AFLG vs. SGRT
AFLG (First Trust Active Factor Large Cap ETF) and SGRT (SMART Earnings Growth ETF) are both Large Cap Growth Equities funds. AFLG is passively managed, while SGRT is actively managed. Their 0.70 correlation means they have sometimes moved together and sometimes differently. AFLG charges 0.55%/yr vs 0.59%/yr for SGRT.
Performance
AFLG vs. SGRT - Performance Comparison
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Returns By Period
In the year-to-date period, AFLG achieves a 15.91% return, which is significantly lower than SGRT's 32.95% return.
AFLG
- 1D
- 1.69%
- 1M
- 4.69%
- 6M
- 12.82%
- YTD
- 15.91%
- 1Y
- 23.44%
- 3Y*
- 21.94%
- 5Y*
- 12.78%
- 10Y*
- —
- ALL TIME*
- 14.26%
SGRT
- 1D
- 4.23%
- 1M
- -1.19%
- 6M
- 24.90%
- YTD
- 32.95%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.85M | $2.89M | $2.67M | |
| $1.13M | $1.28M | $2.17M |
AFLG vs. SGRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AFLG First Trust Active Factor Large Cap ETF | 15.91% | 5.28% |
SGRT SMART Earnings Growth ETF | 32.95% | 26.83% |
Correlation
The correlation between AFLG and SGRT is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 20, 2025 | 0.70 |
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Return for Risk
AFLG vs. SGRT — Risk / Return Rank
AFLG
SGRT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
AFLG vs. SGRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Active Factor Large Cap ETF (AFLG) and SMART Earnings Growth ETF (SGRT). 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 | SGRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.35 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | — | — |
| Martin ratioReturn relative to average drawdown | 12.36 | — | — |
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Drawdowns
AFLG vs. SGRT - Drawdown Comparison
The maximum AFLG drawdown since its inception was -35.84%, which is greater than SGRT's maximum drawdown of -24.98%. Use the drawdown chart below to compare losses from any high point for AFLG and SGRT.
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Drawdown Indicators
| AFLG | SGRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.84% | -24.98% | -10.86% |
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 | 0.00% | -13.48% | +13.48% |
Average DrawdownAverage peak-to-trough decline | -5.60% | -4.34% | -1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | — | — |
Volatility
AFLG vs. SGRT - Volatility Comparison
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Volatility by Period
| AFLG | SGRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.49% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.10% | 39.02% | -26.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 39.02% | -23.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.06% | 39.02% | -19.96% |
AFLG vs. SGRT - Expense Ratio Comparison
AFLG has a 0.55% expense ratio, which is lower than SGRT's 0.59% expense ratio.
Dividends
AFLG vs. SGRT - Dividend Comparison
AFLG's dividend yield for the trailing twelve months is around 0.69%, more than SGRT's 0.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AFLG First Trust Active Factor Large Cap ETF | 0.69% | 0.84% | 0.53% | 1.53% | 1.52% | 0.93% | 1.28% | 0.20% |
SGRT SMART Earnings Growth ETF | 0.12% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AFLG and SGRT have a correlation of 0.70, 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 0.59% for SGRT.
AFLG has the higher dividend yield at 0.69%, compared with 0.12% for SGRT.
Their fees differ too: 0.55% for AFLG and 0.59% for SGRT.
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