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First Trust Active Global Quality Income ETF (AGQI...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Inception Date

Nov 21, 2023

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

AGQI has an expense ratio of 0.85%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
AGQI vs. GABF AGQI vs. GLOV
Popular comparisons:

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust Active Global Quality Income ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%December2025FebruaryMarchAprilMay
16.94%
24.81%
AGQI (First Trust Active Global Quality Income ETF)
Benchmark (^GSPC)

Returns By Period

First Trust Active Global Quality Income ETF (AGQI) returned 7.89% year-to-date (YTD) and 4.90% over the past 12 months.


AGQI

YTD

7.89%

1M

14.06%

6M

1.54%

1Y

4.90%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

The table below presents the monthly returns of AGQI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.21%2.48%-0.52%1.60%0.93%7.89%
20241.17%1.35%2.49%-1.52%4.31%1.11%0.51%2.06%0.49%-4.29%0.84%-5.16%2.98%
20231.03%4.18%5.26%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AGQI is 46, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of AGQI is 4646
Overall Rank
The Sharpe Ratio Rank of AGQI is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of AGQI is 4444
Sortino Ratio Rank
The Omega Ratio Rank of AGQI is 4444
Omega Ratio Rank
The Calmar Ratio Rank of AGQI is 5151
Calmar Ratio Rank
The Martin Ratio Rank of AGQI is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for First Trust Active Global Quality Income ETF (AGQI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

First Trust Active Global Quality Income ETF Sharpe ratios as of May 9, 2025 (values are recalculated daily):

  • 1-Year: 0.33
  • All Time: 0.86

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of First Trust Active Global Quality Income ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.33
0.48
AGQI (First Trust Active Global Quality Income ETF)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Active Global Quality Income ETF provided a 2.78% dividend yield over the last twelve months, with an annual payout of $0.40 per share.


0.00%0.50%1.00%1.50%2.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.3020232024
Dividends
Dividend Yield
PeriodTTM20242023
Dividend$0.40$0.29$0.02

Dividend yield

2.78%2.14%0.14%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Active Global Quality Income ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.13$0.00$0.00$0.13
2024$0.00$0.00$0.02$0.00$0.00$0.20$0.00$0.00$0.07$0.00$0.00$0.00$0.29
2023$0.02$0.02

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-1.99%
-7.82%
AGQI (First Trust Active Global Quality Income ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Active Global Quality Income 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 Global Quality Income ETF was 14.07%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current First Trust Active Global Quality Income ETF drawdown is 1.99%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.07%Sep 27, 2024132Apr 8, 2025
-7.8%Jul 17, 202414Aug 5, 202437Sep 26, 202451
-3.34%Apr 10, 20245Apr 16, 202414May 6, 202419
-1.95%Feb 2, 20248Feb 13, 20246Feb 22, 202414
-1.94%May 16, 20249May 29, 20245Jun 5, 202414

Volatility

Volatility Chart

The current First Trust Active Global Quality Income ETF volatility is 6.57%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
6.57%
11.21%
AGQI (First Trust Active Global Quality Income ETF)
Benchmark (^GSPC)