FCTR vs AJUL

Comparison between FIRST TRUST LUNT U.S. FACTOR ROTATION ETF (FCTR, ETF) and Innovator Equity Defined Protection ETF - 2 Yr to July 2026 (AJUL, ETF).

FCTR vs AJUL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FCTR(ETF)	AJUL(ETF)
Net Assets	$57M	$57M
Expense Ratio	0.65%	0.79%
Max Drawdown	38.51%	6.06%
Sharpe Ratio	0.64	1.05
5Y Beta	1.00	0.26
P/E Ratio	43.91	N/A
Forward P/E	16.33	N/A
5Y Dividends CAGR	0.71%	N/A
5Y EPS CAGR	16.51%	N/A
Debt to Equity	-29.33%	N/A
P/S Ratio	1.29	N/A
P/B Ratio	3.12	N/A

Net Assets

Winner

FCTR

$57M

AJUL

$57M

Expense Ratio

Winner

FCTR

0.65%

AJUL

0.79%

Max Drawdown

FCTR

38.51%

Winner

AJUL

6.06%

Sharpe Ratio

FCTR

0.64

Winner

AJUL

1.05

5Y Beta

FCTR

1.00

Winner

AJUL

0.26

P/E Ratio

FCTR

43.91

AJUL

N/A

Forward P/E

FCTR

16.33

AJUL

N/A

5Y Dividends CAGR

FCTR

0.71%

AJUL

N/A

5Y EPS CAGR

FCTR

16.51%

AJUL

N/A

Debt to Equity

FCTR

-29.33%

AJUL

N/A

P/S Ratio

FCTR

1.29

AJUL

N/A

P/B Ratio

FCTR

3.12

AJUL

N/A

FCTR vs AJUL - Historical Returns

Returns include dividend reinvestment.

Period	FCTR	AJUL
1 month	-2.89%	+0.12%
3 months	+5.59%	+1.45%
6 months	+4.77%	+3.15%
1 year	+15.70%	+7.18%
5 years(CAGR)	+3.33%	N/A
Max(CAGR)	+9.60%	+7.64%

FCTR

-2.89%

Winner

AJUL

+0.12%

Winner

FCTR

+5.59%

AJUL

+1.45%

Winner

FCTR

+4.77%

AJUL

+3.15%

Winner

FCTR

+15.70%

AJUL

+7.18%

5Y(CAGR)

FCTR

+3.33%

AJUL

N/A

Max(CAGR)

Winner

FCTR

+9.60%

AJUL

+7.64%

FCTR vs AJUL - Annual Returns (2018 - 2026)

Returns include dividend reinvestment.

Year	FCTR	AJUL
2026	+9.33%	+3.42%
2025	+8.47%	+7.77%
2024	+22.03%	+4.51%
2023	+1.69%	N/A
2022	-19.19%	N/A
2021	+22.20%	N/A
2020	+29.74%	N/A
2019	+30.46%	N/A
2018	-12.94%	N/A

FCTR vs AJUL Drawdown Comparison

The maximum drawdown for FCTR was -37.11%, occurring on Oct 27, 2023. Recovery took 815 trading sessions.

The maximum drawdown for AJUL was -6.06%, occurring on Apr 8, 2025. Recovery took 62 trading sessions.

The current FCTR drawdown is -4.17%. The current AJUL drawdown is -0.28%.

Rank	FCTR	AJUL
#1	-37.11% Nov 16, 2021 - Feb 18, 2025	-6.06% Feb 19, 2025 - May 19, 2025
#2	-35.92% Feb 19, 2020 - Jun 3, 2020	-2.19% Feb 25, 2026 - Apr 8, 2026
#3	-22.63% Feb 18, 2025 - Oct 8, 2025	-1.91% Jul 16, 2024 - Aug 15, 2024
#4	-19.41% Sep 21, 2018 - Mar 21, 2019	-1.13% Aug 30, 2024 - Sep 12, 2024
#5	-11.17% Oct 31, 2025 - Dec 10, 2025	-1.12% Dec 11, 2024 - Jan 21, 2025
#6	-10.04% Jun 8, 2020 - Aug 17, 2020	-1.09% Oct 27, 2025 - Nov 26, 2025
#7	-9.31% Sep 2, 2020 - Oct 12, 2020	-1.03% Oct 18, 2024 - Nov 7, 2024
#8	-9.15% Oct 13, 2020 - Nov 17, 2020	-0.82% Sep 30, 2024 - Oct 18, 2024
#9	-8.09% Sep 3, 2021 - Nov 12, 2021	-0.77% May 19, 2025 - Jun 2, 2025
#10	-7.56% Jan 22, 2026 - May 6, 2026	-0.66% Nov 8, 2024 - Nov 27, 2024
#11	-7.14% Jun 4, 2026 - Jul 20, 2026	-0.61% Oct 6, 2025 - Oct 20, 2025
#12	-6.96% Mar 15, 2021 - Jun 7, 2021	-0.52% Feb 2, 2026 - Feb 9, 2026
#13	-6.41% Jan 14, 2021 - Feb 5, 2021	-0.45% Jul 29, 2025 - Aug 8, 2025
#14	-6.15% Jan 17, 2020 - Feb 13, 2020	-0.44% Jan 16, 2026 - Jan 22, 2026
#15	-5.47% Jul 15, 2019 - Nov 15, 2019	-0.44% Aug 21, 2024 - Aug 26, 2024