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BDGS vs. AFLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.7

Performance

BDGS vs. AFLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridges Capital Tactical ETF (BDGS) and First Trust Active Factor Large Cap ETF (AFLG). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
29.31%
49.78%
BDGS
AFLG

Key characteristics

Sharpe Ratio

BDGS:

4.50

AFLG:

2.52

Sortino Ratio

BDGS:

8.68

AFLG:

3.41

Omega Ratio

BDGS:

2.63

AFLG:

1.45

Calmar Ratio

BDGS:

8.26

AFLG:

4.13

Martin Ratio

BDGS:

48.12

AFLG:

15.88

Ulcer Index

BDGS:

0.41%

AFLG:

1.91%

Daily Std Dev

BDGS:

4.38%

AFLG:

12.01%

Max Drawdown

BDGS:

-5.38%

AFLG:

-35.84%

Current Drawdown

BDGS:

-0.98%

AFLG:

-3.90%

Returns By Period

In the year-to-date period, BDGS achieves a 19.39% return, which is significantly lower than AFLG's 28.39% return.


BDGS

YTD

19.39%

1M

2.07%

6M

14.30%

1Y

19.56%

5Y*

N/A

10Y*

N/A

AFLG

YTD

28.39%

1M

-0.75%

6M

10.53%

1Y

29.23%

5Y*

12.65%

10Y*

N/A

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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.


BDGS
Bridges Capital Tactical ETF
Expense ratio chart for BDGS: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for AFLG: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

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.


Sharpe ratio
The chart of Sharpe ratio for BDGS, currently valued at 4.50, compared to the broader market0.002.004.004.502.52
The chart of Sortino ratio for BDGS, currently valued at 8.68, compared to the broader market-2.000.002.004.006.008.0010.008.683.41
The chart of Omega ratio for BDGS, currently valued at 2.63, compared to the broader market0.501.001.502.002.503.002.631.45
The chart of Calmar ratio for BDGS, currently valued at 8.26, compared to the broader market0.005.0010.0015.008.264.13
The chart of Martin ratio for BDGS, currently valued at 48.12, compared to the broader market0.0020.0040.0060.0080.00100.0048.1215.88
BDGS
AFLG

The current BDGS Sharpe Ratio is 4.50, which is higher than the AFLG Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of BDGS and AFLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.004.505.00JulyAugustSeptemberOctoberNovemberDecember
4.50
2.52
BDGS
AFLG

Dividends

BDGS vs. AFLG - Dividend Comparison

BDGS has not paid dividends to shareholders, while AFLG's dividend yield for the trailing twelve months is around 1.34%.


TTM20232022202120202019
BDGS
Bridges Capital Tactical ETF
0.00%0.84%0.00%0.00%0.00%0.00%
AFLG
First Trust Active Factor Large Cap ETF
0.53%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.98%
-3.90%
BDGS
AFLG

Volatility

BDGS vs. AFLG - Volatility Comparison

The current volatility for Bridges Capital Tactical ETF (BDGS) is 1.38%, while First Trust Active Factor Large Cap ETF (AFLG) has a volatility of 3.86%. 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.38%
3.86%
BDGS
AFLG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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