FXO vs PJUL

Comparison between FIRST TRUST FINANCIALS ALPHADEX FUND (FXO, ETF) and Innovator U.S. Equity Power Buffer ETF - July (PJUL, ETF).

5-Year PerformancePJUL has outperformed FXO, delivering a return of +10.4% compared to +9.3%

FXO vs PJUL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FXO(ETF)	PJUL(ETF)
Net Assets	$1B	$1B
Expense Ratio	0.60%	0.79%
Max Drawdown	72.24%	18.17%
Sharpe Ratio	0.80	1.83
5Y Beta	0.90	0.50
P/E Ratio	10.61	N/A
Forward P/E	9.83	N/A
5Y Dividends CAGR	7.96%	N/A
5Y EPS CAGR	14.04%	N/A
Debt to Equity	53.18%	N/A
P/S Ratio	1.67	N/A
P/B Ratio	1.37	N/A

Net Assets

FXO

$1B

PJUL

$1B

Expense Ratio

Winner

FXO

0.60%

PJUL

0.79%

Max Drawdown

FXO

72.24%

Winner

PJUL

18.17%

Sharpe Ratio

FXO

0.80

Winner

PJUL

1.83

5Y Beta

FXO

0.90

Winner

PJUL

0.50

P/E Ratio

FXO

10.61

PJUL

N/A

Forward P/E

FXO

9.83

PJUL

N/A

5Y Dividends CAGR

FXO

7.96%

PJUL

N/A

5Y EPS CAGR

FXO

14.04%

PJUL

N/A

Debt to Equity

FXO

53.18%

PJUL

N/A

P/S Ratio

FXO

1.67

PJUL

N/A

P/B Ratio

FXO

1.37

PJUL

N/A

FXO vs PJUL - Historical Returns

Returns include dividend reinvestment.

Period	FXO	PJUL
1 month	+5.67%	+0.70%
3 months	+11.09%	+4.89%
6 months	+2.62%	+5.35%
1 year	+17.13%	+14.20%
5 years(CAGR)	+9.26%	+10.42%
10 years(CAGR)	+12.99%	N/A
Max(CAGR)	+8.19%	+8.91%

Winner

FXO

+5.67%

PJUL

+0.70%

Winner

FXO

+11.09%

PJUL

+4.89%

FXO

+2.62%

Winner

PJUL

+5.35%

Winner

FXO

+17.13%

PJUL

+14.20%

5Y(CAGR)

FXO

+9.26%

Winner

PJUL

+10.42%

10Y(CAGR)

FXO

+12.99%

PJUL

N/A

Max(CAGR)

FXO

+8.19%

Winner

PJUL

+8.91%

FXO vs PJUL - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	FXO	PJUL
2026	+2.47%	+4.67%
2025	+13.88%	+13.13%
2024	+27.24%	+14.30%
2023	+9.08%	+20.19%
2022	-9.62%	-2.14%
2021	+39.47%	+7.76%
2020	+5.64%	+7.15%
2019	+26.07%	+11.97%
2018	-11.40%	-4.45%
2017	+17.18%	N/A
2016	+20.31%	N/A
2015	+1.29%	N/A
2014	+9.86%	N/A
2013	+36.94%	N/A
2012	+19.02%	N/A
2011	-8.70%	N/A
2010	+18.07%	N/A
2009	+30.70%	N/A
2008	-37.89%	N/A
2007	-20.20%	N/A

FXO vs PJUL Drawdown Comparison

The maximum drawdown for FXO was -71.30%, occurring on Mar 6, 2009. Recovery took 1480 trading sessions.

The maximum drawdown for PJUL was -18.17%, occurring on Mar 23, 2020. Recovery took 75 trading sessions.

The current FXO drawdown is -0.01%. The current PJUL drawdown is -0.16%.

Rank	FXO	PJUL
#1	-71.30% May 24, 2007 - Apr 11, 2013	-18.17% Feb 19, 2020 - Jun 5, 2020
#2	-48.55% Feb 20, 2020 - Dec 4, 2020	-10.69% Feb 19, 2025 - Jun 6, 2025
#3	-28.81% Jan 11, 2022 - Mar 20, 2024	-9.29% Oct 1, 2018 - Apr 8, 2019
#4	-21.48% Sep 20, 2018 - Jul 12, 2019	-8.27% Aug 16, 2022 - Jan 26, 2023
#5	-21.35% Nov 25, 2024 - Aug 13, 2025	-6.92% Mar 29, 2022 - Aug 11, 2022
#6	-19.26% Aug 10, 2015 - Aug 5, 2016	-5.51% Jul 28, 2023 - Nov 17, 2023
#7	-11.72% Feb 6, 2026 - Mar 27, 2026	-4.61% Feb 2, 2023 - Apr 13, 2023
#8	-9.66% Jan 26, 2018 - Aug 20, 2018	-4.46% Jun 8, 2020 - Jul 20, 2020
#9	-9.32% Jun 1, 2021 - Aug 25, 2021	-4.41% Jul 16, 2024 - Aug 19, 2024
#10	-9.12% Nov 3, 2021 - Jan 11, 2022	-4.25% Jan 3, 2022 - Mar 29, 2022
#11	-8.14% Jul 31, 2024 - Aug 23, 2024	-3.64% Feb 25, 2026 - Apr 9, 2026
#12	-8.13% Jul 24, 2019 - Nov 4, 2019	-3.31% May 3, 2019 - Jul 1, 2019
#13	-7.51% Mar 28, 2024 - May 15, 2024	-3.17% Jul 26, 2019 - Oct 17, 2019
#14	-7.20% Sep 2, 2014 - Oct 31, 2014	-3.02% Oct 13, 2020 - Nov 5, 2020
#15	-7.14% Sep 19, 2025 - Dec 10, 2025	-2.82% Aug 28, 2020 - Oct 12, 2020

Correlation

Correlation between FXO and PJUL is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (2007 - 2026)

FXO vs PJUL dividend yield comparison.

Year	FXO	PJUL
2026	0.76%	0.00%
2025	1.78%	0.00%
2024	1.97%	0.00%
2023	2.98%	0.00%
2022	2.49%	0.00%
2021	1.91%	0.00%
2020	2.60%	0.00%
2019	1.72%	0.82%
2018	2.60%	0.00%
2017	1.62%	0.00%
2016	1.35%	0.00%
2015	1.51%	0.00%
2014	1.54%	0.00%
2013	1.21%	0.00%
2012	1.88%	0.00%
2011	2.49%	0.00%
2010	1.27%	0.00%
2009	1.06%	0.00%
2008	2.35%	0.00%
2007	1.32%	0.00%