FMF vs BJUL
Comparison between FIRST TRUST MANAGED FUTURES STRATEGY FUND (FMF, ETF) and Innovator U.S. Equity Buffer ETF - July (BJUL, ETF).
5-Year PerformanceBJUL has outperformed FMF, delivering a return of +11.5% compared to +4.6%
FMF vs BJUL - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
FMF vs BJUL - Historical Returns
Returns include dividend reinvestment.
FMF vs BJUL - Annual Returns (2013 - 2026)
Returns include dividend reinvestment.
| Year | FMF | BJUL |
|---|---|---|
| 2026 | +7.19% | +7.17% |
| 2025 | +4.23% | +14.00% |
| 2024 | +7.67% | +19.20% |
| 2023 | -0.38% | +22.22% |
| 2022 | +4.68% | -7.58% |
| 2021 | +3.45% | +11.66% |
| 2020 | +5.25% | +8.50% |
| 2019 | -5.32% | +17.26% |
| 2018 | -2.31% | -8.49% |
| 2017 | +2.33% | N/A |
| 2016 | -4.09% | N/A |
| 2015 | -0.47% | N/A |
| 2014 | -1.10% | N/A |
| 2013 | +3.46% | N/A |
FMF vs BJUL Drawdown Comparison
The maximum drawdown for FMF was -22.22%, occurring on Mar 24, 2020. Recovery took 2001 trading sessions.
The maximum drawdown for BJUL was -24.03%, occurring on Mar 23, 2020. Recovery took 125 trading sessions.
The current FMF drawdown is -2.66%. The current BJUL drawdown is -0.60%.
| Rank | FMF | BJUL |
|---|---|---|
| #1 | -22.22% Apr 2, 2014 - Mar 14, 2022 | -24.03% Feb 13, 2020 - Aug 12, 2020 |
| #2 | -14.98% Jun 14, 2022 - Oct 6, 2025 | -14.06% Feb 19, 2025 - Jun 24, 2025 |
| #3 | -7.98% Mar 14, 2022 - Jun 9, 2022 | -13.23% Sep 21, 2018 - Apr 23, 2019 |
| #4 | -4.51% May 18, 2026 - Jul 2, 2026 | -13.19% Jan 4, 2022 - Jun 2, 2023 |
| #5 | -3.58% Dec 30, 2013 - Mar 27, 2014 | -7.47% Jul 31, 2023 - Nov 20, 2023 |
| #6 | -3.42% Mar 12, 2026 - Apr 2, 2026 | -6.06% Jul 16, 2024 - Aug 23, 2024 |
| #7 | -3.12% Oct 15, 2025 - Jan 9, 2026 | -5.40% Feb 25, 2026 - Apr 13, 2026 |
| #8 | -2.31% Feb 11, 2026 - Feb 19, 2026 | -4.53% Sep 2, 2020 - Oct 12, 2020 |
| #9 | -2.22% Aug 2, 2013 - Oct 10, 2013 | -4.51% Oct 12, 2020 - Nov 6, 2020 |
| #10 | -1.69% Feb 4, 2026 - Feb 6, 2026 | -4.36% Jul 26, 2019 - Oct 25, 2019 |
| #11 | -1.56% Jan 15, 2026 - Feb 3, 2026 | -3.43% Apr 1, 2024 - May 7, 2024 |
| #12 | -1.47% Oct 22, 2013 - Nov 14, 2013 | -3.07% Aug 30, 2021 - Oct 19, 2021 |
| #13 | -1.28% Apr 29, 2026 - May 12, 2026 | -2.96% Apr 29, 2019 - Jul 2, 2019 |
| #14 | -1.27% Mar 2, 2026 - Mar 4, 2026 | -2.93% Aug 30, 2024 - Sep 17, 2024 |
| #15 | -1.18% Oct 8, 2025 - Oct 13, 2025 | -2.77% Oct 27, 2025 - Nov 28, 2025 |
Correlation
Correlation between FMF and BJUL is 0.87 which considered as a strong positive correlation - the stocks tend to move together.
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