Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AFSM (First Trust Active Factor Small Cap ETF) | 17.17% | 32.47% | 19.01% | 8.81% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 12/04/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AFSM (First Trust Active Factor Small Cap ETF) | 12/04/2019 | 06/04/2026 |
| 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 (%) | 0.44 | 32.47 | 19.01 | 8.81 | NA | NA | NA | … | … | 17.17 | 9.99 | 10.55 | 22.25 | -17.52 | 26.06 | 8.44 | 2.65 |
| Sharpe Ratio | NA | 1.59 | 0.79 | 0.29 | NA | NA | NA | … | … | 1.96 | 0.34 | 0.36 | 1.02 | -0.75 | 1.25 | 0.19 | 5.45 |
| Standard Deviation(%) | NA | 17.85 | 19.83 | 20.82 | NA | NA | NA | … | … | 19.89 | 20.97 | 19.51 | 18.47 | 25.45 | 20.85 | 42.61 | 7.92 |
| Draw Down(%) | NA | 9.56 | 25.07 | 28.29 | NA | NA | NA | … | … | 9.56 | 20.56 | 9.45 | 14.19 | 26.03 | 9.41 | 43.56 | 0.76 |
| Yield(%) | 0.00 | 0.62 | 0.89 | 0.80 | 0.62 | 0.41 | 0.31 | … | … | 0.12 | 0.64 | 0.65 | 1.12 | 1.04 | 0.45 | 0.58 | 0.32 |
Data as of 06/04/2026, 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 |
|---|---|---|---|---|
| AFSM (First Trust Active Factor Small Cap ETF) |
3.06%
Jun 2021 – Jun 2024 |
6.42%
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 |
|---|---|---|---|---|
| AFSM (First Trust Active Factor Small Cap ETF) |
20.11%
Mar 2020 – Mar 2023 |
16.20%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart