- Issuer
- First Trust
- Inception Date
- Dec 3, 2019
- Region
- North America (U.S.)
- Category
- Mid Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $169M
Share Price Chart
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Performance
AFMC Performance Chart
First Trust Active Factor Mid Cap ETF (AFMC) is up 18.1% since the beginning of the year. AFMC is currently trading at $41 per share. Investors who bought $1,000 worth of AFMC shares 5 years ago would now be looking at an investment worth $1,703.
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Returns By Period
First Trust Active Factor Mid Cap ETF (AFMC) has returned 18.08% so far this year and 30.69% over the past 12 months.
First Trust Active Factor Mid Cap ETF
- 1D
- 0.85%
- 1M
- 3.30%
- YTD
- 18.08%
- 6M
- 15.62%
- 1Y
- 30.69%
- 3Y*
- 20.43%
- 5Y*
- 11.23%
- 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%
AFMC Monthly Returns History
Based on dividend-adjusted daily data since Dec 4, 2019, AFMC's average daily return is +0.06%, while the average monthly return is +1.15%. At this rate, an investment would double in approximately 5.1 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +14.4%, while the worst month was Mar 2020 at -20.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, AFMC closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.0%, while the worst single day was Mar 16, 2020 at -12.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.40% | 3.77% | -4.78% | 8.89% | 2.41% | 2.65% | 18.08% | ||||||
| 2025 | 4.42% | -3.82% | -3.74% | -1.63% | 4.66% | 2.72% | -0.06% | 4.30% | 2.49% | -2.38% | 3.01% | 0.35% | 10.23% |
| 2024 | 0.16% | 6.49% | 6.43% | -6.25% | 5.52% | -2.59% | 7.92% | 0.39% | 2.00% | -0.73% | 8.35% | -8.44% | 19.06% |
| 2023 | 8.58% | -1.15% | -2.75% | -0.62% | -2.25% | 10.84% | 3.61% | -2.43% | -4.76% | -5.75% | 9.21% | 9.04% | 21.46% |
| 2022 | -7.61% | 0.12% | 0.48% | -6.19% | 1.32% | -10.95% | 10.30% | -3.42% | -9.07% | 10.75% | 5.79% | -5.42% | -15.55% |
| 2021 | 2.56% | 6.09% | 4.27% | 4.11% | 0.90% | -0.15% | 0.44% | 2.46% | -4.49% | 4.15% | -1.93% | 5.27% | 25.75% |
Benchmark Metrics
First Trust Active Factor Mid Cap ETF has an annualized alpha of -0.11%, beta of 0.93, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since December 04, 2019.
- This ETF participated in 103.81% of S&P 500 Index downside but only 96.68% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.93 and R2 of 0.69, 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
- -0.11%
- Beta
- 0.93
- R²
- 0.69
- Upside Capture
- 96.68%
- Downside Capture
- 103.81%
Expense Ratio
AFMC has an expense ratio of 0.65%, placing it in the medium range.
Return for Risk
Risk / Return Rank
AFMC ranks 68 for risk / return — better than 68% 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 Mid Cap ETF (AFMC) 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.
| AFMC | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.37 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.76 | 2.78 | +0.97 |
| Martin ratioReturn relative to average drawdown | 13.54 | 12.44 | +1.11 |
Dividends
Dividend History
First Trust Active Factor Mid Cap ETF provided a 0.77% 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 | $0.20 | $0.23 | $0.32 | $0.22 | $0.22 | $0.06 |
Dividend yield | 0.77% | 0.96% | 0.64% | 0.87% | 1.42% | 0.84% | 1.05% | 0.29% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Active Factor Mid 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 | $0.06 | $0.00 | $0.00 | $0.00 | $0.06 | ||||||
| 2025 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.16 | $0.33 |
| 2024 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.13 | $0.20 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.23 |
| 2022 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.11 | $0.32 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.15 | $0.22 |
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 Mid 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 Mid Cap ETF was 42.14%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.
The current First Trust Active Factor Mid Cap ETF drawdown is 0.22%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -42.14%Mar 2020 | 1mo 1d | 8mo 16d | 9mo 17dFeb 2020 - Dec 2020 |
Bear market2022 | -25.40%Sep 2022 | 10mo 13d | 1y 2mo | 2y 27dNov 2021 - Dec 2023 |
2025 selloff2025 | -21.99%Apr 2025 | 4mo 13d | 5mo 6d | 9mo 19dNov 2024 - Sep 2025 |
2026 pullback2026 | -8.20%Mar 2026 | 1mo 5d | 15d | 1mo 20dFeb 2026 - Apr 2026 |
2024 pullback2024 | -7.78%Apr 2024 | 17d | 27d | 1mo 14dApr 2024 - May 2024 |
Drawdown Indicators
| AFMC | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.14% | -56.78% | +14.64% |
Max Drawdown (1Y)Largest decline over 1 year | -8.20% | -9.10% | +0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -21.99% | -18.90% | -3.09% |
Max Drawdown (5Y)Largest decline over 5 years | -25.40% | -25.43% | +0.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.22% | -1.80% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -7.56% | -10.71% | +3.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 2.03% | +0.24% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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