AFLG vs. BDGS
Compare and contrast key facts about First Trust Active Factor Large Cap ETF (AFLG) and Bridges Capital Tactical ETF (BDGS).
AFLG and BDGS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AFLG is a passively managed fund by First Trust that tracks the performance of the Goldman Sachs ActiveBeta U.S. Large Cap Equity Index. It was launched on Dec 3, 2019. BDGS is an actively managed fund by Bridges. It was launched on May 10, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AFLG or BDGS.
Performance
AFLG vs. BDGS - Performance Comparison
Returns By Period
In the year-to-date period, AFLG achieves a 31.00% return, which is significantly higher than BDGS's 17.84% return.
AFLG
31.00%
4.32%
15.15%
37.82%
N/A
N/A
BDGS
17.84%
3.63%
13.50%
18.92%
N/A
N/A
Key characteristics
| AFLG | BDGS | |
|---|---|---|
| Sharpe Ratio | 3.24 | 4.47 |
| Sortino Ratio | 4.39 | 9.04 |
| Omega Ratio | 1.58 | 2.73 |
| Calmar Ratio | 5.16 | 7.93 |
| Martin Ratio | 20.93 | 47.79 |
| Ulcer Index | 1.81% | 0.40% |
| Daily Std Dev | 11.68% | 4.23% |
| Max Drawdown | -35.84% | -5.38% |
| Current Drawdown | 0.00% | -0.02% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AFLG vs. BDGS - Expense Ratio Comparison
AFLG has a 0.55% expense ratio, which is lower than BDGS's 0.85% expense ratio.
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.
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.
Dividends
AFLG vs. BDGS - Dividend Comparison
AFLG's dividend yield for the trailing twelve months is around 0.98%, more than BDGS's 0.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
AFLG First Trust Active Factor Large Cap ETF | 0.98% | 1.53% | 1.51% | 0.93% | 1.28% | 0.20% |
BDGS Bridges Capital Tactical ETF | 0.71% | 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.
Volatility
AFLG vs. BDGS - Volatility Comparison
First Trust Active Factor Large Cap ETF (AFLG) has a higher volatility of 3.61% compared to Bridges Capital Tactical ETF (BDGS) at 2.49%. 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.