- Issuer
- First Trust
- Inception Date
- Nov 21, 2023
- Category
- Quality Factor, Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $55M
Highlights
- Avg. Volume (1M)
- 4K
- Avg. Volume Value (1M)
- $67.01K
Share Price Chart
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Performance
AGQI Performance Chart
First Trust Active Global Quality Income ETF (AGQI) is up 13.5% since the beginning of the year. AGQI is currently trading at $19 per share.
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Returns By Period
First Trust Active Global Quality Income ETF (AGQI) has returned 13.53% so far this year and 23.41% over the past 12 months.
First Trust Active Global Quality Income ETF
- 1D
- 0.61%
- 1M
- 3.16%
- 6M
- 7.40%
- YTD
- 13.53%
- 1Y
- 23.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 17.58%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 18.15%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
AGQI Monthly Returns History
Based on dividend-adjusted daily data since Nov 21, 2023, AGQI's average daily return is +0.07%, while the average monthly return is +1.37%. At this rate, an investment would double in approximately 4.2 years.
Historically, 82% of months were positive and 18% were negative. The best month was Jan 2026 with a return of +5.7%, while the worst month was Mar 2026 at -6.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 1 months.
On a daily basis, AGQI closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +5.8%, while the worst single day was Apr 4, 2025 at -6.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.70% | 4.69% | -6.24% | 4.55% | 1.41% | 0.85% | 2.34% | 13.53% | |||||
| 2025 | 3.21% | 2.48% | -0.53% | 1.59% | 5.49% | 3.89% | -0.53% | 2.82% | 2.11% | 1.24% | 0.83% | 1.42% | 26.67% |
| 2024 | 1.17% | 1.35% | 2.48% | -1.52% | 4.31% | 1.10% | 0.51% | 2.06% | 0.49% | -4.29% | 0.84% | -5.16% | 2.98% |
| 2023 | 0.24% | 4.18% | 4.43% |
Benchmark Metrics
First Trust Active Global Quality Income ETF has an annualized alpha of 3.88%, beta of 0.67, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since November 21, 2023.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (61.90%) than losses (23.72%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 3.88% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.67 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 3.88%
- Beta
- 0.67
- R²
- 0.65
- Upside Capture
- 61.90%
- Downside Capture
- 23.72%
Expense Ratio
AGQI has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
AGQI ranks 78 for risk / return — above 78% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for First Trust Active Global Quality Income ETF (AGQI) 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.
| AGQI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.25 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 2.00 | +0.57 |
| Martin ratioReturn relative to average drawdown | 9.05 | 8.49 | +0.55 |
Dividends
Dividend History
First Trust Active Global Quality Income ETF provided a 1.69% dividend yield over the last twelve months, with an annual payout of $0.31 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $0.31 | $0.42 | $0.29 | $0.02 |
Dividend yield | 1.69% | 2.54% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.00 | $0.18 | |||||
| 2025 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.08 | $0.42 |
| 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.
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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. Recovery took 26 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-14.07%Apr 2025 | 6mo 13d | 1mo 7d | 7mo 20dSep 2024 - May 2025 | 2025 selloff2025 |
-9.15%Mar 2026 | 29d | 2mo 7d | 3mo 6dFeb 2026 - Jun 2026 | — |
-7.80%Aug 2024 | 19d | 1mo 22d | 2mo 11dJul 2024 - Sep 2024 | — |
-3.42%Nov 2025 | 23d | 13d | 1mo 6dOct 2025 - Dec 2025 | — |
-3.34%Apr 2024 | 6d | 20d | 26dApr 2024 - May 2024 | — |
Drawdown Indicators
| AGQI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.07% | -56.78% | +42.71% |
Max Drawdown (1Y)Largest decline over 1 year | -9.15% | -9.10% | -0.05% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.58% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -2.12% | -10.70% | +8.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.14% | +0.45% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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