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First Trust Active Factor Large Cap Growth ETF (AFGR) Sharpe Ratio: 0.65

ETF · Currency in USD · Last updated Jun 13, 2026

The First Trust Active Factor Large Cap Growth ETF is an actively managed fund seeking long-term capital appreciation by investing primarily in large-capitalization U.S. growth companies selected using a multi-factor quantitative process focused on factors such as momentum, quality, and growth.

AFGR's Sharpe Ratio of 0.65 indicates that for each unit of volatility, it generates 0.65 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 13, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

AFGR Sharpe Ratio Rank

AFGR Sharpe Ratio Rank: 21.221
Below Average

AFGR ranks above 21.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

AFGR Sharpe Ratio Market Positioning

The chart shows AFGR's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.81 or lower
  • Yellow zone (middle 50%): 0.81 to 2.14
  • Green zone (top 25%): 2.14 or higher
  • Top 1%: 7.48+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares First Trust Active Factor Large Cap Growth ETF's Sharpe Ratio with other ETFs in the Large Cap Growth Equities category across multiple time periods, showing how AFGR's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 13, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
DARPGrizzle Growth ETF2.88
NACPImpact Shares NAACP Minority Empowerment ETF2.67
VEGNUS Vegan Climate ETF2.57
HLALWahed FTSE USA Shariah ETF2.57
MFUSPIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF2.55
FMTMMarketDesk Focused U.S. Momentum ETF2.55
ROUSHartford Multifactor US Equity ETF2.51
FDRRFidelity Dividend ETF for Rising Rates2.46
BIBLInspire 100 ETF2.46
DLNWisdomTree US LargeCap Dividend ETF2.42
AFGRFirst Trust Active Factor Large Cap Growth ETF0.65

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows AFGR's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when AFGR consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does AFGR fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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