First Trust Active Factor Large Cap ETF (AFLG)

Key Metrics

TER 0.55% per year

Distribution policy Distributing

Fund size USD 648 M

Inception date December 3, 2019

Holdings 218

Fund currency USD

Fund domicile US

Provider First Trust

For full official fund details, factsheets, and holdings, visit ftportfolios.com (opens in new tab).

Historical Return

Last updated: Aug 17, 2026

1 Year +21.2% +0.7% Div

3 Years (avg.) +21.9% +0.7% Div

5 Years (avg.) +11.5% +0.7% Div

Risk & Analysis Metrics

Last updated: Aug 17, 2026

Volatility

11.36% 1 Year

13.73% 3 Years

15.56% 5 Years

18.94% 10 Years

Max Drawdown

-8.33% 1 Year

-17.94% 3 Years

-24.09% 5 Years

-35.78% 10 Years

Sharpe Ratio

1.20 1 Year

1.13 3 Years

0.48 5 Years

0.51 10 Years

Return Triangle (Heatmap)

Last updated: Aug 17, 2026

	2019	2020	2021	2022	2023	2024	2025
2019	2.6%	5.4%	12.4%	4.1%	6.9%	10.0%	10.5%
2020		8.3%	17.6%	4.6%	8.0%	11.6%	11.9%
2021			27.6%	2.8%	7.8%	12.4%	12.6%
2022				-17.3%	-0.9%	7.7%	9.1%
2023					18.7%	22.9%	19.6%
2024						27.2%	20.1%
2025							13.3%

Distributions

*by ETF Portfolio Weight Last updated: Aug 17, 2026

Profit Margin Distribution

< 0%

1y 3y N/A N/A

0 - 5%

10%

1y 3y N/A N/A

5 - 10%

15%

1y 3y N/A N/A

10 - 15%

1y 3y N/A N/A

15 - 20%

13%

1y 3y N/A N/A

20 - 30%

19%

1y 3y N/A N/A

30 - 40%

10%

1y 3y N/A N/A

> 40%

22%

1y 3y N/A N/A

P/E Ratio Distribution

< 0

1y 3y N/A N/A

0 - 10

1y 3y N/A N/A

10 - 15

14%

1y 3y N/A N/A

15 - 20

19%

1y 3y N/A N/A

20 - 25

12%

1y 3y N/A N/A

25 - 35

31%

1y 3y N/A N/A

35 - 50

1y 3y N/A N/A

> 50

10%

1y 3y N/A N/A

Discounted Cash Flow

Weighted Average Undervaluation

N/A

Undervalued

> 60%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

15 - 30%

1y 3y N/A N/A

Fair (±15%)

1y 3y N/A N/A

Overvalued

15 - 30%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

> 60%

1y 3y N/A N/A

Market Cap Size Distribution

Micro Cap

0.0%

1y 3y N/A N/A

Small Cap

0.0%

1y 3y N/A N/A

Mid Cap

1.8%

1y 3y N/A N/A

Large Cap

54.4%

1y 3y N/A N/A

Mega Cap

43.8%

1y 3y N/A N/A

Micro: < $300M Small: $300M–$2B Mid: $2B–$10B Large: $10B–$200B Mega: > $200B

Average metrics of all companies in portfolio

Last updated: Aug 23, 2026

Market
Average

Market Cap The market value of the company. It's calculated by multiplying the share price by the number of outstanding shares.	$1.5T	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	1.05%	2.00%
Beta Indicates the relationship between the price performance of a share and the market.	1.11	-
P/E Ratio Ratio between share price and earnings per share. A low ratio could indicate that the stock is undervalued or investors aren't expecting high growth. A high ratio could indicate that the stock is overvalued or investors are expecting high growth.	29.91	24.24
Negative P/E Ratio a negative P/E ratio shows that the company is not profitable, and it shows how many years it would take the company to lose its entire market capitalisation if it did not change anything	-34.32	-
Profitable Companies	99%	-
PEG The ratio between the P/E ratio and the growth rate of the company's earnings per share in the last twelve months. A lower PEG could mean that a stock is undervalued.	21.83	20.38
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	10.06	9.51
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	14.32	11.98

