PJUL vs FXO

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

5-Year PerformancePJUL has outperformed FXO, delivering a return of +10.5% compared to +9.1%

PJUL vs FXO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

PJUL

$1B

FXO

$1B

Expense Ratio

PJUL

0.79%

Winner

FXO

0.60%

Max Drawdown

Winner

PJUL

18.17%

FXO

72.24%

Sharpe Ratio

Winner

PJUL

1.83

FXO

0.80

5Y Beta

Winner

PJUL

0.50

FXO

0.90

P/E Ratio

PJUL

N/A

FXO

10.61

Forward P/E

PJUL

N/A

FXO

9.83

5Y Dividends CAGR

PJUL

N/A

FXO

7.96%

5Y EPS CAGR

PJUL

N/A

FXO

14.04%

Debt to Equity

PJUL

N/A

FXO

53.18%

P/S Ratio

PJUL

N/A

FXO

1.67

P/B Ratio

PJUL

N/A

FXO

1.37

PJUL vs FXO - Historical Returns

Returns include dividend reinvestment.

Period	PJUL	FXO
1 month	+0.87%	+4.66%
3 months	+5.07%	+10.03%
6 months	+5.52%	+1.19%
1 year	+14.39%	+16.01%
5 years(CAGR)	+10.47%	+9.05%
10 years(CAGR)	N/A	+12.88%
Max(CAGR)	+8.93%	+8.14%

PJUL

+0.87%

Winner

FXO

+4.66%

PJUL

+5.07%

Winner

FXO

+10.03%

Winner

PJUL

+5.52%

FXO

+1.19%

PJUL

+14.39%

Winner

FXO

+16.01%

5Y(CAGR)

Winner

PJUL

+10.47%

FXO

+9.05%

10Y(CAGR)

PJUL

N/A

FXO

+12.88%

Max(CAGR)

Winner

PJUL

+8.93%

FXO

+8.14%

PJUL vs FXO - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	PJUL	FXO
2026	+4.84%	+1.49%
2025	+13.13%	+13.88%
2024	+14.30%	+27.24%
2023	+20.19%	+9.08%
2022	-2.14%	-9.62%
2021	+7.76%	+39.47%
2020	+7.15%	+5.64%
2019	+11.97%	+26.07%
2018	-4.45%	-11.40%
2017	N/A	+17.18%
2016	N/A	+20.31%
2015	N/A	+1.29%
2014	N/A	+9.86%
2013	N/A	+36.94%
2012	N/A	+19.02%
2011	N/A	-8.70%
2010	N/A	+18.07%
2009	N/A	+30.70%
2008	N/A	-37.89%
2007	N/A	-20.20%

PJUL vs FXO Drawdown Comparison

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

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

The current FXO drawdown is -0.97%.

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

Correlation

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

0.94

-101

Dividend Comparison (2007 - 2026)

PJUL vs FXO dividend yield comparison.

Year	PJUL	FXO
2026	0.00%	0.77%
2025	0.00%	1.78%
2024	0.00%	1.97%
2023	0.00%	2.98%
2022	0.00%	2.49%
2021	0.00%	1.91%
2020	0.00%	2.60%
2019	0.82%	1.72%
2018	0.00%	2.60%
2017	0.00%	1.62%
2016	0.00%	1.35%
2015	0.00%	1.51%
2014	0.00%	1.54%
2013	0.00%	1.21%
2012	0.00%	1.88%
2011	0.00%	2.49%
2010	0.00%	1.27%
2009	0.00%	1.06%
2008	0.00%	2.35%
2007	0.00%	1.32%