AFLG vs. ACSI

Last updated Jun 26, 2026

AFLG (First Trust Active Factor Large Cap ETF) and ACSI (American Customer Satisfaction ETF) are both Large Cap Growth Equities funds - AFLG tracks the Goldman Sachs ActiveBeta U.S. Large Cap Equity Index while ACSI tracks the American Customer Satisfaction Investable Index. Both are passively managed. Over the past 5 years, AFLG returned 12.26%/yr vs 8.69%/yr for ACSI. Their correlation of 0.87 suggests significant overlap in exposure. AFLG charges 0.55%/yr vs 0.66%/yr for ACSI.

Performance

AFLG vs. ACSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Active Factor Large Cap ETF (AFLG) and American Customer Satisfaction ETF (ACSI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with AFLG having a 9.65% return and ACSI slightly lower at 9.47%.

AFLG

• 1D: 0.03%
• 1M: -2.29%
• YTD: 9.65%
• 6M: 7.95%
• 1Y: 20.76%
• 3Y*: 21.12%
• 5Y*: 12.26%
• 10Y*: —

ACSI

• 1D: -1.06%
• 1M: 0.75%
• YTD: 9.47%
• 6M: 8.92%
• 1Y: 18.61%
• 3Y*: 17.90%
• 5Y*: 8.69%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AFLG vs. ACSI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
AFLG First Trust Active Factor Large Cap ETF	9.65%	14.23%	27.02%	20.10%	-16.41%	27.29%	10.31%	2.58%
ACSI American Customer Satisfaction ETF	9.47%	10.70%	22.51%	21.06%	-20.93%	23.33%	22.93%	3.86%

Correlation

The correlation between AFLG and ACSI is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (All Time) Calculated using the full available price history since Dec 4, 2019	0.87

The correlation between AFLG and ACSI has been stable across timeframes, ranging from 0.78 to 0.88 - a consistent structural relationship.

AFLG vs. ACSI - Sectors Allocation Comparison

Sectors	AFLG	ACSI
Technology	38.8%	12.5%
Consumer Cyclical	10.2%	24.2%
Communication Services	9.7%	15.4%
Financial Services	9.4%	9.6%
Industrials	8.3%	7.3%
Healthcare	6.4%	8.5%
Energy	4.4%	3.4%
Utilities	3.6%	3.9%
Basic Materials	3.4%	-
Consumer Defensive	3.2%	12.4%
Real Estate	2.7%	-

Return for Risk

AFLG vs. ACSI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AFLG

AFLG Risk / Return Rank: 61
AFLG Sharpe Ratio Rank: 60
AFLG Sortino Ratio Rank: 59
AFLG Omega Ratio Rank: 58
AFLG Calmar Ratio Rank: 59
AFLG Martin Ratio Rank: 69

ACSI

ACSI Risk / Return Rank: 55
ACSI Sharpe Ratio Rank: 54
ACSI Sortino Ratio Rank: 54
ACSI Omega Ratio Rank: 51
ACSI Calmar Ratio Rank: 56
ACSI Martin Ratio Rank: 59

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AFLG vs. ACSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Active Factor Large Cap ETF (AFLG) and American Customer Satisfaction ETF (ACSI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

	AFLG	ACSI	Difference
Sharpe ratio: Return per unit of total volatility	1.76	1.62	+0.13
Sortino ratio: Return per unit of downside risk	2.45	2.29	+0.16
Omega ratio: Gain probability vs. loss probability	1.32	1.28	+0.03
Calmar ratio: Return relative to maximum drawdown	2.55	2.41	+0.14
Martin ratio: Return relative to average drawdown	11.18	9.24	+1.94

AFLG vs. ACSI - Sharpe Ratio Comparison

The current AFLG Sharpe Ratio is 1.76, which is comparable to the ACSI Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of AFLG and ACSI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AFLG vs. ACSI - Drawdown Comparison

The maximum AFLG drawdown since its inception was -35.84%, roughly equal to the maximum ACSI drawdown of -34.49%. Use the drawdown chart below to compare losses from any high point for AFLG and ACSI.

Drawdown Indicators

	AFLG	ACSI	Difference
Max Drawdown Largest peak-to-trough decline	-35.84%	-34.49%	-1.35%
Max Drawdown (1Y) Largest decline over 1 year	-8.19%	-7.76%	-0.43%
Max Drawdown (3Y) Largest decline over 3 years	-17.49%	-15.27%	-2.22%
Max Drawdown (5Y) Largest decline over 5 years	-23.48%	-24.86%	+1.38%
Current Drawdown Current decline from peak	-2.94%	-2.55%	-0.39%
Average Drawdown Average peak-to-trough decline	-5.68%	-5.37%	-0.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.86%	2.02%	-0.16%

Volatility

AFLG vs. ACSI - Volatility Comparison

First Trust Active Factor Large Cap ETF (AFLG) and American Customer Satisfaction ETF (ACSI) have volatilities of 4.12% and 4.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AFLG	ACSI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.12%	4.07%	+0.05%
Volatility (6M) Calculated over the trailing 6-month period	9.43%	9.20%	+0.23%
Volatility (1Y) Calculated over the trailing 1-year period	11.89%	11.56%	+0.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.89%	16.68%	-0.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.17%	17.40%	+1.77%

AFLG vs. ACSI - Expense Ratio Comparison

AFLG has a 0.55% expense ratio, which is lower than ACSI's 0.66% expense ratio.

Dividends

AFLG vs. ACSI - Dividend Comparison

AFLG's dividend yield for the trailing twelve months is around 0.88%, more than ACSI's 0.83% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
ACSI American Customer Satisfaction ETF	0.83%	0.91%	0.69%	1.01%	0.81%	0.31%	0.82%	1.64%	1.59%	1.20%	0.18%
AFLG First Trust Active Factor Large Cap ETF	0.88%	0.84%	0.53%	1.53%	1.52%	0.93%	1.28%	0.20%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AFLG and ACSI in my portfolio?

AFLG and ACSI have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AFLG or ACSI?

AFLG has higher volatility (4.12%) compared to ACSI (4.07%). In terms of maximum drawdown, AFLG dropped -35.84% vs ACSI's -34.49%.

Which ETF is better, AFLG or ACSI?

On 5-year performance, AFLG leads with 12.26% vs 8.69% for ACSI. On fees, AFLG is cheaper at 0.55% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AFLG or ACSI?

Over the 5-year period, AFLG has performed better with a 12.26% return vs 8.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AFLG or ACSI?

AFLG is cheaper with a 0.55% expense ratio, compared with 0.66% for ACSI.

Which ETF pays a higher dividend yield, AFLG or ACSI?

AFLG has the higher dividend yield at 0.88%, compared with 0.83% for ACSI.

What is the main difference between AFLG and ACSI?

AFLG tracks Goldman Sachs ActiveBeta U.S. Large Cap Equity Index, while ACSI tracks American Customer Satisfaction Investable Index. They also come from different issuers: First Trust and Exponential ETFs. Their fees differ too: 0.55% for AFLG and 0.66% for ACSI.

Which has better risk-adjusted returns?

AFLG currently has the higher Sharpe Ratio (1.75 vs 1.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.