AMID vs. AFMC

In the year-to-date period, AMID achieves a -5.14% return, which is significantly lower than AFMC's -0.47% return.

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AMID has a 0.52% expense ratio, which is lower than AFMC's 0.65% expense ratio.

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

The current AMID Sharpe Ratio is 0.05, which is lower than the AFMC Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of AMID and AFMC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

AMID's dividend yield for the trailing twelve months is around 0.35%, less than AFMC's 0.82% yield.

The maximum AMID drawdown since its inception was -23.32%, smaller than the maximum AFMC drawdown of -42.14%. Use the drawdown chart below to compare losses from any high point for AMID and AFMC.

Argent Mid Cap ETF (AMID) and First Trust Active Factor Mid Cap ETF (AFMC) have volatilities of 5.45% and 5.34%, 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.