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	23.89	13.08
Enterprise Value to Revenue Enterprise value divided by revenue	8.36	11.78
Total Debt to Enterprise Value Total debt divided by enterprise value	0.13	0.04
Debt to Equity A higher ratio indicates a higher risk. However, the ratio is difficult to compare between industries where common amounts of debt vary.	0.52	0.27
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	24.92%	21.76%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	+73.6%	+53.7%
Return on Equity Equity divided by market cap.	34.21%	2.03%
Return on Assets Indicates a company's profitability in relation to its total assets.	18.07%	4.12%
Return on Invested Capital Return on invested capital (ROIC) is net income after dividends divided by the sum of debt and equity. It shows how effective a company is at turning capital invested by shareholders and other debtholders into profits.	30.11%	3.98%

Limit holdings to companies in a single sector.

$0B >$1T

Ratio between share price and earnings per share. A low ratio could indicate undervaluation.

<0 >50

Ratio of dividends in the last 12 months to current share price.

0% 3%

Revenue increase compared to the same quarter one year ago.

0% 30%

Net income increase compared to the same quarter one year ago.

0% 30%

Profitability of the last quarter.

<-30% >30%

A higher ratio indicates a higher risk. The ratio is difficult to compare between industries.

<0 >3

Discounted cash flow valuation vs. current price. Positive = undervalued, negative = overvalued.

<-50% >+100%

Market Cap

P/E Ratio

Total Investment

Weight

NVIDIA Corp

NVDA - Manufacturing

Market Cap $5.2T

P/E Ratio 32.7

Dividends 0.1%

Total Investment $49.71M

Weight 7.67%

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Alphabet Inc - Ordinary Shares - Class C

GOOG - Information

Market Cap $4.17T

P/E Ratio 17.1

Dividends 0.2%

Total Investment $42.13M

Weight 6.50%

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Apple Inc

AAPL - Manufacturing

Market Cap $4.54T

P/E Ratio 35.3

Dividends 0.3%

Total Investment $41.16M

Weight 6.35%

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Microsoft Corporation

MSFT - Information

Market Cap $3.59T

P/E Ratio 26.8

Dividends 0.8%

Total Investment $23.34M

Weight 3.60%

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Broadcom Inc - 8% PRF CONVERT 30/09/2022 USD 1000 - Ser A

AVGOP - Manufacturing

Market Cap $1.75T

P/E Ratio 59.5

Dividends 0.7%

Total Investment $20.27M

Weight 3.13%

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Amazon.com Inc.

AMZN - Retail Trade

Market Cap $2.78T

P/E Ratio 20.5

Dividends 0.0%

Total Investment $15.97M

Weight 2.46%

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Lam Research Corp.

LRCX - Manufacturing

Market Cap $392.68B

P/E Ratio 54.2

Dividends 0.3%

Total Investment $9.59M

Weight 1.48%

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Seagate Technology Holdings Plc

STX - Manufacturing

Market Cap $190.59B

P/E Ratio 58.5

Dividends 0.3%

Total Investment $7.67M

Weight 1.18%

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Cisco Systems, Inc.

CSCO - Manufacturing

Market Cap $437.66B

P/E Ratio 33.0

Dividends 1.5%

Total Investment $7.05M

Weight 1.09%

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Altria Group Inc.

MO - Manufacturing

Market Cap $110.35B

P/E Ratio 13.9

Dividends 6.4%

Total Investment $6.54M

Weight 1.01%

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Newmont Corp

NEM - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $138.64B

P/E Ratio 16.6

Dividends 0.8%

Total Investment $6.15M

Weight 0.95%

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Consolidated Edison, Inc.

ED - Utilities

Market Cap $39.19B

P/E Ratio 17.4

Dividends 3.3%

Total Investment $6.11M

Weight 0.94%

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Exxon Mobil Corp.

XOM - Energy

Market Cap $11.61T

P/E Ratio 21.2

Dividends 2.5%

Total Investment $6.01M

Weight 0.93%

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Firstenergy Corp.

FE - Utilities

Market Cap $26.6B

P/E Ratio 24.5

Dividends 4.0%

Total Investment $5.81M

Weight 0.90%

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Applied Materials Inc.

