AFLG vs. FITZ
AFLG (First Trust Active Factor Large Cap ETF) and FITZ (Fitz-Gerald Must Have Portfolio ETF) are both Large Cap Growth Equities funds. AFLG is passively managed, while FITZ is actively managed. At a 0.00 correlation, their price movements are largely independent. AFLG charges 0.55%/yr vs 0.75%/yr for FITZ.
Performance
AFLG vs. FITZ - Performance Comparison
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Returns By Period
AFLG
- 1D
- 0.36%
- 1M
- 3.43%
- YTD
- 12.78%
- 6M
- 12.48%
- 1Y
- 25.69%
- 3Y*
- 23.05%
- 5Y*
- 12.99%
- 10Y*
- —
FITZ
- 1D
- -0.20%
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AFLG vs. FITZ - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
AFLG First Trust Active Factor Large Cap ETF | 0.41% |
FITZ Fitz-Gerald Must Have Portfolio ETF | -1.66% |
Correlation
The correlation between AFLG and FITZ is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 29, 2026 | 0.00 |
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Return for Risk
AFLG vs. FITZ — Risk / Return Rank
AFLG
FITZ
AFLG vs. FITZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Active Factor Large Cap ETF (AFLG) and Fitz-Gerald Must Have Portfolio ETF (FITZ). 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.
| AFLG | FITZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.40 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.15 | — | — |
| Martin ratioReturn relative to average drawdown | 14.43 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AFLG | FITZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.25 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | -7.29 | +8.03 |
Drawdowns
AFLG vs. FITZ - Drawdown Comparison
The maximum AFLG drawdown since its inception was -35.84%, which is greater than FITZ's maximum drawdown of -1.97%. Use the drawdown chart below to compare losses from any high point for AFLG and FITZ.
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Drawdown Indicators
| AFLG | FITZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.84% | -1.97% | -33.87% |
Max Drawdown (1Y)Largest decline over 1 year | -8.19% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -17.49% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.48% | — | — |
Current DrawdownCurrent decline from peak | -0.17% | -1.97% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -1.08% | -4.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.78% | — | — |
Volatility
AFLG vs. FITZ - Volatility Comparison
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Volatility by Period
| AFLG | FITZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.81% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.47% | 8.74% | +2.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.82% | 8.74% | +7.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.19% | 8.74% | +10.45% |
AFLG vs. FITZ - Expense Ratio Comparison
AFLG has a 0.55% expense ratio, which is lower than FITZ's 0.75% expense ratio.
Dividends
AFLG vs. FITZ - Dividend Comparison
AFLG's dividend yield for the trailing twelve months is around 0.70%, while FITZ has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AFLG First Trust Active Factor Large Cap ETF | 0.70% | 0.84% | 0.53% | 1.53% | 1.52% | 0.93% | 1.28% | 0.20% |
FITZ Fitz-Gerald Must Have Portfolio ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AFLG and FITZ have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AFLG is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AFLG is cheaper with a 0.55% expense ratio, compared with 0.75% for FITZ.
AFLG has the higher dividend yield at 0.70%, compared with 0.00% for FITZ.
They also come from different issuers: First Trust and Nicholas. Their fees differ too: 0.55% for AFLG and 0.75% for FITZ.
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