AFLG vs. NTSI
AFLG (First Trust Active Factor Large Cap ETF) and NTSI (WisdomTree International Efficient Core Fund) are both exchange-traded funds - AFLG is a Large Cap Growth Equities fund tracking the Goldman Sachs ActiveBeta U.S. Large Cap Equity Index, while NTSI is a Global Allocation fund actively managed by WisdomTree. AFLG is passively managed, while NTSI is actively managed. Over the past 5 years, AFLG returned 12.26%/yr vs 5.76%/yr for NTSI. A 0.72 correlation means they provide meaningful diversification when combined. AFLG charges 0.55%/yr vs 0.26%/yr for NTSI.
Performance
AFLG vs. NTSI - Performance Comparison
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Returns By Period
In the year-to-date period, AFLG achieves a 9.65% return, which is significantly higher than NTSI's 7.40% return.
AFLG
- 1D
- 0.03%
- 1M
- -2.29%
- YTD
- 9.65%
- 6M
- 7.95%
- 1Y
- 20.76%
- 3Y*
- 21.12%
- 5Y*
- 12.26%
- 10Y*
- —
NTSI
- 1D
- 0.80%
- 1M
- 0.14%
- YTD
- 7.40%
- 6M
- 7.55%
- 1Y
- 20.30%
- 3Y*
- 14.48%
- 5Y*
- 5.76%
- 10Y*
- —
AFLG vs. NTSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AFLG First Trust Active Factor Large Cap ETF | 9.65% | 14.23% | 27.02% | 20.10% | -16.41% | 14.95% |
NTSI WisdomTree International Efficient Core Fund | 7.40% | 30.37% | 1.11% | 15.42% | -19.27% | 2.05% |
Correlation
The correlation between AFLG and NTSI is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since May 20, 2021 | 0.72 |
The correlation between AFLG and NTSI has been stable across timeframes, ranging from 0.70 to 0.74 - a consistent structural relationship.
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Return for Risk
AFLG vs. NTSI — Risk / Return Rank
AFLG
NTSI
AFLG vs. NTSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Active Factor Large Cap ETF (AFLG) and WisdomTree International Efficient Core Fund (NTSI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AFLG | NTSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.24 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 1.65 | +0.89 |
| Martin ratioReturn relative to average drawdown | 11.18 | 5.94 | +5.24 |
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Drawdowns
AFLG vs. NTSI - Drawdown Comparison
The maximum AFLG drawdown since its inception was -35.84%, which is greater than NTSI's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for AFLG and NTSI.
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Drawdown Indicators
| AFLG | NTSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.84% | -34.01% | -1.83% |
Max Drawdown (1Y)Largest decline over 1 year | -8.19% | -12.33% | +4.14% |
Max Drawdown (3Y)Largest decline over 3 years | -17.49% | -13.69% | -3.80% |
Max Drawdown (5Y)Largest decline over 5 years | -23.48% | -34.01% | +10.53% |
Current DrawdownCurrent decline from peak | -2.94% | -2.16% | -0.78% |
Average DrawdownAverage peak-to-trough decline | -5.68% | -9.10% | +3.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 3.42% | -1.56% |
Volatility
AFLG vs. NTSI - Volatility Comparison
The current volatility for First Trust Active Factor Large Cap ETF (AFLG) is 4.12%, while WisdomTree International Efficient Core Fund (NTSI) has a volatility of 5.16%. This indicates that AFLG experiences smaller price fluctuations and is considered to be less risky than NTSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AFLG | NTSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 5.16% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 13.30% | -3.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.89% | 15.44% | -3.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.89% | 15.80% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.17% | 15.68% | +3.49% |
AFLG vs. NTSI - Expense Ratio Comparison
AFLG has a 0.55% expense ratio, which is higher than NTSI's 0.26% expense ratio.
Dividends
AFLG vs. NTSI - Dividend Comparison
AFLG's dividend yield for the trailing twelve months is around 0.88%, less than NTSI's 3.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AFLG First Trust Active Factor Large Cap ETF | 0.88% | 0.84% | 0.53% | 1.53% | 1.52% | 0.93% | 1.28% | 0.20% |
NTSI WisdomTree International Efficient Core Fund | 3.54% | 3.65% | 2.92% | 2.35% | 2.66% | 0.97% | 0.00% | 0.00% |
Frequently Asked Questions
AFLG and NTSI have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NTSI has higher volatility (5.16%) compared to AFLG (4.12%). In terms of maximum drawdown, AFLG dropped -35.84% vs NTSI's -34.01%.
On 5-year performance, AFLG leads with 12.26% vs 5.76% for NTSI. On fees, NTSI is cheaper at 0.26% per year. On volatility, AFLG has been the lower-risk option at 4.12%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, AFLG has performed better with a 12.26% return vs 5.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NTSI is cheaper with a 0.26% expense ratio, compared with 0.55% for AFLG.
NTSI has the higher dividend yield at 3.54%, compared with 0.88% for AFLG.
AFLG is categorized as Large Cap Growth Equities, while NTSI is Global Allocation. They also come from different issuers: First Trust and WisdomTree. Their fees differ too: 0.55% for AFLG and 0.26% for NTSI.
AFLG currently has the higher Sharpe Ratio (1.75 vs 1.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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