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AFLG vs. NFTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AFLG vs. NFTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Active Factor Large Cap ETF (AFLG) and First Trust India NIFTY 50 Equal Weight ETF (NFTY). The values are adjusted to include any dividend payments, if applicable.

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AFLG vs. NFTY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

AFLG
AFLG Risk / Return Rank: 5252
Overall Rank
AFLG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
AFLG Sortino Ratio Rank: 5050
Sortino Ratio Rank
AFLG Omega Ratio Rank: 5454
Omega Ratio Rank
AFLG Calmar Ratio Rank: 4747
Calmar Ratio Rank
AFLG Martin Ratio Rank: 6060
Martin Ratio Rank

NFTY
NFTY Risk / Return Rank: 55
Overall Rank
NFTY Sharpe Ratio Rank: 66
Sharpe Ratio Rank
NFTY Sortino Ratio Rank: 55
Sortino Ratio Rank
NFTY Omega Ratio Rank: 55
Omega Ratio Rank
NFTY Calmar Ratio Rank: 66
Calmar Ratio Rank
NFTY Martin Ratio Rank: 22
Martin Ratio Rank
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. 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.


AFLGNFTYDifference

Sharpe ratio

Return per unit of total volatility

0.93

-0.36

+1.29

Sortino ratio

Return per unit of downside risk

1.40

-0.43

+1.83

Omega ratio

Gain probability vs. loss probability

1.21

0.95

+0.26

Calmar ratio

Return relative to maximum drawdown

1.34

-0.39

+1.73

Martin ratio

Return relative to average drawdown

6.40

-1.37

+7.78

AFLG vs. NFTY - Sharpe Ratio Comparison

The current AFLG Sharpe Ratio is 0.93, which is higher than the NFTY Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of AFLG and NFTY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AFLGNFTYDifference

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.


TTM20252024202320222021202020192018201720162015
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


AFLGNFTYDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.79%

-19.14%

+14.35%

Average Drawdown

Average peak-to-trough decline

-5.85%

-9.51%

+3.66%

Ulcer Index

Depth 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


AFLGNFTYDifference

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%