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AFLG vs. BDGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AFLG and BDGS is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

AFLG vs. BDGS - Performance Comparison

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

10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
49.78%
29.31%
AFLG
BDGS

Key characteristics

Sharpe Ratio

AFLG:

2.52

BDGS:

4.50

Sortino Ratio

AFLG:

3.41

BDGS:

8.68

Omega Ratio

AFLG:

1.45

BDGS:

2.63

Calmar Ratio

AFLG:

4.13

BDGS:

8.26

Martin Ratio

AFLG:

15.88

BDGS:

48.12

Ulcer Index

AFLG:

1.91%

BDGS:

0.41%

Daily Std Dev

AFLG:

12.01%

BDGS:

4.38%

Max Drawdown

AFLG:

-35.84%

BDGS:

-5.38%

Current Drawdown

AFLG:

-3.90%

BDGS:

-0.98%

Returns By Period

In the year-to-date period, AFLG achieves a 28.39% return, which is significantly higher than BDGS's 19.39% return.


AFLG

YTD

28.39%

1M

-0.75%

6M

10.53%

1Y

29.23%

5Y*

12.65%

10Y*

N/A

BDGS

YTD

19.39%

1M

2.07%

6M

14.30%

1Y

19.56%

5Y*

N/A

10Y*

N/A

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AFLG vs. BDGS - Expense Ratio Comparison

AFLG has a 0.55% expense ratio, which is lower than BDGS's 0.85% expense ratio.


BDGS
Bridges Capital Tactical ETF
Expense ratio chart for BDGS: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for AFLG: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

AFLG vs. BDGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Active Factor Large Cap ETF (AFLG) and Bridges Capital Tactical ETF (BDGS). 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.


Sharpe ratio
The chart of Sharpe ratio for AFLG, currently valued at 2.52, compared to the broader market0.002.004.002.524.50
The chart of Sortino ratio for AFLG, currently valued at 3.41, compared to the broader market-2.000.002.004.006.008.0010.003.418.68
The chart of Omega ratio for AFLG, currently valued at 1.45, compared to the broader market0.501.001.502.002.503.001.452.63
The chart of Calmar ratio for AFLG, currently valued at 4.13, compared to the broader market0.005.0010.0015.004.138.26
The chart of Martin ratio for AFLG, currently valued at 15.88, compared to the broader market0.0020.0040.0060.0080.00100.0015.8848.12
AFLG
BDGS

The current AFLG Sharpe Ratio is 2.52, which is lower than the BDGS Sharpe Ratio of 4.50. The chart below compares the historical Sharpe Ratios of AFLG and BDGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.004.505.00JulyAugustSeptemberOctoberNovemberDecember
2.52
4.50
AFLG
BDGS

Dividends

AFLG vs. BDGS - Dividend Comparison

AFLG's dividend yield for the trailing twelve months is around 1.34%, while BDGS has not paid dividends to shareholders.


TTM20232022202120202019
AFLG
First Trust Active Factor Large Cap ETF
0.53%1.53%1.51%0.93%1.28%0.20%
BDGS
Bridges Capital Tactical ETF
0.00%0.84%0.00%0.00%0.00%0.00%

Drawdowns

AFLG vs. BDGS - Drawdown Comparison

The maximum AFLG drawdown since its inception was -35.84%, which is greater than BDGS's maximum drawdown of -5.38%. Use the drawdown chart below to compare losses from any high point for AFLG and BDGS. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.90%
-0.98%
AFLG
BDGS

Volatility

AFLG vs. BDGS - Volatility Comparison

First Trust Active Factor Large Cap ETF (AFLG) has a higher volatility of 3.86% compared to Bridges Capital Tactical ETF (BDGS) at 1.38%. This indicates that AFLG's price experiences larger fluctuations and is considered to be riskier than BDGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.86%
1.38%
AFLG
BDGS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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