First Trust Active Factor Small Cap ETF (AFSM)

Key Metrics

TER 0.75% per year

Distribution policy Distributing

Fund size USD 98 M

Inception date December 3, 2019

Holdings 334

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 01, 2026

1 Year +34.6% +0.5% Div

3 Years (avg.) +15.3% +0.5% Div

5 Years (avg.) +9.1% +0.5% Div

Risk & Analysis Metrics

Last updated: Aug 01, 2026

Volatility

16.87% 1 Year

19.18% 3 Years

20.37% 5 Years

24.49% 10 Years

Max Drawdown

-9.58% 1 Year

-25.41% 3 Years

-28.93% 5 Years

-43.54% 10 Years

Sharpe Ratio

1.41 1 Year

0.58 3 Years

0.31 5 Years

0.37 10 Years

Return Triangle (Heatmap)

Last updated: Aug 01, 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: Aug 01, 2026

Profit Margin Distribution

< 0%

15%

1y 3y N/A N/A

0 - 5%

18%

1y 3y N/A N/A

5 - 10%

23%

1y 3y N/A N/A

10 - 15%

11%

1y 3y N/A N/A

15 - 20%

1y 3y N/A N/A

20 - 30%

11%

1y 3y N/A N/A

30 - 40%

1y 3y N/A N/A

> 40%

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

16%

1y 3y N/A N/A

15 - 20

10%

1y 3y N/A N/A

20 - 25

1y 3y N/A N/A

25 - 35

1y 3y N/A N/A

35 - 50

10%

1y 3y N/A N/A

> 50

15%

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

1.8%

1y 3y N/A N/A

Small Cap

31.5%

1y 3y N/A N/A

Mid Cap

56.8%

1y 3y N/A N/A

Large Cap

9.9%

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: Aug 02, 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.	$5.67B	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	0.83%	2.01%
Beta Indicates the relationship between the price performance of a share and the market.	1.1	-
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.	27.94	30.76
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	-63.21	-
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.	24.41	9.33
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	4.27	7.93
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	5.19	10.19

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	17.79	18.56
Enterprise Value to Revenue Enterprise value divided by revenue	4.24	7.93
Total Debt to Enterprise Value Total debt divided by enterprise value	0.15	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.	0.35	0.29
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	12.31%	21.90%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	+11.0%	-116.0%
Return on Equity Equity divided by market cap.	16.07%	2.81%
Return on Assets Indicates a company's profitability in relation to its total assets.	6.66%	4.15%
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.	10.19%	3.82%

Sectors

Manufacturing	39.6%
Finance and Insurance	12.6%
Information	7.7%
Mining, Quarrying, and Oil and Gas Extraction	5.3%
Professional, Scientific, and Technical Services	5.0%
Retail Trade	3.7%
Transportation and Warehousing	3.6%
Construction	3.3%
Health Care and Social Assistance	2.1%
Educational Services	2.0%
Wholesale Trade	1.9%
Real Estate and Rental and Leasing	1.7%
Administrative and Support and Waste Management and Remediation Services	0.7%
Finance	0.6%
Healthcare	0.5%
Utilities	0.5%
Agriculture, Forestry, Fishing and Hunting	0.3%
Accommodation and Food Services	0.3%
Transportation	0.2%
Energy Minerals	0.1%
Technology	0.1%
Other	8.3%

Countries

United States	89.9%
Bermuda	4.0%
United Kingdom	0.9%
Monaco	0.8%
Singapore	0.6%
Canada	0.6%
Cayman Islands	0.5%
Puerto Rico	0.5%
Israel	0.5%
Brazil	0.5%
France	0.4%
Ireland	0.4%
Jersey	0.3%
Other	0.2%
Other	0.0%

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

Bloom Energy Corp - Ordinary Shares - Class A

BE - Manufacturing

Market Cap $60.62B

P/E Ratio 246.2

Dividends 0.0%

Total Investment $1.87M

Weight 1.90%

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Viavi Solutions Inc

VIAV - Manufacturing

Market Cap $9.12B

P/E Ratio -152.3

Dividends 0.0%

Total Investment $1.21M

Weight 1.23%

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TTM Technologies Inc

TTMI - Manufacturing

Market Cap $11.99B

P/E Ratio 61.1

Dividends 0.0%

Total Investment $1.21M

Weight 1.22%

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Credo Technology Group Holding Ltd

CRDO

Market Cap $38.6B

P/E Ratio 79.0

Dividends 0.0%

Total Investment $958.99K

Weight 0.97%

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Blue Bird Corp

BLBD - Manufacturing

Market Cap $2.35B

P/E Ratio 17.7

Dividends 0.0%

Total Investment $866.03K

Weight 0.88%

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National Healthcare Corp.

NHC - Health Care and Social Assistance

Market Cap $3.53B

P/E Ratio 28.3

Dividends 1.1%

Total Investment $865.48K

Weight 0.88%

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Par Pacific Holdings Inc

PARR - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $4.31B

P/E Ratio 9.4

Dividends 0.0%

Total Investment $807.47K

Weight 0.82%

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Sterling Infrastructure Inc

STRL - Construction

Market Cap $18.31B

P/E Ratio 52.7

Dividends 0.0%

Total Investment $795.42K

Weight 0.81%

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Ames National Corp.

ATLO - Finance and Insurance

Market Cap $270.94M

P/E Ratio 11.9

Dividends 2.9%

Total Investment $782.62K

Weight 0.79%

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nLIGHT Inc

LASR - Manufacturing

Market Cap $3.88B

P/E Ratio -228.0

Dividends 0.0%

Total Investment $753.73K

Weight 0.77%

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Matson Inc

MATX - Transportation and Warehousing

Market Cap $6.13B

P/E Ratio 14.8

Dividends 0.7%

Total Investment $729.55K

Weight 0.74%

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Kulicke & Soffa Industries, Inc.

KLIC - Manufacturing

Market Cap $4.67B

P/E Ratio 85.1

Dividends 0.9%

Total Investment $702.74K

Weight 0.71%

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Trustco Bank Corp.

TRST - Finance and Insurance

Market Cap $970.26M

P/E Ratio 15.8

Dividends 2.7%

Total Investment $695.7K

Weight 0.71%

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Enersys

ENS - Manufacturing

Market Cap $6.78B

P/E Ratio 23.7

Dividends 0.6%

Total Investment $678.89K

Weight 0.69%

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Garrett Motion Inc - