ZMAR vs AFSM
Comparison between Innovator Equity Defined Protection ETF 1 Yr March (ZMAR, ETF) and FIRST TRUST ACTIVE FACTOR SMALL CAP ETF (AFSM, ETF).
ZMAR vs AFSM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
ZMAR
$115M
Winner
AFSM
$115M
Expense Ratio
ZMAR
0.79%
Winner
AFSM
0.75%
Max Drawdown
Winner
ZMAR
2.30%
AFSM
43.54%
Sharpe Ratio
ZMAR
1.12
Winner
AFSM
1.54
5Y Beta
Winner
ZMAR
0.15
AFSM
1.02
P/E Ratio
ZMAR
N/A
AFSM
18.52
Forward P/E
ZMAR
N/A
AFSM
13.10
5Y Dividends CAGR
ZMAR
N/A
AFSM
17.16%
5Y EPS CAGR
ZMAR
N/A
AFSM
11.46%
Debt to Equity
ZMAR
N/A
AFSM
17.08%
P/S Ratio
ZMAR
N/A
AFSM
1.18
P/B Ratio
ZMAR
N/A
AFSM
2.23
ZMAR vs AFSM - Historical Returns
Returns include dividend reinvestment.
1M
ZMAR
+0.46%
Winner
AFSM
+1.58%
3M
ZMAR
+1.40%
Winner
AFSM
+11.93%
6M
ZMAR
+2.65%
Winner
AFSM
+15.92%
1Y
ZMAR
+6.31%
Winner
AFSM
+35.61%
5Y(CAGR)
ZMAR
N/A
AFSM
+10.28%
Max(CAGR)
ZMAR
+6.51%
Winner
AFSM
+11.99%
ZMAR vs AFSM - Annual Returns (2019 - 2026)
Returns include dividend reinvestment.
| Year | ZMAR | AFSM |
|---|---|---|
| 2026 | +2.89% | +22.81% |
| 2025 | +5.95% | +9.99% |
| 2024 | N/A | +10.93% |
| 2023 | N/A | +22.85% |
| 2022 | N/A | -17.86% |
| 2021 | N/A | +27.36% |
| 2020 | N/A | +8.73% |
| 2019 | N/A | +2.63% |
ZMAR vs AFSM Drawdown Comparison
The maximum drawdown for ZMAR was -2.30%, occurring on Apr 8, 2025. Recovery took 49 trading sessions.
The maximum drawdown for AFSM was -43.54%, occurring on Mar 23, 2020. Recovery took 224 trading sessions.
The current ZMAR drawdown is -0.07%. The current AFSM drawdown is -1.80%.
| Rank | ZMAR | AFSM |
|---|---|---|
| #1 | -2.30% Mar 3, 2025 - May 12, 2025 | -43.54% Jan 16, 2020 - Dec 4, 2020 |
| #2 | -1.44% Mar 2, 2026 - Apr 13, 2026 | -28.27% Nov 16, 2021 - Feb 15, 2024 |
| #3 | -0.67% Nov 10, 2025 - Nov 26, 2025 | -25.07% Nov 11, 2024 - Sep 11, 2025 |
| #4 | -0.65% May 15, 2025 - Jun 3, 2025 | -9.56% Feb 26, 2026 - Apr 14, 2026 |
| #5 | -0.50% Jun 2, 2026 - Jul 2, 2026 | -9.26% Jul 31, 2024 - Oct 14, 2024 |
| #6 | -0.41% Oct 8, 2025 - Oct 20, 2025 | -8.21% Mar 15, 2021 - Apr 26, 2021 |
| #7 | -0.38% Jul 25, 2025 - Aug 6, 2025 | -8.17% Feb 12, 2021 - Mar 12, 2021 |
| #8 | -0.25% Jan 16, 2026 - Jan 22, 2026 | -8.05% Sep 18, 2025 - Dec 10, 2025 |
| #9 | -0.25% Jun 12, 2025 - Jun 23, 2025 | -7.71% Jul 1, 2021 - Aug 27, 2021 |
| #10 | -0.24% Aug 28, 2025 - Sep 4, 2025 | -7.54% Mar 28, 2024 - May 15, 2024 |
| #11 | -0.24% Oct 27, 2025 - Nov 10, 2025 | -6.30% Apr 27, 2021 - Jun 1, 2021 |
| #12 | -0.22% Dec 11, 2025 - Dec 19, 2025 | -5.51% May 15, 2024 - Jul 15, 2024 |
| #13 | -0.21% Jul 3, 2025 - Jul 10, 2025 | -4.91% Sep 2, 2021 - Oct 20, 2021 |
| #14 | -0.21% Feb 2, 2026 - Feb 6, 2026 | -4.84% Jun 8, 2021 - Jul 1, 2021 |
| #15 | -0.20% Sep 22, 2025 - Sep 30, 2025 | -4.45% Jan 22, 2021 - Feb 4, 2021 |
Correlation
Correlation between ZMAR and AFSM is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.
0.94
-101
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