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FLQM vs PJAN

Comparison between FRANKLIN U.S. MID CAP MULTIFACTOR INDEX ETF (FLQM, ETF) and Innovator U.S. Equity Power Buffer ETF - January (PJAN, ETF).

5-Year PerformancePJAN has outperformed FLQM, delivering a return of +9.0% compared to +7.3%

FLQM vs PJAN - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
FLQM
$1.50B
PJAN
$1.50B
Expense Ratio
Winner
FLQM
0.30%
PJAN
0.79%
Max Drawdown
FLQM
37.41%
Winner
PJAN
21.25%
Sharpe Ratio
FLQM
0.40
Winner
PJAN
1.74
5Y Beta
FLQM
0.73
Winner
PJAN
0.46
P/E Ratio
FLQM
18.89
PJAN
N/A
Forward P/E
FLQM
14.67
PJAN
N/A
PEG Ratio
FLQM
0.08
PJAN
N/A
5Y Dividends CAGR
FLQM
18.54%
PJAN
N/A
5Y EPS CAGR
FLQM
13.43%
PJAN
N/A
Debt to Equity
FLQM
-42.67%
PJAN
N/A

FLQM vs PJAN - Historical Returns

Returns include dividend reinvestment.

1M
Winner
FLQM
+1.90%
PJAN
+0.90%
3M
FLQM
+3.88%
Winner
PJAN
+6.73%
6M
FLQM
+0.51%
Winner
PJAN
+5.68%
1Y
FLQM
+8.18%
Winner
PJAN
+14.76%
5Y(CAGR)
FLQM
+7.32%
Winner
PJAN
+8.96%
10Y(CAGR)
FLQM
+10.63%
PJAN
N/A
Max(CAGR)
Winner
FLQM
+10.63%
PJAN
+9.41%

FLQM vs PJAN - Annual Returns (2017 - 2026)

Returns include dividend reinvestment.

YearFLQMPJAN
2026+0.93%+5.24%
2025+5.53%+11.40%
2024+14.77%+13.70%
2023+17.70%+18.18%
2022-12.00%-5.52%
2021+30.56%+9.55%
2020+15.29%+7.34%
2019+28.84%+12.34%
2018-4.18%N/A
2017+10.32%N/A

FLQM vs PJAN Drawdown Comparison

The maximum drawdown for FLQM was -37.25%, occurring on Mar 23, 2020. Recovery took 137 trading sessions.

The maximum drawdown for PJAN was -21.25%, occurring on Mar 23, 2020. Recovery took 117 trading sessions.

The current FLQM drawdown is -2.67%. The current PJAN drawdown is -0.30%.

RankFLQMPJAN
#1-37.25%
Feb 19, 2020 - Sep 2, 2020
-21.25%
Feb 19, 2020 - Aug 5, 2020
#2-22.51%
Dec 31, 2021 - Dec 14, 2023
-11.93%
Jan 3, 2022 - Apr 13, 2023
#3-19.70%
Nov 25, 2024 - Jan 6, 2026
-10.49%
Feb 19, 2025 - Jun 10, 2025
#4-17.73%
Sep 25, 2018 - Mar 29, 2019
-5.51%
Sep 14, 2023 - Nov 13, 2023
#5-7.76%
Sep 2, 2020 - Oct 9, 2020
-4.63%
Jan 28, 2026 - Apr 13, 2026
#6-7.56%
Feb 6, 2026 - Mar 27, 2026
-3.34%
Jul 16, 2024 - Aug 16, 2024
#7-7.14%
Jan 25, 2018 - Jun 13, 2018
-3.25%
Oct 12, 2020 - Nov 6, 2020
#8-6.80%
Jul 24, 2019 - Oct 28, 2019
-2.37%
Aug 26, 2020 - Oct 8, 2020
#9-6.72%
Mar 28, 2024 - Jul 16, 2024
-2.33%
Mar 28, 2024 - May 7, 2024
#10-6.62%
May 3, 2019 - Jul 3, 2019
-2.28%
Apr 30, 2019 - Jun 18, 2019
#11-6.23%
Sep 2, 2021 - Nov 3, 2021
-2.13%
Jan 20, 2021 - Feb 4, 2021
#12-5.85%
Nov 16, 2021 - Dec 27, 2021
-2.05%
Jul 26, 2019 - Sep 11, 2019
#13-5.38%
Oct 12, 2020 - Nov 5, 2020
-1.69%
Jul 31, 2023 - Aug 30, 2023
#14-5.37%
Jul 31, 2024 - Aug 21, 2024
-1.59%
Jun 2, 2026 - Jun 15, 2026
#15-4.51%
Feb 12, 2021 - Mar 11, 2021
-1.58%
May 7, 2021 - May 26, 2021

Correlation

Correlation between FLQM and PJAN is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96
-101

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