AFSM vs. SDVY
Compare and contrast key facts about First Trust Active Factor Small Cap ETF (AFSM) and First Trust SMID Cap Rising Dividend Achievers ETF (SDVY).
AFSM and SDVY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AFSM is an actively managed fund by First Trust. It was launched on Dec 3, 2019. SDVY is a passively managed fund by First Trust that tracks the performance of the NASDAQ US Small Mid Cap Rising Dividend Achievers™ Index. It was launched on Nov 1, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AFSM or SDVY.
Correlation
The correlation between AFSM and SDVY is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
AFSM vs. SDVY - Performance Comparison
Key characteristics
AFSM:
0.69
SDVY:
0.65
AFSM:
1.11
SDVY:
1.05
AFSM:
1.13
SDVY:
1.13
AFSM:
1.46
SDVY:
1.01
AFSM:
3.77
SDVY:
3.20
AFSM:
3.58%
SDVY:
3.82%
AFSM:
19.58%
SDVY:
18.90%
AFSM:
-43.54%
SDVY:
-44.70%
AFSM:
-8.77%
SDVY:
-11.16%
Returns By Period
In the year-to-date period, AFSM achieves a 11.65% return, which is significantly higher than SDVY's 10.60% return.
AFSM
11.65%
-4.20%
9.20%
11.87%
8.95%
N/A
SDVY
10.60%
-6.28%
8.44%
10.71%
12.47%
N/A
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AFSM vs. SDVY - Expense Ratio Comparison
AFSM has a 0.77% expense ratio, which is higher than SDVY's 0.60% expense ratio.
Risk-Adjusted Performance
AFSM vs. SDVY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Active Factor Small Cap ETF (AFSM) and First Trust SMID Cap Rising Dividend Achievers ETF (SDVY). 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.
Dividends
AFSM vs. SDVY - Dividend Comparison
AFSM's dividend yield for the trailing twelve months is around 1.49%, less than SDVY's 1.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
AFSM First Trust Active Factor Small Cap ETF | 0.97% | 0.92% | 1.28% | 0.36% | 0.53% | 0.32% | 0.00% | 0.00% |
SDVY First Trust SMID Cap Rising Dividend Achievers ETF | 1.09% | 1.90% | 2.28% | 1.09% | 1.48% | 1.70% | 1.57% | 0.29% |
Drawdowns
AFSM vs. SDVY - Drawdown Comparison
The maximum AFSM drawdown since its inception was -43.54%, roughly equal to the maximum SDVY drawdown of -44.70%. Use the drawdown chart below to compare losses from any high point for AFSM and SDVY. For additional features, visit the drawdowns tool.
Volatility
AFSM vs. SDVY - Volatility Comparison
First Trust Active Factor Small Cap ETF (AFSM) and First Trust SMID Cap Rising Dividend Achievers ETF (SDVY) have volatilities of 5.75% and 5.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.