First Trust Active Factor Small Cap ETF (AFSM)

Key Metrics

TER 75.00% per year

Distribution policy Distributing

Fund size USD 85 M

Inception date December 3, 2019

Holdings 317

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: Jun 15, 2026

1 Year +34.5% +0.5% Div

3 Years (avg.) +17.2% +0.5% Div

5 Years (avg.) +8.4% +0.5% Div

Risk & Analysis Metrics

Last updated: Jun 15, 2026

Volatility

17.11% 1 Year

19.26% 3 Years

20.54% 5 Years

24.69% 10 Years

Max Drawdown

-9.58% 1 Year

-25.41% 3 Years

-28.93% 5 Years

-43.54% 10 Years

Sharpe Ratio

1.40 1 Year

0.66 3 Years

0.28 5 Years

0.37 10 Years

Return Triangle (Heatmap)

Last updated: Jun 15, 2026

	2019	2020	2021	2022	2023	2024	2025
2019	2.1%	5.2%	12.0%	3.3%	6.7%	7.3%	7.6%
2020		8.3%	17.2%	3.7%	7.9%	8.4%	8.5%
2021			26.9%	1.4%	7.8%	8.4%	8.6%
2022				-18.9%	-0.7%	2.8%	4.4%
2023					21.7%	15.8%	13.6%
2024						10.3%	9.8%
2025							9.3%

Distributions

*by ETF Portfolio Weight Last updated: Jun 15, 2026

Profit Margin Distribution

< 0%

16%

1y 3y N/A N/A

0 - 5%

15%

1y 3y N/A N/A

5 - 10%

20%

1y 3y N/A N/A

10 - 15%

1y 3y N/A N/A

15 - 20%

1y 3y N/A N/A

20 - 30%

14%

1y 3y N/A N/A

30 - 40%

1y 3y N/A N/A

> 40%

13%

1y 3y N/A N/A

P/E Ratio Distribution

< 0

15%

1y 3y N/A N/A

0 - 10

19%

1y 3y N/A N/A

10 - 15

17%

1y 3y N/A N/A

15 - 20

11%

1y 3y N/A N/A

20 - 25

1y 3y N/A N/A

25 - 35

1y 3y N/A N/A

35 - 50

1y 3y N/A N/A

> 50

17%

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

2.2%

1y 3y N/A N/A

Small Cap

31.7%

1y 3y N/A N/A

Mid Cap

52.0%

1y 3y N/A N/A

Large Cap

14.1%

1y 3y N/A N/A

Mega Cap

0.0%

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: Jun 21, 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.	$6.15B	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	0.82%	2.03%
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.	29.59	28.29
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	-69.02	-
Profitable Companies	85%	-
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.	22.87	14.56
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	4.62	8.28
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	5.62	10.72

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	17.62	21.15
Enterprise Value to Revenue Enterprise value divided by revenue	4.67	8.72
Total Debt to Enterprise Value Total debt divided by enterprise value	0.15	0.05
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.	0.34	0.33
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	12.54%	-6.18%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	-2.4%	-117.9%
Return on Equity Equity divided by market cap.	15.76%	1.23%
Return on Assets Indicates a company's profitability in relation to its total assets.	6.41%	3.29%
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.	9.95%	3.31%

Sectors

Manufacturing	38.5%
Finance and Insurance	14.9%
Mining, Quarrying, and Oil and Gas Extraction	6.0%
Information	5.5%
Transportation and Warehousing	4.7%
Retail Trade	4.2%
Professional, Scientific, and Technical Services	4.0%
Construction	3.2%
Real Estate and Rental and Leasing	2.4%
Educational Services	2.0%
Wholesale Trade	1.9%
Health Care and Social Assistance	1.9%
Agriculture, Forestry, Fishing and Hunting	0.6%
Administrative and Support and Waste Management and Remediation Services	0.4%
Utilities	0.4%
Accommodation and Food Services	0.3%
Finance	0.2%
Healthcare	0.2%
Technology	0.1%
Other	8.3%

Countries

United States	94.5%
Singapore	0.8%
Canada	0.7%
Bermuda	0.7%
Israel	0.7%
Switzerland	0.7%
France	0.6%
Brazil	0.5%
United Kingdom	0.4%
China	0.3%
Other	0.2%

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

TTM Technologies Inc

TTMI - Manufacturing

Market Cap $22.48B

P/E Ratio 115.1

Dividends 0.0%

Total Investment $1.2M

Weight 1.41%

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Bloom Energy Corp - Ordinary Shares - Class A

BE - Manufacturing

Market Cap $93.56B

P/E Ratio -13591.3

Dividends 0.0%

Total Investment $962.35K

Weight 1.14%

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Ames National Corp.

ATLO - Finance and Insurance

Market Cap $260.93M

P/E Ratio 12.2

Dividends 3.0%

Total Investment $812.73K

Weight 0.96%

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Vicor Corp.

