First Trust Active Factor Large Cap ETF (AFLG)
AFLG is a passive ETF by First Trust tracking the investment results of the Goldman Sachs ActiveBeta U.S. Large Cap Equity Index. AFLG launched on Dec 3, 2019 and has a 0.55% expense ratio.
ETF Info
Dec 3, 2019
North America (U.S.)
1x
Goldman Sachs ActiveBeta U.S. Large Cap Equity Index
Large-Cap
Blend
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust Active Factor Large Cap ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
First Trust Active Factor Large Cap ETF had a return of 29.35% year-to-date (YTD) and 36.74% in the last 12 months.
AFLG
29.35%
1.85%
14.05%
36.74%
N/A
N/A
^GSPC (Benchmark)
24.05%
1.08%
11.50%
30.38%
13.77%
11.13%
Monthly Returns
The table below presents the monthly returns of AFLG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.10% | 6.23% | 4.33% | -5.03% | 5.63% | 2.02% | 2.08% | 3.22% | 2.52% | -0.77% | 29.35% | ||
| 2023 | 5.53% | -2.55% | 1.35% | 0.55% | -1.50% | 7.31% | 2.51% | -1.51% | -3.97% | -1.72% | 8.31% | 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% | 4.38% | 0.89% | 1.63% | 2.14% | 2.90% | -5.17% | 6.08% | -0.60% | 5.69% | 27.29% |
| 2020 | -0.78% | -9.62% | -13.64% | 12.41% | 5.09% | 1.37% | 5.23% | 5.89% | -3.34% | -3.27% | 10.03% | 3.76% | 10.31% |
| 2019 | 2.77% | 2.77% |
Expense Ratio
AFLG features an expense ratio of 0.55%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of AFLG is 92, placing it in the top 8% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for First Trust Active Factor Large Cap ETF (AFLG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
First Trust Active Factor Large Cap ETF provided a 0.99% dividend yield over the last twelve months, with an annual payout of $0.35 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|
| Dividend | $0.35 | $0.42 | $0.35 | $0.26 | $0.29 | $0.04 |
Dividend yield | 0.99% | 1.53% | 1.51% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.07 | |
| 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 |
| 2020 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.09 | $0.29 |
| 2019 | $0.04 | $0.04 |
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.
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 0.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.84% | Feb 18, 2020 | 25 | Mar 23, 2020 | 113 | Sep 1, 2020 | 138 |
| -23.48% | Dec 30, 2021 | 190 | Sep 30, 2022 | 320 | Jan 10, 2024 | 510 |
| -9.11% | Sep 3, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
| -7.32% | Jul 17, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
| -5.99% | Sep 3, 2021 | 21 | Oct 4, 2021 | 21 | Nov 2, 2021 | 42 |
Volatility
Volatility Chart
The current First Trust Active Factor Large Cap ETF volatility is 3.64%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.