BDGS vs. AFLG
Compare and contrast key facts about Bridges Capital Tactical ETF (BDGS) and First Trust Active Factor Large Cap ETF (AFLG).
BDGS and AFLG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BDGS is an actively managed fund by Bridges. It was launched on May 10, 2023. AFLG is a passively managed fund by First Trust that tracks the performance of the Goldman Sachs ActiveBeta U.S. Large Cap Equity Index. It was launched on Dec 3, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BDGS or AFLG.
Performance
BDGS vs. AFLG - Performance Comparison
Returns By Period
In the year-to-date period, BDGS achieves a 16.97% return, which is significantly lower than AFLG's 29.35% return.
BDGS
16.97%
2.70%
12.79%
18.92%
N/A
N/A
AFLG
29.35%
1.85%
14.05%
36.74%
N/A
N/A
Key characteristics
| BDGS | AFLG | |
|---|---|---|
| Sharpe Ratio | 4.10 | 3.12 |
| Sortino Ratio | 7.83 | 4.24 |
| Omega Ratio | 2.51 | 1.56 |
| Calmar Ratio | 7.50 | 4.96 |
| Martin Ratio | 45.30 | 20.10 |
| Ulcer Index | 0.39% | 1.81% |
| Daily Std Dev | 4.36% | 11.66% |
| Max Drawdown | -5.38% | -35.84% |
| Current Drawdown | -0.75% | -0.79% |
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BDGS vs. AFLG - Expense Ratio Comparison
BDGS has a 0.85% expense ratio, which is higher than AFLG's 0.55% expense ratio.
Correlation
The correlation between BDGS and AFLG is 0.71, 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.
Risk-Adjusted Performance
BDGS vs. AFLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridges Capital Tactical ETF (BDGS) and First Trust Active Factor Large Cap ETF (AFLG). 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
BDGS vs. AFLG - Dividend Comparison
BDGS's dividend yield for the trailing twelve months is around 0.72%, less than AFLG's 0.99% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
BDGS Bridges Capital Tactical ETF | 0.72% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% |
AFLG First Trust Active Factor Large Cap ETF | 0.99% | 1.53% | 1.51% | 0.93% | 1.28% | 0.20% |
Drawdowns
BDGS vs. AFLG - Drawdown Comparison
The maximum BDGS drawdown since its inception was -5.38%, smaller than the maximum AFLG drawdown of -35.84%. Use the drawdown chart below to compare losses from any high point for BDGS and AFLG. For additional features, visit the drawdowns tool.
Volatility
BDGS vs. AFLG - Volatility Comparison
The current volatility for Bridges Capital Tactical ETF (BDGS) is 2.48%, while First Trust Active Factor Large Cap ETF (AFLG) has a volatility of 3.64%. This indicates that BDGS experiences smaller price fluctuations and is considered to be less risky than AFLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.