KJAN vs RGLO

Comparison between Innovator U.S. Small Cap Power Buffer ETF - January (KJAN, ETF) and RUSSELL INVESTMENTS GLOBAL EQUITY ETF (RGLO, ETF).

KJAN vs RGLO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	KJAN(ETF)	RGLO(ETF)
Net Assets	$331M	$330M
Expense Ratio	0.79%	0.49%
Max Drawdown	28.94%	9.61%
Sharpe Ratio	1.43	1.49
5Y Beta	0.64	1.01
P/E Ratio	N/A	26.82
Forward P/E	N/A	21.12
PEG Ratio	N/A	0.53
5Y EPS CAGR	N/A	26.92%
P/S Ratio	N/A	0.19
P/B Ratio	N/A	5.71

Net Assets

Winner

KJAN

$331M

RGLO

$330M

Expense Ratio

KJAN

0.79%

Winner

RGLO

0.49%

Max Drawdown

KJAN

28.94%

Winner

RGLO

9.61%

Sharpe Ratio

KJAN

1.43

Winner

RGLO

1.49

5Y Beta

Winner

KJAN

0.64

RGLO

1.01

P/E Ratio

KJAN

N/A

RGLO

26.82

Forward P/E

KJAN

N/A

RGLO

21.12

PEG Ratio

KJAN

N/A

RGLO

0.53

5Y EPS CAGR

KJAN

N/A

RGLO

26.92%

P/S Ratio

KJAN

N/A

RGLO

0.19

P/B Ratio

KJAN

N/A

RGLO

5.71

KJAN vs RGLO - Historical Returns

Returns include dividend reinvestment.

Period	KJAN	RGLO
1 month	+1.51%	+0.77%
3 months	+8.45%	+10.16%
6 months	+6.55%	+10.14%
1 year	+21.33%	+25.38%
5 years(CAGR)	+7.61%	N/A
Max(CAGR)	+8.47%	+26.87%

Winner

KJAN

+1.51%

RGLO

+0.77%

KJAN

+8.45%

Winner

RGLO

+10.16%

KJAN

+6.55%

Winner

RGLO

+10.14%

KJAN

+21.33%

Winner

RGLO

+25.38%

5Y(CAGR)

KJAN

+7.61%

RGLO

N/A

Max(CAGR)

KJAN

+8.47%

Winner

RGLO

+26.87%

KJAN vs RGLO - Annual Returns (2020 - 2026)

Returns include dividend reinvestment.

Year	KJAN	RGLO
2026	+8.09%	+8.79%
2025	+10.60%	+17.38%
2024	+9.31%	N/A
2023	+15.02%	N/A
2022	-7.97%	N/A
2021	+12.89%	N/A
2020	+8.73%	N/A

KJAN vs RGLO Drawdown Comparison

The maximum drawdown for KJAN was -28.94%, occurring on Mar 18, 2020. Recovery took 163 trading sessions.

The maximum drawdown for RGLO was -9.61%, occurring on Mar 27, 2026. Recovery took 33 trading sessions.

The current KJAN drawdown is -0.02%. The current RGLO drawdown is -2.05%.

Rank	KJAN	RGLO
#1	-28.94% Feb 19, 2020 - Oct 9, 2020	-9.61% Feb 26, 2026 - Apr 15, 2026
#2	-16.83% Dec 4, 2024 - Aug 28, 2025	-4.92% Oct 29, 2025 - Dec 3, 2025
#3	-15.23% Jan 3, 2022 - Jul 13, 2023	-4.46% Jun 1, 2026 - Jun 10, 2026
#4	-11.38% Jul 31, 2023 - Dec 14, 2023	-3.24% Oct 6, 2025 - Oct 24, 2025
#5	-5.42% Oct 27, 2025 - Nov 28, 2025	-3.11% Jul 24, 2025 - Aug 12, 2025
#6	-5.38% Jan 22, 2026 - Apr 13, 2026	-2.56% Jan 12, 2026 - Jan 26, 2026
#7	-5.29% Jul 16, 2024 - Sep 19, 2024	-2.45% Jan 27, 2026 - Feb 10, 2026
#8	-4.89% Dec 27, 2023 - Mar 20, 2024	-2.24% May 14, 2026 - May 26, 2026
#9	-4.44% Mar 28, 2024 - May 15, 2024	-2.12% Jun 10, 2025 - Jun 24, 2025
#10	-3.70% Nov 5, 2021 - Dec 27, 2021	-2.00% Dec 11, 2025 - Dec 22, 2025
#11	-3.69% Oct 12, 2020 - Nov 5, 2020	-1.65% Apr 17, 2026 - May 1, 2026
#12	-3.13% Jun 25, 2021 - Aug 27, 2021	-1.47% Sep 22, 2025 - Oct 1, 2025
#13	-2.95% Dec 11, 2025 - Jan 15, 2026	-1.41% Aug 28, 2025 - Sep 8, 2025
#14	-2.76% May 3, 2021 - May 27, 2021	-1.25% Aug 14, 2025 - Aug 22, 2025
#15	-2.63% May 15, 2024 - Jul 11, 2024	-1.14% Feb 11, 2026 - Feb 20, 2026