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First Trust Active Factor Large Cap ETF (AFLG)

ETF · Currency in USD · Last updated Oct 1, 2022

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

IssuerFirst Trust
Inception DateDec 3, 2019
RegionNorth America (U.S.)
CategoryLarge Cap Growth Equities
Expense Ratio0.55%
Index TrackedGoldman Sachs ActiveBeta U.S. Large Cap Equity Index
ETF Home Pagewww.ftportfolios.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Trading Data

Previous Close$22.61
Year Range$21.93 - $28.08
EMA (50)$23.79
EMA (200)$24.81
Average Volume$442.46

AFLGShare Price Chart


Chart placeholderClick Calculate to get results

AFLGPerformance

The chart shows the growth of $10,000 invested in First Trust Active Factor Large Cap ETF in Dec 2019 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,096 for a total return of roughly 10.96%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-19.68%
-21.76%
AFLG (First Trust Active Factor Large Cap ETF)
Benchmark (^GSPC)

AFLGReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-9.12%-10.05%
6M-19.30%-20.85%
YTD-23.11%-24.77%
1Y-15.57%-17.75%
5Y3.76%5.14%
10Y3.76%5.14%

AFLGMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-5.98%-2.43%3.87%-7.34%0.34%-8.93%7.82%-3.30%-8.59%
20210.51%2.11%4.32%4.38%0.89%1.63%2.14%2.90%-5.17%6.08%-0.60%5.69%
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%
20192.77%

AFLGSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current First Trust Active Factor Large Cap ETF Sharpe ratio is -0.72. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00MayJuneJulyAugustSeptember
-0.72
-0.77
AFLG (First Trust Active Factor Large Cap ETF)
Benchmark (^GSPC)

AFLGDividend History

First Trust Active Factor Large Cap ETF granted a 1.56% dividend yield in the last twelve months. The annual payout for that period amounted to $0.33 per share.


PeriodTTM202120202019
Dividend$0.33$0.26$0.28$0.04

Dividend yield

1.56%0.93%1.30%0.20%

AFLGDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-23.48%
-25.25%
AFLG (First Trust Active Factor Large Cap ETF)
Benchmark (^GSPC)

AFLGWorst Drawdowns

The table below shows the maximum drawdowns of the First Trust Active Factor Large Cap ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the First Trust Active Factor Large Cap ETF is 35.84%, recorded on Mar 23, 2020. It took 113 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.84%Feb 18, 202025Mar 23, 2020113Sep 1, 2020138
-23.48%Dec 30, 2021190Sep 30, 2022
-9.11%Sep 3, 202014Sep 23, 202038Nov 16, 202052
-5.99%Sep 3, 202121Oct 4, 202121Nov 2, 202142
-5.21%Feb 16, 202113Mar 4, 20216Mar 12, 202119
-4.04%May 10, 20213May 12, 202131Jun 25, 202134
-3.83%Nov 17, 202110Dec 1, 20215Dec 8, 202115
-3.4%Jan 26, 20214Jan 29, 20215Feb 5, 20219
-3.1%Jan 24, 20206Jan 31, 20203Feb 5, 20209
-3.03%Jul 13, 20215Jul 19, 20214Jul 23, 20219

AFLGVolatility Chart

Current First Trust Active Factor Large Cap ETF volatility is 20.07%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%MayJuneJulyAugustSeptember
20.07%
19.40%
AFLG (First Trust Active Factor Large Cap ETF)
Benchmark (^GSPC)