VICR - Manufacturing

Market Cap $14.95B

P/E Ratio 110.2

Dividends 0.0%

Total Investment $798.35K

Weight 0.94%

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Caledonia Mining Corporation Plc

CMCL - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $402.87M

P/E Ratio 6.6

Dividends 2.0%

Total Investment $787.31K

Weight 0.93%

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Peabody Energy Corp. - Ordinary Shares New

BTU - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $3.02B

P/E Ratio -24.9

Dividends 1.2%

Total Investment $767.05K

Weight 0.91%

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GigaCloud Technology Inc - Ordinary Shares - Class A

GCT

Market Cap $1.27B

P/E Ratio 8.6

Dividends 0.0%

Total Investment $762.51K

Weight 0.90%

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Interface Inc.

TILE - Manufacturing

Market Cap $1.89B

P/E Ratio 15.0

Dividends 0.3%

Total Investment $759.76K

Weight 0.90%

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Hecla Mining Co.

HL - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $10.7B

P/E Ratio 39.1

Dividends 0.1%

Total Investment $742.64K

Weight 0.88%

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Viavi Solutions Inc

VIAV - Manufacturing

Market Cap $11.56B

P/E Ratio -198.6

Dividends 0.0%

Total Investment $727.39K

Weight 0.86%

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Perimeter Solutions SA

PRM

Market Cap $6.16B

P/E Ratio -30.6

Dividends 0.0%

Total Investment $672.98K

Weight 0.79%

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Photronics, Inc.

PLAB - Manufacturing

Market Cap $1.98B

P/E Ratio 12.3

Dividends 0.0%

Total Investment $671.16K

Weight 0.79%

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National Healthcare Corp.

NHC - Health Care and Social Assistance

Market Cap $3.15B

P/E Ratio 25.3

Dividends 1.3%

Total Investment $653.18K

Weight 0.77%

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Scorpio Tankers Inc

STNG - Transportation and Warehousing

Market Cap $4.01B

P/E Ratio 7.6

Dividends 2.1%

Total Investment $649.8K

Weight 0.77%

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nLIGHT Inc

LASR - Manufacturing

Market Cap $3.65B

P/E Ratio -237.8

Dividends 0.0%

Total Investment $637.03K

Weight 0.75%

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Tactile Systems Technology Inc

TCMD - Manufacturing

Market Cap $600.45M

P/E Ratio 29.6

Dividends 0.0%

Total Investment $627.71K

Weight 0.74%

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Interdigital Inc

IDCC - Real Estate and Rental and Leasing

Market Cap $7.65B

P/E Ratio 20.9

Dividends 0.9%

Total Investment $620.17K

Weight 0.73%

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Matson Inc

MATX - Transportation and Warehousing

Market Cap $5.79B

P/E Ratio 13.5

Dividends 0.8%

Total Investment $599.4K

Weight 0.71%

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Teekay Tankers Ltd - Ordinary Shares - Class A

TNK - Transportation and Warehousing

Market Cap $2.58B

P/E Ratio 6.0

Dividends 2.7%

Total Investment $593.29K

Weight 0.70%

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Brookdale Senior Living Inc

BKD - Health Care and Social Assistance

Market Cap $3.26B

P/E Ratio -15.9

Dividends 0.0%

Total Investment $591.59K

Weight 0.70%

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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

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Average metrics of all companies in portfolio

Sectors

Countries

Stock Screener

TTM Technologies Inc

TTM Technologies Inc

Bloom Energy Corp - Ordinary Shares - Class A

Bloom Energy Corp - Ordinary Shares - Class A

Ames National Corp.

Ames National Corp.

Vicor Corp.

Vicor Corp.

Caledonia Mining Corporation Plc

Caledonia Mining Corporation Plc

Peabody Energy Corp. - Ordinary Shares New

Peabody Energy Corp. - Ordinary Shares New

GigaCloud Technology Inc - Ordinary Shares - Class A

GigaCloud Technology Inc - Ordinary Shares - Class A

Interface Inc.

Interface Inc.

Hecla Mining Co.

Hecla Mining Co.

Viavi Solutions Inc

Viavi Solutions Inc

Perimeter Solutions SA

Perimeter Solutions SA

Photronics, Inc.

Photronics, Inc.

National Healthcare Corp.

National Healthcare Corp.

Scorpio Tankers Inc

Scorpio Tankers Inc

nLIGHT Inc

nLIGHT Inc

Tactile Systems Technology Inc

Tactile Systems Technology Inc

Interdigital Inc

Interdigital Inc

Matson Inc

Matson Inc

Teekay Tankers Ltd - Ordinary Shares - Class A

Teekay Tankers Ltd - Ordinary Shares - Class A

Brookdale Senior Living Inc

Brookdale Senior Living Inc

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