FAI vs ZMAY

Comparison between FIRST TRUST BLOOMBERG ARTIFICIAL INTELLIGENCE ETF (FAI, ETF) and Innovator Equity Defined Protection ETF 1 Yr May (ZMAY, ETF).

FAI vs ZMAY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FAI(ETF)	ZMAY(ETF)
Net Assets	$97M	$98M
Expense Ratio	0.65%	0.79%
Max Drawdown	27.82%	0.70%
Sharpe Ratio	1.23	0.73
5Y Beta	1.56	0.10
P/E Ratio	38.76	N/A
Forward P/E	19.66	N/A
PEG Ratio	0.22	N/A
5Y EPS CAGR	37.75%	N/A
Debt to Equity	22.00%	N/A
P/S Ratio	9.16	N/A
P/B Ratio	10.07	N/A

Net Assets

FAI

$97M

Winner

ZMAY

$98M

Expense Ratio

Winner

FAI

0.65%

ZMAY

0.79%

Max Drawdown

FAI

27.82%

Winner

ZMAY

0.70%

Sharpe Ratio

Winner

FAI

1.23

ZMAY

0.73

5Y Beta

FAI

1.56

Winner

ZMAY

0.10

P/E Ratio

FAI

38.76

ZMAY

N/A

Forward P/E

FAI

19.66

ZMAY

N/A

PEG Ratio

FAI

0.22

ZMAY

N/A

5Y EPS CAGR

FAI

37.75%

ZMAY

N/A

Debt to Equity

FAI

22.00%

ZMAY

N/A

P/S Ratio

FAI

9.16

ZMAY

N/A

P/B Ratio

FAI

10.07

ZMAY

N/A

FAI vs ZMAY - Historical Returns

Returns include dividend reinvestment.

Period	FAI	ZMAY
1 month	-7.25%	+0.48%
3 months	+15.78%	+1.20%
6 months	+24.07%	+2.38%
1 year	+40.81%	+5.19%
Max(CAGR)	+37.24%	+5.88%

FAI

-7.25%

Winner

ZMAY

+0.48%

Winner

FAI

+15.78%

ZMAY

+1.20%

Winner

FAI

+24.07%

ZMAY

+2.38%

Winner

FAI

+40.81%

ZMAY

+5.19%

Max(CAGR)

Winner

FAI

+37.24%

ZMAY

+5.88%

FAI vs ZMAY - Annual Returns (2024 - 2026)

Returns include dividend reinvestment.

Year	FAI	ZMAY
2026	+23.56%	+2.42%
2025	+32.91%	+4.67%
2024	+2.06%	N/A

FAI vs ZMAY Drawdown Comparison

The maximum drawdown for FAI was -27.82%, occurring on Apr 8, 2025. Recovery took 77 trading sessions.

The maximum drawdown for ZMAY was -0.70%, occurring on Jun 10, 2026. Recovery took 22 trading sessions.

The current FAI drawdown is -11.69%. The current ZMAY drawdown is -0.08%.

Rank	FAI	ZMAY
#1	-27.82% Feb 18, 2025 - Jun 9, 2025	-0.70% Jun 2, 2026 - Jul 6, 2026
#2	-18.84% Oct 29, 2025 - Apr 17, 2026	-0.39% Mar 16, 2026 - Mar 31, 2026
#3	-14.13% Jun 2, 2026 - Jul 17, 2026	-0.39% May 19, 2025 - May 30, 2025
#4	-6.03% Dec 16, 2024 - Jan 22, 2025	-0.34% Nov 12, 2025 - Nov 25, 2025
#5	-5.86% Jan 23, 2025 - Feb 18, 2025	-0.31% Jul 9, 2026 - Jul 13, 2026
#6	-4.45% Aug 13, 2025 - Sep 8, 2025	-0.29% May 14, 2026 - May 26, 2026
#7	-4.32% Oct 9, 2025 - Oct 20, 2025	-0.24% Jul 10, 2025 - Jul 18, 2025
#8	-3.77% May 14, 2026 - May 22, 2026	-0.22% Mar 9, 2026 - Mar 16, 2026
#9	-3.22% Jul 31, 2025 - Aug 8, 2025	-0.20% Jul 23, 2025 - Aug 4, 2025
#10	-2.78% Sep 22, 2025 - Oct 6, 2025	-0.18% Oct 6, 2025 - Oct 20, 2025
#11	-2.55% May 11, 2026 - May 14, 2026	-0.18% Jan 12, 2026 - Jan 27, 2026
#12	-2.38% Apr 22, 2026 - Apr 24, 2026	-0.16% May 2, 2025 - May 12, 2025
#13	-1.85% Jun 16, 2025 - Jun 24, 2025	-0.16% Jun 12, 2025 - Jun 18, 2025
#14	-1.82% Apr 27, 2026 - May 1, 2026	-0.15% Mar 2, 2026 - Mar 9, 2026
#15	-1.77% Dec 6, 2024 - Dec 16, 2024	-0.14% Oct 27, 2025 - Nov 10, 2025