AFLG vs. NFTY
Compare and contrast key facts about First Trust Active Factor Large Cap ETF (AFLG) and First Trust India NIFTY 50 Equal Weight ETF (NFTY).
AFLG and NFTY 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. NFTY is a passively managed fund by First Trust that tracks the performance of the NIFTY 50 Equal Weight Index. It was launched on Feb 14, 2012. Both AFLG and NFTY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
AFLG vs. NFTY - Performance Comparison
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AFLG vs. NFTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AFLG First Trust Active Factor Large Cap ETF | -0.38% | 14.23% | 27.02% | 20.10% | -16.41% | 27.29% | 10.31% | 2.77% |
NFTY First Trust India NIFTY 50 Equal Weight ETF | -11.54% | 5.47% | 5.18% | 24.00% | -3.46% | 26.83% | 10.04% | 2.45% |
Returns By Period
In the year-to-date period, AFLG achieves a -0.38% return, which is significantly higher than NFTY's -11.54% return.
AFLG
- 1D
- 0.84%
- 1M
- -3.71%
- YTD
- -0.38%
- 6M
- 0.50%
- 1Y
- 16.01%
- 3Y*
- 18.54%
- 5Y*
- 11.32%
- 10Y*
- —
NFTY
- 1D
- -0.40%
- 1M
- -8.21%
- YTD
- -11.54%
- 6M
- -8.94%
- 1Y
- -5.66%
- 3Y*
- 8.12%
- 5Y*
- 5.79%
- 10Y*
- 7.60%
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AFLG vs. NFTY - Expense Ratio Comparison
AFLG has a 0.55% expense ratio, which is lower than NFTY's 0.80% expense ratio.
Return for Risk
AFLG vs. NFTY — Risk / Return Rank
AFLG
NFTY
AFLG vs. NFTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Active Factor Large Cap ETF (AFLG) and First Trust India NIFTY 50 Equal Weight ETF (NFTY). 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 | NFTY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | -0.36 | +1.29 |
Sortino ratioReturn per unit of downside risk | 1.40 | -0.43 | +1.83 |
Omega ratioGain probability vs. loss probability | 1.21 | 0.95 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | -0.39 | +1.73 |
Martin ratioReturn relative to average drawdown | 6.40 | -1.37 | +7.78 |
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 | NFTY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | -0.36 | +1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.33 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.27 | +0.37 |
Correlation
The correlation between AFLG and NFTY is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AFLG vs. NFTY - Dividend Comparison
AFLG's dividend yield for the trailing twelve months is around 0.79%, less than NFTY's 2.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AFLG First Trust Active Factor Large Cap ETF | 0.79% | 0.84% | 0.53% | 1.53% | 1.52% | 0.93% | 1.28% | 0.20% | 0.00% | 0.00% | 0.00% | 0.00% |
NFTY First Trust India NIFTY 50 Equal Weight ETF | 2.00% | 1.24% | 1.61% | 0.13% | 5.89% | 1.53% | 0.61% | 0.97% | 0.00% | 4.10% | 3.28% | 4.39% |
Drawdowns
AFLG vs. NFTY - Drawdown Comparison
The maximum AFLG drawdown since its inception was -35.84%, smaller than the maximum NFTY drawdown of -47.67%. Use the drawdown chart below to compare losses from any high point for AFLG and NFTY.
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Drawdown Indicators
| AFLG | NFTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.84% | -47.67% | +11.83% |
Max Drawdown (1Y)Largest decline over 1 year | -12.21% | -16.14% | +3.93% |
Max Drawdown (5Y)Largest decline over 5 years | -23.48% | -21.55% | -1.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.67% | — |
Current DrawdownCurrent decline from peak | -4.79% | -19.14% | +14.35% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -9.51% | +3.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 4.59% | -2.03% |
Volatility
AFLG vs. NFTY - Volatility Comparison
The current volatility for First Trust Active Factor Large Cap ETF (AFLG) is 5.14%, while First Trust India NIFTY 50 Equal Weight ETF (NFTY) has a volatility of 7.42%. This indicates that AFLG experiences smaller price fluctuations and is considered to be less risky than NFTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AFLG | NFTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.14% | 7.42% | -2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.18% | 11.42% | -2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.34% | 15.79% | +1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.85% | 17.53% | -1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.36% | 20.72% | -1.36% |