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First Trust Active Factor Mid Cap ETF (AFMC)

ETF · Currency in USD · Last updated Mar 26, 2023

AFMC is an actively managed ETF by First Trust. AFMC launched on Dec 3, 2019 and has a 0.65% expense ratio.

Share Price Chart


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Performance

The chart shows the growth of $10,000 invested in First Trust Active Factor Mid Cap ETF in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,536 for a total return of roughly 15.36%. All prices are adjusted for splits and dividends.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2023FebruaryMarch
15.36%
27.57%
AFMC (First Trust Active Factor Mid Cap ETF)
Benchmark (^GSPC)

S&P 500

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Return

First Trust Active Factor Mid Cap ETF had a return of 0.04% year-to-date (YTD) and -9.22% in the last 12 months. Over the past 10 years, First Trust Active Factor Mid Cap ETF had an annualized return of 4.43%, while the S&P 500 had an annualized return of 7.66%, indicating that First Trust Active Factor Mid Cap ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-6.40%-0.66%
Year-To-Date0.04%3.42%
6 months7.31%5.67%
1 year-9.22%-10.89%
5 years (annualized)4.43%7.66%
10 years (annualized)4.43%7.66%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20238.58%-1.15%
2022-9.07%10.75%5.79%-5.42%

Sharpe 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 Mid Cap ETF Sharpe ratio is -0.39. 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.


-0.80-0.60-0.40-0.200.00NovemberDecember2023FebruaryMarch
-0.39
-0.47
AFMC (First Trust Active Factor Mid Cap ETF)
Benchmark (^GSPC)

Dividend History

First Trust Active Factor Mid Cap ETF granted a 1.42% dividend yield in the last twelve months. The annual payout for that period amounted to $0.32 per share.


PeriodTTM2022202120202019
Dividend$0.32$0.32$0.22$0.22$0.06

Dividend yield

1.42%1.42%0.85%1.08%0.30%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00
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
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
2020$0.00$0.00$0.02$0.00$0.00$0.06$0.00$0.00$0.04$0.00$0.00$0.10
2019$0.06

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-16.81%
-17.21%
AFMC (First Trust Active Factor Mid Cap ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the First Trust Active Factor Mid 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 Mid Cap ETF is 42.14%, recorded on Mar 23, 2020. It took 179 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.14%Feb 21, 202022Mar 23, 2020179Dec 4, 2020201
-25.41%Nov 17, 2021215Sep 26, 2022
-6.65%Jun 9, 202128Jul 19, 202117Aug 11, 202145
-6.39%Mar 16, 20217Mar 24, 202112Apr 12, 202119
-5.16%Sep 3, 202119Sep 30, 202122Nov 1, 202141
-5.13%May 10, 20213May 12, 202118Jun 8, 202121
-5.12%Feb 25, 20216Mar 4, 20214Mar 10, 202110
-4.42%Jan 25, 20215Jan 29, 20215Feb 5, 202110
-4.39%Jan 17, 202010Jan 31, 20208Feb 12, 202018
-3.63%Aug 12, 20216Aug 19, 20216Aug 27, 202112

Volatility Chart

Current First Trust Active Factor Mid Cap ETF volatility is 28.82%. 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%NovemberDecember2023FebruaryMarch
28.82%
19.50%
AFMC (First Trust Active Factor Mid Cap ETF)
Benchmark (^GSPC)