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AFMC vs. VUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AFMC vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Active Factor Mid Cap ETF (AFMC) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

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AFMC vs. VUG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AFMC
First Trust Active Factor Mid Cap ETF
3.16%10.23%19.06%21.46%-15.55%25.75%5.87%2.56%
VUG
Vanguard Growth ETF
-10.37%19.40%32.69%46.83%-33.16%27.35%40.25%4.28%

Returns By Period

In the year-to-date period, AFMC achieves a 3.16% return, which is significantly higher than VUG's -10.37% return.


AFMC

1D
2.65%
1M
-4.78%
YTD
3.16%
6M
4.11%
1Y
17.62%
3Y*
16.36%
5Y*
8.78%
10Y*

VUG

1D
4.00%
1M
-5.12%
YTD
-10.37%
6M
-8.73%
1Y
18.30%
3Y*
21.15%
5Y*
11.43%
10Y*
16.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AFMC vs. VUG - Expense Ratio Comparison

AFMC has a 0.65% expense ratio, which is higher than VUG's 0.03% expense ratio.


Return for Risk

AFMC vs. VUG — Risk / Return Rank

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

AFMC
AFMC Risk / Return Rank: 5555
Overall Rank
AFMC Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
AFMC Sortino Ratio Rank: 5454
Sortino Ratio Rank
AFMC Omega Ratio Rank: 5151
Omega Ratio Rank
AFMC Calmar Ratio Rank: 5555
Calmar Ratio Rank
AFMC Martin Ratio Rank: 6262
Martin Ratio Rank

VUG
VUG Risk / Return Rank: 5050
Overall Rank
VUG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 5454
Sortino Ratio Rank
VUG Omega Ratio Rank: 5353
Omega Ratio Rank
VUG Calmar Ratio Rank: 4949
Calmar Ratio Rank
VUG Martin Ratio Rank: 4545
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.

AFMC vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Active Factor Mid Cap ETF (AFMC) and Vanguard Growth ETF (VUG). 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.


AFMCVUGDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.81

+0.10

Sortino ratio

Return per unit of downside risk

1.41

1.31

+0.10

Omega ratio

Gain probability vs. loss probability

1.19

1.18

+0.01

Calmar ratio

Return relative to maximum drawdown

1.41

1.11

+0.29

Martin ratio

Return relative to average drawdown

6.07

3.96

+2.11

AFMC vs. VUG - Sharpe Ratio Comparison

The current AFMC Sharpe Ratio is 0.91, which is comparable to the VUG Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of AFMC and VUG, 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


AFMCVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.81

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.52

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.57

-0.11

Correlation

The correlation between AFMC and VUG is 0.66, 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

AFMC vs. VUG - Dividend Comparison

AFMC's dividend yield for the trailing twelve months is around 0.88%, more than VUG's 0.46% yield.


TTM20252024202320222021202020192018201720162015
AFMC
First Trust Active Factor Mid Cap ETF
0.88%0.96%0.64%0.87%1.42%0.84%1.05%0.29%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF
0.46%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%

Drawdowns

AFMC vs. VUG - Drawdown Comparison

The maximum AFMC drawdown since its inception was -42.14%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for AFMC and VUG.


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Drawdown Indicators


AFMCVUGDifference

Max Drawdown

Largest peak-to-trough decline

-42.14%

-50.68%

+8.54%

Max Drawdown (1Y)

Largest decline over 1 year

-13.18%

-16.53%

+3.35%

Max Drawdown (5Y)

Largest decline over 5 years

-25.40%

-35.61%

+10.21%

Max Drawdown (10Y)

Largest decline over 10 years

-35.61%

Current Drawdown

Current decline from peak

-5.77%

-13.20%

+7.43%

Average Drawdown

Average peak-to-trough decline

-7.80%

-7.13%

-0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

4.66%

-1.61%

Volatility

AFMC vs. VUG - Volatility Comparison

The current volatility for First Trust Active Factor Mid Cap ETF (AFMC) is 6.01%, while Vanguard Growth ETF (VUG) has a volatility of 7.00%. This indicates that AFMC experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AFMCVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.01%

7.00%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

11.36%

12.65%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

19.43%

22.68%

-3.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.97%

22.23%

-3.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.11%

21.38%

+1.73%