- ISIN
- US33740F7895
- CUSIP
- 33740F789
- Issuer
- First Trust
- Inception Date
- Jul 21, 2020
- Region
- North America (United States)
- Category
- Large Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $90M
Share Price Chart
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Performance
AFGR Performance Chart
First Trust Active Factor Large Cap Growth ETF (AFGR) is up 1.9% since the beginning of the year. AFGR is currently trading at $36 per share. Investors who bought $1,000 worth of AFGR shares 5 years ago would now be looking at an investment worth $1,417.
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Returns By Period
First Trust Active Factor Large Cap Growth ETF (AFGR) has returned 1.90% so far this year and 13.57% over the past 12 months.
First Trust Active Factor Large Cap Growth ETF
- 1D
- 0.27%
- 1M
- 0.34%
- YTD
- 1.90%
- 6M
- 1.80%
- 1Y
- 13.57%
- 3Y*
- 19.38%
- 5Y*
- 7.22%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.50%
- 1M
- 0.31%
- YTD
- 8.56%
- 6M
- 8.85%
- 1Y
- 24.33%
- 3Y*
- 19.37%
- 5Y*
- 11.84%
- 10Y*
- 13.61%
AFGR Monthly Returns History
Based on dividend-adjusted daily data since Jul 22, 2020, AFGR's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, an investment would double in approximately 5.6 years.
Historically, 54% of months were positive and 46% were negative. The best month was Nov 2023 with a return of +13.6%, while the worst month was Apr 2022 at -15.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, AFGR closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +12.1%, while the worst single day was Apr 3, 2025 at -6.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -3.02% | -3.81% | -5.14% | 12.19% | 6.41% | -3.53% | 1.90% | ||||||
| 2025 | 5.49% | -4.33% | -10.43% | 3.86% | 10.98% | 6.86% | 2.76% | 0.44% | 4.38% | 1.90% | -3.74% | -0.34% | 17.28% |
| 2024 | 3.17% | 8.83% | 2.12% | -5.64% | 2.31% | 6.40% | -4.25% | 2.77% | 2.18% | -0.10% | 8.17% | -1.59% | 25.96% |
| 2023 | 11.74% | -2.15% | 5.70% | -0.52% | 6.26% | 7.17% | 3.87% | -3.11% | -6.44% | -2.02% | 13.59% | 5.85% | 45.21% |
| 2022 | -11.97% | -5.06% | 1.55% | -15.56% | -4.01% | -9.34% | 11.57% | -4.02% | -10.33% | 5.56% | 3.06% | -6.65% | -39.18% |
| 2021 | -1.57% | 2.71% | -1.07% | 6.42% | -2.06% | 6.01% | 2.83% | 3.63% | -3.60% | 5.39% | -4.63% | -0.78% | 13.23% |
Benchmark Metrics
First Trust Active Factor Large Cap Growth ETF has an annualized alpha of -6.90%, beta of 1.32, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since July 22, 2020.
- This ETF participated in 125.06% of S&P 500 Index downside but only 107.41% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -6.90% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -6.90%
- Beta
- 1.32
- R²
- 0.82
- Upside Capture
- 107.41%
- Downside Capture
- 125.06%
Expense Ratio
AFGR has an expense ratio of 0.65%, placing it in the medium range.
Return for Risk
Risk / Return Rank
AFGR ranks 19 for risk / return — in the bottom 19% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust Active Factor Large Cap Growth ETF (AFGR) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AFGR | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.21 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.34 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | 2.53 | -1.92 |
| Martin ratioReturn relative to average drawdown | 1.74 | 11.37 | -9.63 |
Dividends
Dividend History
First Trust Active Factor Large Cap Growth ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 |
Dividend yield | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.25% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Active Factor Large Cap Growth ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust Active Factor Large Cap Growth ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the First Trust Active Factor Large Cap Growth ETF was 45.97%, occurring on Oct 14, 2022. Recovery took 501 trading sessions.
The current First Trust Active Factor Large Cap Growth ETF drawdown is 4.84%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -45.97%Oct 2022 | 11mo 1d | 2y 1d | 2y 11moNov 2021 - Oct 2024 |
2025 selloff2025 | -26.57%Apr 2025 | 1mo 19d | 2mo 19d | 4mo 8dFeb 2025 - Jun 2025 |
2026 correction2026 | -19.89%Mar 2026 | 5mo 1d | 2mo 3d | 7mo 4dOct 2025 - Jun 2026 |
2021 correction2021 | -11.88%Mar 2021 | 20d | 3mo 16d | 4mo 6dFeb 2021 - Jun 2021 |
2020 pullback2020 | -9.92%Sep 2020 | 20d | 20d | 1mo 10dSep 2020 - Oct 2020 |
Drawdown Indicators
| AFGR | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.97% | -56.78% | +10.81% |
Max Drawdown (1Y)Largest decline over 1 year | -19.89% | -9.10% | -10.79% |
Max Drawdown (3Y)Largest decline over 3 years | -26.57% | -18.90% | -7.67% |
Max Drawdown (5Y)Largest decline over 5 years | -45.97% | -25.43% | -20.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -4.84% | -2.34% | -2.50% |
Average DrawdownAverage peak-to-trough decline | -14.30% | -10.72% | -3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.94% | 2.02% | +4.92% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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