AFMC vs. DRES
AFMC (First Trust Active Factor Mid Cap ETF) and DRES (GMO Domestic Resilience ETF) are both Mid Cap Blend Equities funds. Both are actively managed. Their correlation of 0.83 means they have usually moved in the same direction. AFMC charges 0.65%/yr vs 0.50%/yr for DRES.
Performance
AFMC vs. DRES - Performance Comparison
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Returns By Period
In the year-to-date period, AFMC achieves a 18.05% return, which is significantly lower than DRES's 21.60% return.
AFMC
- 1D
- -0.05%
- 1M
- 0.74%
- 6M
- 13.07%
- YTD
- 18.05%
- 1Y
- 28.37%
- 3Y*
- 17.45%
- 5Y*
- 10.83%
- 10Y*
- —
- ALL TIME*
- 12.25%
DRES
- 1D
- 0.30%
- 1M
- 0.31%
- 6M
- 12.48%
- YTD
- 21.60%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.44M | $1.57M | $1.21M | |
| $93.72K | $76.15K | $99.36K |
AFMC vs. DRES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AFMC First Trust Active Factor Mid Cap ETF | 18.05% | 0.92% |
DRES GMO Domestic Resilience ETF | 21.60% | 2.50% |
Correlation
The correlation between AFMC and DRES is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 1, 2025 | 0.83 |
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Return for Risk
AFMC vs. DRES — Risk / Return Rank
AFMC
DRES
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
AFMC vs. DRES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Active Factor Mid Cap ETF (AFMC) and GMO Domestic Resilience ETF (DRES). 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.
| AFMC | DRES | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.32 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | — | — |
| Martin ratioReturn relative to average drawdown | 12.18 | — | — |
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Drawdowns
AFMC vs. DRES - Drawdown Comparison
The maximum AFMC drawdown since its inception was -42.14%, which is greater than DRES's maximum drawdown of -10.41%. Use the drawdown chart below to compare losses from any high point for AFMC and DRES.
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Drawdown Indicators
| AFMC | DRES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.14% | -10.41% | -31.73% |
Max Drawdown (1Y)Largest decline over 1 year | -8.20% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -21.99% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.40% | — | — |
Current DrawdownCurrent decline from peak | -0.98% | -1.59% | +0.61% |
Average DrawdownAverage peak-to-trough decline | -7.45% | -2.14% | -5.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | — | — |
Volatility
AFMC vs. DRES - Volatility Comparison
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Volatility by Period
| AFMC | DRES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.01% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.00% | 18.07% | -3.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.84% | 18.07% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.74% | 18.07% | +4.67% |
AFMC vs. DRES - Expense Ratio Comparison
AFMC has a 0.65% expense ratio, which is higher than DRES's 0.50% expense ratio.
Dividends
AFMC vs. DRES - Dividend Comparison
AFMC's dividend yield for the trailing twelve months is around 0.69%, more than DRES's 0.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AFMC First Trust Active Factor Mid Cap ETF | 0.69% | 0.96% | 0.64% | 0.87% | 1.42% | 0.84% | 1.05% | 0.29% |
DRES GMO Domestic Resilience ETF | 0.52% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AFMC and DRES have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DRES is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DRES is cheaper with a 0.50% expense ratio, compared with 0.65% for AFMC.
AFMC has the higher dividend yield at 0.69%, compared with 0.52% for DRES.
They also come from different issuers: First Trust and GMO. Their fees differ too: 0.65% for AFMC and 0.50% for DRES.
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