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FDM vs JAJL

Comparison between FIRST TRUST DOW JONES SELECT MICROCAP INDEX FUND (FDM, ETF) and Innovator Equity Defined Protection ETF - 6mo Jan/Jul (JAJL, ETF).

FDM vs JAJL - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
FDM
$249M
JAJL
$249M
Expense Ratio
Winner
FDM
0.60%
JAJL
0.79%
Max Drawdown
FDM
64.00%
Winner
JAJL
2.16%
Sharpe Ratio
FDM
1.35
Winner
JAJL
1.60
5Y Beta
FDM
0.94
Winner
JAJL
0.11
P/E Ratio
FDM
19.31
JAJL
N/A
Forward P/E
FDM
11.51
JAJL
N/A
5Y Dividends CAGR
FDM
8.95%
JAJL
N/A
5Y EPS CAGR
FDM
5.40%
JAJL
N/A
Debt to Equity
FDM
120.37%
JAJL
N/A
P/S Ratio
FDM
0.88
JAJL
N/A
P/B Ratio
FDM
1.44
JAJL
N/A

FDM vs JAJL - Historical Returns

Returns include dividend reinvestment.

1M
Winner
FDM
+5.18%
JAJL
+0.61%
3M
Winner
FDM
+9.56%
JAJL
+2.38%
6M
Winner
FDM
+9.19%
JAJL
+2.97%
1Y
Winner
FDM
+29.81%
JAJL
+7.49%
5Y(CAGR)
FDM
+9.14%
JAJL
N/A
10Y(CAGR)
FDM
+11.93%
JAJL
N/A
Max(CAGR)
Winner
FDM
+8.69%
JAJL
+7.13%

FDM vs JAJL - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

YearFDMJAJL
2026+13.09%+2.63%
2025+18.79%+6.60%
2024+13.46%+4.48%
2023+13.27%N/A
2022-12.56%N/A
2021+37.09%N/A
2020-3.63%N/A
2019+25.23%N/A
2018-13.54%N/A
2017+8.17%N/A
2016+39.60%N/A
2015+1.80%N/A
2014+5.36%N/A
2013+40.37%N/A
2012+13.50%N/A
2011-10.89%N/A
2010+22.46%N/A
2009+20.05%N/A
2008-31.20%N/A
2007-7.21%N/A
2006+14.35%N/A
2005+2.51%N/A

FDM vs JAJL Drawdown Comparison

The maximum drawdown for FDM was -63.45%, occurring on Mar 9, 2009. Recovery took 1411 trading sessions.

The maximum drawdown for JAJL was -2.16%, occurring on Apr 7, 2025. Recovery took 61 trading sessions.

The current FDM drawdown is -1.26%.

RankFDMJAJL
#1-63.45%
Jul 12, 2007 - Feb 19, 2013
-2.16%
Feb 19, 2025 - May 16, 2025
#2-47.76%
Aug 22, 2018 - Jan 7, 2021
-1.31%
Jul 16, 2024 - Aug 16, 2024
#3-23.75%
Nov 11, 2021 - Jul 15, 2024
-1.01%
Feb 25, 2026 - Apr 9, 2026
#4-23.46%
Dec 11, 2024 - Jul 2, 2025
-0.90%
Aug 30, 2024 - Sep 17, 2024
#5-17.78%
Jun 23, 2015 - Jul 12, 2016
-0.70%
Jun 12, 2025 - Jun 24, 2025
#6-14.47%
May 5, 2006 - Nov 15, 2006
-0.65%
May 16, 2025 - Jun 3, 2025
#7-12.49%
Jul 3, 2014 - Dec 23, 2014
-0.47%
Oct 29, 2024 - Nov 6, 2024
#8-11.32%
Jul 31, 2024 - Nov 6, 2024
-0.45%
Nov 12, 2025 - Nov 25, 2025
#9-10.25%
Mar 15, 2021 - Nov 1, 2021
-0.43%
Jan 27, 2026 - Feb 6, 2026
#10-9.30%
Feb 9, 2026 - Apr 14, 2026
-0.41%
Jan 16, 2026 - Jan 26, 2026
#11-9.30%
Dec 24, 2013 - Mar 4, 2014
-0.40%
Jun 4, 2025 - Jun 6, 2025
#12-8.54%
Jan 4, 2017 - Jul 3, 2017
-0.33%
Jan 6, 2025 - Jan 15, 2025
#13-8.43%
Apr 2, 2014 - Jul 3, 2014
-0.32%
Jul 28, 2025 - Aug 8, 2025
#14-8.34%
Jan 19, 2018 - May 9, 2018
-0.32%
Jun 4, 2026 - Jun 15, 2026
#15-7.92%
Feb 22, 2007 - Apr 17, 2007
-0.31%
Feb 10, 2026 - Feb 25, 2026

Correlation

Correlation between FDM and JAJL is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93
-101

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