJ

+7.22%

Winner

DDFM

+10.19%

CPSJ vs DDFM - Annual Returns (2024 - 2026)

Returns include dividend reinvestment.

Year	CPSJ	DDFM
2026	+3.79%	+4.79%
2025	+7.28%	N/A
2024	+4.14%	N/A

CPSJ vs DDFM Drawdown Comparison

The maximum drawdown for CPSJ was -5.36%, occurring on Apr 8, 2025. Recovery took 57 trading sessions.

The maximum drawdown for DDFM was -3.09%, occurring on Mar 30, 2026. Recovery took 25 trading sessions.

The current CPSJ drawdown is -0.35%. The current DDFM drawdown is -0.07%.

Rank	CPSJ	DDFM
#1	-5.36% Feb 20, 2025 - May 13, 2025	-3.09% Mar 4, 2026 - Apr 9, 2026
#2	-1.48% Jul 16, 2024 - Aug 15, 2024	-1.04% Jun 4, 2026 - Jun 30, 2026
#3	-1.38% Feb 25, 2026 - Apr 8, 2026	-0.48% Jul 10, 2026 - Jul 31, 2026
#4	-1.10% May 16, 2025 - Jun 2, 2025	-0.40% Aug 14, 2026 - Aug 20, 2026
#5	-0.94% Aug 30, 2024 - Sep 16, 2024	-0.36% May 14, 2026 - May 27, 2026
#6	-0.77% Oct 27, 2025 - Nov 28, 2025	-0.31% May 1, 2026 - May 5, 2026
#7	-0.74% Dec 16, 2024 - Jan 16, 2025	-0.24% Mar 2, 2026 - Mar 4, 2026
#8	-0.65% Sep 25, 2024 - Oct 14, 2024	-0.21% Apr 17, 2026 - Apr 22, 2026
#9	-0.61% Oct 22, 2024 - Nov 6, 2024	-0.18% Apr 22, 2026 - Apr 24, 2026
#10	-0.61% Jan 24, 2025 - Feb 11, 2025	-0.18% Jul 6, 2026 - Jul 9, 2026
#11	-0.50% Nov 11, 2024 - Nov 25, 2024	-0.16% Apr 27, 2026 - Apr 30, 2026
#12	-0.44% Jun 16, 2025 - Jun 23, 2025	-0.13% May 8, 2026 - May 13, 2026
#13	-0.44% Jul 15, 2026 - Aug 3, 2026	-0.12% Aug 7, 2026 - Aug 13, 2026
#14	-0.42% Jun 10, 2025 - Jun 16, 2025	-0.12% Aug 5, 2026 - Aug 7, 2026
#15	-0.41% Aug 14, 2026 - Aug 24, 2026	-0.05% Apr 9, 2026 - Apr 13, 2026