First Trust Active Factor Mid Cap ETF (AFMC)
AFMC is an actively managed ETF by First Trust. AFMC launched on Dec 3, 2019 and has a 0.65% expense ratio.
ETF Info
| Issuer | First Trust |
|---|---|
| Inception Date | Dec 3, 2019 |
| Region | North America (U.S.) |
| Category | Small Cap Blend Equities, Actively Managed |
| Index Tracked | No Index (Active) |
| Home Page | www.ftportfolios.com |
| Asset Class | Equity |
Asset Class Size | Mid-Cap |
Asset Class Style | Blend |
Expense Ratio
The First Trust Active Factor Mid Cap ETF has a high expense ratio of 0.65%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust Active Factor Mid 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 Mid Cap ETF had a return of 4.70% year-to-date (YTD) and 21.88% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 4.70% | 5.06% |
| 1 month | -4.02% | -3.23% |
| 6 months | 22.69% | 17.14% |
| 1 year | 21.88% | 20.62% |
| 5 years (annualized) | N/A | 11.54% |
| 10 years (annualized) | N/A | 10.37% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.16% | 6.50% | 6.43% | |||||||||
| 2023 | -4.76% | -5.74% | 9.21% | 9.04% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
First Trust Active Factor Mid Cap ETF(AFMC)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for First Trust Active Factor Mid Cap ETF (AFMC) 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 Mid Cap ETF granted a 0.91% dividend yield in the last twelve months. The annual payout for that period amounted to $0.25 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|
| Dividend | $0.25 | $0.23 | $0.32 | $0.22 | $0.22 | $0.06 |
Dividend yield | 0.91% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.02 | |||||||||
| 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 |
| 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
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 7.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.14% | Feb 21, 2020 | 22 | Mar 23, 2020 | 179 | Dec 4, 2020 | 201 |
| -25.41% | Nov 17, 2021 | 215 | Sep 26, 2022 | 307 | Dec 14, 2023 | 522 |
| -7.78% | Apr 1, 2024 | 14 | Apr 18, 2024 | — | — | — |
| -6.65% | Jun 9, 2021 | 28 | Jul 19, 2021 | 17 | Aug 11, 2021 | 45 |
| -6.39% | Mar 16, 2021 | 7 | Mar 24, 2021 | 12 | Apr 12, 2021 | 19 |
Volatility
Volatility Chart
The current First Trust Active Factor Mid Cap ETF volatility is 4.67%, 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.