PJUN vs CHI

Comparison between Innovator U.S. Equity Power Buffer ETF - June (PJUN, ETF) and Calamos Convertible Opportunities and Income Fund (CHI, ETF).

5-Year PerformancePJUN has outperformed CHI, delivering a return of +6.9% compared to +6.9%

PJUN vs CHI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	PJUN(ETF)	CHI(ETF)
Net Assets	$959M	$962M
Expense Ratio	0.79%	N/A
Max Drawdown	16.31%	73.29%
Sharpe Ratio	0.88	1.68
5Y Beta	0.47	0.78
5Y Dividends CAGR	N/A	3.01%

Net Assets

PJUN

$959M

Winner

CHI

$962M

Expense Ratio

PJUN

0.79%

CHI

N/A

Max Drawdown

Winner

PJUN

16.31%

CHI

73.29%

Sharpe Ratio

PJUN

0.88

Winner

CHI

1.68

5Y Beta

Winner

PJUN

0.47

CHI

0.78

5Y Dividends CAGR

PJUN

N/A

CHI

3.01%

PJUN vs CHI - Historical Returns

Returns include dividend reinvestment.

Period	PJUN	CHI
1 month	+1.28%	-0.74%
3 months	+1.35%	+7.87%
6 months	+3.97%	+17.61%
1 year	+8.82%	+40.32%
5 years(CAGR)	+6.92%	+6.86%
10 years(CAGR)	N/A	+12.39%
Max(CAGR)	+7.88%	+9.92%

Winner

PJUN

+1.28%

CHI

-0.74%

PJUN

+1.35%

Winner

CHI

+7.87%

PJUN

+3.97%

Winner

CHI

+17.61%

PJUN

+8.82%

Winner

CHI

+40.32%

5Y(CAGR)

Winner

PJUN

+6.92%

CHI

+6.86%

10Y(CAGR)

PJUN

N/A

CHI

+12.39%

Max(CAGR)

PJUN

+7.88%

Winner

CHI

+9.92%

PJUN vs CHI - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

Year	PJUN	CHI
2026	+4.76%	+28.96%
2025	+11.74%	-0.88%
2024	+12.64%	+28.20%
2023	+12.46%	+8.22%
2022	-7.79%	-23.06%
2021	+7.35%	+22.30%
2020	+10.13%	+33.28%
2019	+7.23%	+31.79%
2018	N/A	-11.22%
2017	N/A	+20.10%
2016	N/A	+13.28%
2015	N/A	-15.64%
2014	N/A	+5.01%
2013	N/A	+19.38%
2012	N/A	+13.81%
2011	N/A	-6.66%
2010	N/A	+16.17%
2009	N/A	+54.80%
2008	N/A	-35.94%
2007	N/A	-19.79%
2006	N/A	+12.07%
2005	N/A	+5.58%
2004	N/A	+14.56%
2003	N/A	+47.19%
2002	N/A	+11.61%

PJUN vs CHI Drawdown Comparison

The maximum drawdown for PJUN was -16.31%, occurring on Mar 20, 2020. Recovery took 69 trading sessions.

The maximum drawdown for CHI was -64.58%, occurring on Nov 21, 2008. Recovery took 956 trading sessions.

The current PJUN drawdown is -0.64%. The current CHI drawdown is -2.63%.

Rank	PJUN	CHI
#1	-16.31% Feb 18, 2020 - May 27, 2020	-64.58% Jun 11, 2007 - Mar 25, 2011
#2	-12.51% Mar 29, 2022 - Nov 16, 2023	-49.56% Feb 19, 2020 - Aug 3, 2020
#3	-10.09% Feb 19, 2025 - May 13, 2025	-35.99% Nov 15, 2021 - Nov 20, 2024
#4	-4.09% Jul 16, 2024 - Aug 19, 2024	-33.85% Sep 14, 2018 - Feb 6, 2020
#5	-3.94% Jun 8, 2020 - Jul 20, 2020	-32.90% May 18, 2015 - Feb 8, 2017
#6	-3.69% Jan 4, 2022 - Mar 28, 2022	-27.52% Dec 30, 2024 - Oct 27, 2025
#7	-2.79% Feb 25, 2026 - Apr 8, 2026	-21.84% Jan 20, 2004 - Sep 10, 2004
#8	-2.70% Oct 12, 2020 - Nov 5, 2020	-18.00% Jun 3, 2011 - Feb 9, 2012
#9	-2.36% Sep 2, 2020 - Oct 9, 2020	-14.88% Feb 9, 2005 - Jul 28, 2005
#10	-2.31% Jul 26, 2019 - Oct 15, 2019	-12.89% Sep 13, 2002 - Nov 13, 2002
#11	-2.30% Jun 2, 2026 - Jul 10, 2026	-10.71% Feb 13, 2026 - Apr 8, 2026
#12	-1.87% Aug 30, 2024 - Sep 16, 2024	-10.47% May 21, 2013 - Oct 17, 2013
#13	-1.83% Sep 3, 2021 - Oct 18, 2021	-10.14% Jun 30, 2026 - Aug 12, 2026
#14	-1.78% May 19, 2025 - May 27, 2025	-9.73% Sep 2, 2014 - Feb 25, 2015
#15	-1.70% Jul 15, 2026 - Aug 3, 2026	-9.31% Sep 1, 2020 - Oct 12, 2020