MCDS vs TFJL

Comparison between JPMORGAN FUNDAMENTAL DATA SCIENCE MID CORE ETF (MCDS, ETF) and Innovator 20+ Year Treasury Bond 5 Floor ETF - July (TFJL, ETF).

MCDS vs TFJL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	MCDS(ETF)	TFJL(ETF)
Net Assets	$7.80M	$7.30M
Expense Ratio	0.35%	0.79%
Max Drawdown	23.00%	25.45%
Sharpe Ratio	1.27	-0.70
5Y Beta	0.90	0.00
P/E Ratio	25.87	N/A
Forward P/E	18.35	N/A
PEG Ratio	0.08	N/A
5Y EPS CAGR	14.81%	N/A
Debt to Equity	37.67%	N/A
P/S Ratio	1.78	N/A
P/B Ratio	3.40	N/A

Net Assets

Winner

MCDS

$7.80M

TFJL

$7.30M

Expense Ratio

Winner

MCDS

0.35%

TFJL

0.79%

Max Drawdown

Winner

MCDS

23.00%

TFJL

25.45%

Sharpe Ratio

Winner

MCDS

1.27

TFJL

-0.70

5Y Beta

MCDS

0.90

Winner

TFJL

0.00

P/E Ratio

MCDS

25.87

TFJL

N/A

Forward P/E

MCDS

18.35

TFJL

N/A

PEG Ratio

MCDS

0.08

TFJL

N/A

5Y EPS CAGR

MCDS

14.81%

TFJL

N/A

Debt to Equity

MCDS

37.67%

TFJL

N/A

P/S Ratio

MCDS

1.78

TFJL

N/A

P/B Ratio

MCDS

3.40

TFJL

N/A

MCDS vs TFJL - Historical Returns

Returns include dividend reinvestment.

Period	MCDS	TFJL
1 month	+3.69%	+0.67%
3 months	+13.17%	-1.97%
6 months	+12.87%	-1.87%
1 year	+21.80%	-2.90%
5 years(CAGR)	N/A	-3.67%
Max(CAGR)	+16.73%	-4.23%

Winner

MCDS

+3.69%

TFJL

+0.67%

Winner

MCDS

+13.17%

TFJL

-1.97%

Winner

MCDS

+12.87%

TFJL

-1.87%

Winner

MCDS

+21.80%

TFJL

-2.90%

5Y(CAGR)

MCDS

N/A

TFJL

-3.67%

Max(CAGR)

Winner

MCDS

+16.73%

TFJL

-4.23%

MCDS vs TFJL - Annual Returns (2020 - 2026)

Returns include dividend reinvestment.

Year	MCDS	TFJL
2026	+12.67%	-1.67%
2025	+6.80%	-0.78%
2024	+9.82%	-6.62%
2023	N/A	+7.15%
2022	N/A	-16.32%
2021	N/A	-1.33%
2020	N/A	-1.98%

MCDS vs TFJL Drawdown Comparison

The maximum drawdown for MCDS was -22.51%, occurring on Apr 8, 2025. Recovery took 261 trading sessions.

The maximum drawdown for TFJL was -25.45%, occurring on Oct 25, 2023. This drawdown has not yet recovered.

The current TFJL drawdown is -22.48%.

Rank	MCDS	TFJL
#1	-22.51% Nov 25, 2024 - Dec 11, 2025	-25.45% Sep 8, 2020 - Oct 25, 2023
#2	-7.47% Feb 26, 2026 - Apr 14, 2026	-1.49% Aug 24, 2020 - Sep 8, 2020
#3	-3.57% Aug 30, 2024 - Sep 17, 2024	-0.18% Aug 18, 2020 - Aug 24, 2020
#4	-3.20% May 6, 2026 - May 26, 2026	N/A
#5	-2.61% Jun 4, 2026 - Jun 12, 2026	N/A
#6	-2.24% Nov 11, 2024 - Nov 21, 2024	N/A
#7	-2.17% Jan 15, 2026 - Feb 6, 2026	N/A
#8	-2.09% Oct 18, 2024 - Nov 6, 2024	N/A
#9	-1.81% Dec 11, 2025 - Jan 5, 2026	N/A
#10	-1.72% Apr 20, 2026 - Apr 30, 2026	N/A
#11	-1.49% Feb 20, 2026 - Feb 26, 2026	N/A
#12	-1.28% Sep 30, 2024 - Oct 11, 2024	N/A
#13	-1.18% Feb 10, 2026 - Feb 18, 2026	N/A
#14	-1.05% Jan 6, 2026 - Jan 14, 2026	N/A
#15	-0.67% Sep 24, 2024 - Sep 27, 2024	N/A

Correlation

Correlation between MCDS and TFJL is -0.68 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.68

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