Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AFLG (First Trust Active Factor Large Cap ETF) | 10.50% | 22.98% | 21.50% | 12.46% | NA | NA | NA | … | … |
Data as of 06/11/2026, Common starting date is 12/04/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AFLG (First Trust Active Factor Large Cap ETF) | 12/04/2019 | 06/11/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.02 | 22.98 | 21.50 | 12.46 | NA | NA | NA | … | … | 10.50 | 14.27 | 27.03 | 20.12 | -16.42 | 27.30 | 10.29 | 2.78 |
| Sharpe Ratio | NA | 1.75 | 1.34 | 0.63 | NA | NA | NA | … | … | 1.69 | 0.65 | 1.93 | 1.31 | -0.81 | 2.12 | 0.30 | 8.63 |
| Standard Deviation(%) | NA | 11.74 | 14.10 | 15.85 | NA | NA | NA | … | … | 13.48 | 17.47 | 12.13 | 12.67 | 22.04 | 12.86 | 32.77 | 5.30 |
| Draw Down(%) | NA | 8.19 | 17.51 | 23.49 | NA | NA | NA | … | … | 8.19 | 17.30 | 7.34 | 8.76 | 23.11 | 6.00 | 35.85 | 0.45 |
| Yield(%) | 0.00 | 0.87 | 1.24 | 1.23 | 0.96 | 0.64 | 0.48 | … | … | 0.13 | 0.95 | 0.68 | 1.82 | 1.26 | 1.18 | 1.38 | 0.20 |
Data as of 06/11/2026, Common starting date is 12/04/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AFLG (First Trust Active Factor Large Cap ETF) |
7.11%
Apr 2021 – Apr 2024 |
11.35%
Mar 2021 – Mar 2026 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AFLG (First Trust Active Factor Large Cap ETF) |
23.73%
May 2023 – May 2026 |
17.72%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart