Correlation
The correlation between AFSM and SMIN is 0.48, 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.
AFSM vs. SMIN
Compare and contrast key facts about First Trust Active Factor Small Cap ETF (AFSM) and iShares MSCI India Small-Cap ETF (SMIN).
AFSM and SMIN 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. SMIN is a passively managed fund by iShares that tracks the performance of the MSCI India Small Cap Index. It was launched on Feb 8, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AFSM or SMIN.
Performance
AFSM vs. SMIN - Performance Comparison
Loading data...
Key characteristics
AFSM:
0.08
SMIN:
0.27
AFSM:
0.27
SMIN:
0.47
AFSM:
1.03
SMIN:
1.06
AFSM:
0.06
SMIN:
0.22
AFSM:
0.16
SMIN:
0.52
AFSM:
9.40%
SMIN:
10.53%
AFSM:
23.39%
SMIN:
22.10%
AFSM:
-43.54%
SMIN:
-60.50%
AFSM:
-12.20%
SMIN:
-8.50%
Returns By Period
In the year-to-date period, AFSM achieves a -3.18% return, which is significantly lower than SMIN's -2.37% return.
AFSM
-3.18%
4.72%
-11.13%
1.39%
7.55%
13.01%
N/A
SMIN
-2.37%
6.77%
-4.15%
5.62%
15.60%
25.54%
10.18%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AFSM vs. SMIN - Expense Ratio Comparison
AFSM has a 0.77% expense ratio, which is higher than SMIN's 0.76% expense ratio.
Risk-Adjusted Performance
AFSM vs. SMIN — Risk-Adjusted Performance Rank
AFSM
SMIN
AFSM vs. SMIN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Active Factor Small Cap ETF (AFSM) and iShares MSCI India Small-Cap ETF (SMIN). 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.
Loading data...
Dividends
AFSM vs. SMIN - Dividend Comparison
AFSM's dividend yield for the trailing twelve months is around 0.69%, less than SMIN's 7.01% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AFSM First Trust Active Factor Small Cap ETF | 0.69% | 0.59% | 0.92% | 1.28% | 0.36% | 0.53% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMIN iShares MSCI India Small-Cap ETF | 7.01% | 6.84% | 0.41% | 0.01% | 1.27% | 1.07% | 1.74% | 1.68% | 0.89% | 2.30% | 0.93% | 0.34% |
Drawdowns
AFSM vs. SMIN - Drawdown Comparison
The maximum AFSM drawdown since its inception was -43.54%, smaller than the maximum SMIN drawdown of -60.50%. Use the drawdown chart below to compare losses from any high point for AFSM and SMIN.
Loading data...
Volatility
AFSM vs. SMIN - Volatility Comparison
The current volatility for First Trust Active Factor Small Cap ETF (AFSM) is 5.57%, while iShares MSCI India Small-Cap ETF (SMIN) has a volatility of 6.94%. This indicates that AFSM experiences smaller price fluctuations and is considered to be less risky than SMIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...