- Issuer
- First Trust
- Inception Date
- Dec 3, 2019
- Region
- North America (U.S.)
- Category
- Large Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Goldman Sachs ActiveBeta U.S. Large Cap Equity Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $655M
Share Price Chart
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Performance
AFLG Performance Chart
First Trust Active Factor Large Cap ETF (AFLG) is up 10.9% since the beginning of the year. AFLG is currently trading at $43 per share. Investors who bought $1,000 worth of AFLG shares 5 years ago would now be looking at an investment worth $1,823.
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Returns By Period
First Trust Active Factor Large Cap ETF (AFLG) has returned 10.91% so far this year and 24.13% over the past 12 months.
First Trust Active Factor Large Cap ETF
- 1D
- -0.18%
- 1M
- -0.53%
- YTD
- 10.91%
- 6M
- 9.87%
- 1Y
- 24.13%
- 3Y*
- 21.75%
- 5Y*
- 12.76%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
AFLG Monthly Returns History
Based on dividend-adjusted daily data since Dec 4, 2019, AFLG's average daily return is +0.06%, while the average monthly return is +1.19%. At this rate, an investment would double in approximately 4.9 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +12.4%, while the worst month was Mar 2020 at -13.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, AFLG closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +8.9%, while the worst single day was Mar 16, 2020 at -11.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.56% | 1.07% | -4.70% | 9.79% | 3.40% | -1.10% | 10.91% | ||||||
| 2025 | 2.81% | -0.68% | -4.26% | -1.31% | 5.38% | 3.81% | 1.32% | 2.36% | 3.09% | 0.72% | 0.90% | -0.41% | 14.23% |
| 2024 | 2.10% | 6.23% | 4.33% | -5.02% | 5.63% | 2.02% | 2.08% | 3.22% | 2.52% | -0.77% | 6.83% | -4.22% | 27.02% |
| 2023 | 5.53% | -2.55% | 1.35% | 0.55% | -1.50% | 7.31% | 2.52% | -1.51% | -3.97% | -1.72% | 8.32% | 5.04% | 20.10% |
| 2022 | -5.98% | -2.43% | 3.87% | -7.34% | 0.34% | -8.93% | 7.82% | -3.30% | -8.59% | 9.76% | 4.93% | -5.60% | -16.41% |
| 2021 | 0.51% | 2.11% | 4.32% | 4.39% | 0.89% | 1.64% | 2.13% | 2.91% | -5.17% | 6.08% | -0.60% | 5.69% | 27.29% |
Benchmark Metrics
First Trust Active Factor Large Cap ETF has an annualized alpha of 0.68%, beta of 0.90, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since December 04, 2019.
- This ETF participated in 96.84% of S&P 500 Index downside but only 94.83% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.90 and R2 of 0.93, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.68%
- Beta
- 0.90
- R²
- 0.93
- Upside Capture
- 94.83%
- Downside Capture
- 96.84%
Expense Ratio
AFLG has an expense ratio of 0.55%, placing it in the medium range.
Return for Risk
Risk / Return Rank
AFLG ranks 64 for risk / return — better than 64% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust Active Factor Large Cap ETF (AFLG) 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.
| AFLG | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.96 | 2.78 | +0.17 |
| Martin ratioReturn relative to average drawdown | 13.19 | 12.44 | +0.75 |
Dividends
Dividend History
First Trust Active Factor Large Cap ETF provided a 0.71% dividend yield over the last twelve months, with an annual payout of $0.31 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.31 | $0.33 | $0.18 | $0.42 | $0.35 | $0.26 | $0.28 | $0.04 |
Dividend yield | 0.71% | 0.84% | 0.53% | 1.53% | 1.52% | 0.93% | 1.28% | 0.20% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Active Factor Large Cap 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 | $0.05 | $0.00 | $0.00 | $0.00 | $0.05 | ||||||
| 2025 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.18 | $0.33 |
| 2024 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.12 | $0.18 |
| 2023 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.42 |
| 2022 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.16 | $0.35 |
| 2021 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.15 | $0.26 |
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 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 ETF was 35.84%, occurring on Mar 23, 2020. Recovery took 113 trading sessions.
The current First Trust Active Factor Large Cap ETF drawdown is 1.82%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -35.84%Mar 2020 | 1mo 4d | 5mo 12d | 6mo 16dFeb 2020 - Sep 2020 |
Bear market2022 | -23.48%Sep 2022 | 9mo 4d | 1y 3mo | 2y 11dDec 2021 - Jan 2024 |
2025 selloff2025 | -17.49%Apr 2025 | 4mo 4d | 2mo 23d | 6mo 27dDec 2024 - Jun 2025 |
2020 pullback2020 | -9.11%Sep 2020 | 20d | 1mo 24d | 2mo 14dSep 2020 - Nov 2020 |
2026 pullback2026 | -8.19%Mar 2026 | 1mo 2d | 15d | 1mo 17dFeb 2026 - Apr 2026 |
Drawdown Indicators
| AFLG | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.84% | -56.78% | +20.94% |
Max Drawdown (1Y)Largest decline over 1 year | -8.19% | -9.10% | +0.91% |
Max Drawdown (3Y)Largest decline over 3 years | -17.49% | -18.90% | +1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -23.48% | -25.43% | +1.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.82% | -1.80% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -5.68% | -10.71% | +5.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 2.03% | -0.20% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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