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.
Share Price Chart
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Performance
The chart shows the growth of $10,000 invested in First Trust Active Factor Large Cap ETF in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,573 for a total return of roughly 25.73%. All prices are adjusted for splits and dividends.
Compare to other instruments
Return
First Trust Active Factor Large Cap ETF had a return of 4.22% year-to-date (YTD) and -9.64% in the last 12 months. Over the past 10 years, First Trust Active Factor Large Cap ETF had an annualized return of 7.14%, while the S&P 500 had an annualized return of 8.73%, indicating that First Trust Active Factor Large Cap ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | 1.35% | 3.51% |
| Year-To-Date | 4.22% | 7.03% |
| 6 months | 11.98% | 12.88% |
| 1 year | -9.64% | -10.71% |
| 5 years (annualized) | 7.14% | 8.73% |
| 10 years (annualized) | 7.14% | 8.73% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 5.53% | -2.55% | ||||||||||
| 2022 | -8.59% | 9.76% | 4.93% | -5.60% |
Dividend History
First Trust Active Factor Large Cap ETF granted a 1.72% dividend yield in the last twelve months. The annual payout for that period amounted to $0.41 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|
| Dividend | $0.41 | $0.35 | $0.26 | $0.28 | $0.04 |
Dividend yield | 1.72% | 1.52% | 0.94% | 1.31% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | ||||||||||
| 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 |
| 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 |
| 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 |
| 2019 | $0.04 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst 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, 2020 | 25 | Mar 23, 2020 | 113 | Sep 1, 2020 | 138 |
| -23.48% | Dec 30, 2021 | 190 | Sep 30, 2022 | — | — | — |
| -9.11% | Sep 3, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
| -5.99% | Sep 3, 2021 | 21 | Oct 4, 2021 | 21 | Nov 2, 2021 | 42 |
| -5.21% | Feb 16, 2021 | 13 | Mar 4, 2021 | 6 | Mar 12, 2021 | 19 |
| -4.04% | May 10, 2021 | 3 | May 12, 2021 | 31 | Jun 25, 2021 | 34 |
| -3.83% | Nov 17, 2021 | 10 | Dec 1, 2021 | 5 | Dec 8, 2021 | 15 |
| -3.4% | Jan 26, 2021 | 4 | Jan 29, 2021 | 5 | Feb 5, 2021 | 9 |
| -3.1% | Jan 24, 2020 | 6 | Jan 31, 2020 | 3 | Feb 5, 2020 | 9 |
| -3.03% | Jul 13, 2021 | 5 | Jul 19, 2021 | 4 | Jul 23, 2021 | 9 |
Volatility Chart
Current First Trust Active Factor Large Cap ETF volatility is 14.97%. 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.