First Trust Active Factor Small Cap ETF (AFSM)
AFSM is an actively managed ETF by First Trust. AFSM launched on Dec 3, 2019 and has a 0.77% 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 | Small-Cap |
Asset Class Style | Blend |
Expense Ratio
AFSM features an expense ratio of 0.77%, falling within the medium range.
Share Price Chart
Loading data...
Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: AFSM vs. IWC, AFSM vs. iwm
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust Active Factor Small 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 Small Cap ETF had a return of 11.44% year-to-date (YTD) and 18.98% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 11.44% | 13.20% |
| 1 month | 8.97% | -1.28% |
| 6 months | 12.69% | 10.32% |
| 1 year | 18.98% | 18.23% |
| 5 years (annualized) | N/A | 12.31% |
| 10 years (annualized) | N/A | 10.58% |
Monthly Returns
The table below presents the monthly returns of AFSM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.53% | 5.84% | 2.85% | -5.54% | 4.69% | -2.20% | 11.44% | ||||||
| 2023 | 7.51% | 0.28% | -4.57% | -1.58% | -1.02% | 9.87% | 5.46% | -3.99% | -4.11% | -5.75% | 8.74% | 11.55% | 22.22% |
| 2022 | -10.08% | 2.39% | 0.41% | -7.73% | 2.11% | -9.85% | 10.82% | -4.67% | -9.09% | 11.91% | 4.10% | -6.09% | -17.50% |
| 2021 | 5.50% | 5.74% | 1.56% | 2.89% | 1.42% | 1.76% | -2.48% | 2.90% | -2.98% | 4.54% | -1.16% | 4.12% | 26.03% |
| 2020 | -4.01% | -9.72% | -22.73% | 17.70% | 1.95% | 2.32% | 4.85% | 4.67% | -2.38% | -0.22% | 13.50% | 8.73% | 8.44% |
| 2019 | 2.63% | 2.63% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of AFSM is 58, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for First Trust Active Factor Small Cap ETF (AFSM) 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 Small Cap ETF granted a 0.77% dividend yield in the last twelve months. The annual payout for that period amounted to $0.23 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|
| Dividend | $0.23 | $0.25 | $0.29 | $0.10 | $0.12 | $0.07 |
Dividend yield | 0.77% | 0.92% | 1.28% | 0.35% | 0.53% | 0.32% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Active Factor Small 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $0.08 | |||||
| 2023 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.25 |
| 2022 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.15 | $0.29 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.08 | $0.10 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.06 | $0.12 |
| 2019 | $0.07 | $0.07 |
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 Small 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 Small Cap ETF was 43.54%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.
The current First Trust Active Factor Small Cap ETF drawdown is 1.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.54% | Jan 17, 2020 | 45 | Mar 23, 2020 | 179 | Dec 4, 2020 | 224 |
| -28.27% | Nov 17, 2021 | 215 | Sep 26, 2022 | 349 | Feb 15, 2024 | 564 |
| -8.21% | Mar 16, 2021 | 7 | Mar 24, 2021 | 22 | Apr 26, 2021 | 29 |
| -8.17% | Feb 16, 2021 | 13 | Mar 4, 2021 | 6 | Mar 12, 2021 | 19 |
| -7.71% | Jul 2, 2021 | 11 | Jul 19, 2021 | 29 | Aug 27, 2021 | 40 |
Volatility
Volatility Chart
The current First Trust Active Factor Small Cap ETF volatility is 6.39%, 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.