AMAT - Manufacturing

Market Cap $390.88B

P/E Ratio 42.2

Dividends 0.4%

Total Investment $5.7M

Weight 0.88%

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Visa Inc - Ordinary Shares - Class A

V - Information

Market Cap $692.75B

P/E Ratio 31.5

Dividends 0.7%

Total Investment $5.1M

Weight 0.79%

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Meta Platforms Inc - Ordinary Shares - Class A

META - Information

Market Cap $1.4T

P/E Ratio 20.4

Dividends 0.4%

Total Investment $5.09M

Weight 0.79%

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EOG Resources, Inc.

EOG - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $81.52B

P/E Ratio 11.8

Dividends 2.7%

Total Investment $4.95M

Weight 0.76%

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Reliance Inc.

RS - Manufacturing

Market Cap $19.8B

P/E Ratio 22.4

Dividends 1.3%

Total Investment $4.67M

Weight 0.72%

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Loews Corp.

L - Finance and Insurance

Market Cap $22.6B

P/E Ratio 13.5

Dividends 0.2%

Total Investment $4.65M

Weight 0.72%

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Manufacturing	41.5%
Information	19.1%
Finance and Insurance	10.5%
Retail Trade	6.0%
Utilities	3.6%
Mining, Quarrying, and Oil and Gas Extraction	3.4%
Professional, Scientific, and Technical Services	2.5%
Transportation and Warehousing	2.3%
Wholesale Trade	1.7%
Health Care and Social Assistance	1.6%
Construction	1.4%
Administrative and Support and Waste Management and Remediation Services	1.3%
Real Estate and Rental and Leasing	1.0%
Energy	0.9%
Other Services (except Public Administration)	0.6%
Management of Companies and Enterprises	0.6%
Public Administration	0.3%
Arts, Entertainment, and Recreation	0.2%
Other	1.4%

United States	96.3%
Singapore	1.1%
Ireland	0.9%
Switzerland	0.8%
Bermuda	0.5%
United Kingdom	0.2%
Other	0.2%
Canada	0.1%

Key Metrics

Compare similar ETFs

Historical Return

Risk & Analysis Metrics

Volatility

Max Drawdown

Sharpe Ratio

Return Triangle (Heatmap)

Distributions

Profit Margin Distribution

P/E Ratio Distribution

Discounted Cash Flow

Market Cap Size Distribution

Portfolio Concentration

Latest News

Nvidia Has Become a Banker to the AI Boom, Putting It on Dangerous Ground

Nvidia Stock Is a Screaming Buy Before Aug. 26, According to Wall Street

Apple Inc. $AAPL Shares Sold by AFG Fiduciary Services Limited Partnership

Average metrics of all companies in portfolio

Sectors

Countries

Stock Screener

NVIDIA Corp

NVIDIA Corp

Alphabet Inc - Ordinary Shares - Class C

Alphabet Inc - Ordinary Shares - Class C

Apple Inc

Apple Inc

Microsoft Corporation

Microsoft Corporation

Broadcom Inc - 8% PRF CONVERT 30/09/2022 USD 1000 - Ser A

Broadcom Inc - 8% PRF CONVERT 30/09/2022 USD 1000 - Ser A

Amazon.com Inc.

Amazon.com Inc.

Lam Research Corp.

Lam Research Corp.

Seagate Technology Holdings Plc

Seagate Technology Holdings Plc

Cisco Systems, Inc.

Cisco Systems, Inc.

Altria Group Inc.

Altria Group Inc.

Newmont Corp

Newmont Corp

Consolidated Edison, Inc.

Consolidated Edison, Inc.

Exxon Mobil Corp.

Exxon Mobil Corp.

Firstenergy Corp.

Firstenergy Corp.

Applied Materials Inc.

Applied Materials Inc.

Visa Inc - Ordinary Shares - Class A

Visa Inc - Ordinary Shares - Class A

Meta Platforms Inc - Ordinary Shares - Class A

Meta Platforms Inc - Ordinary Shares - Class A

EOG Resources, Inc.

EOG Resources, Inc.

Reliance Inc.

Reliance Inc.

Loews Corp.

Loews Corp.

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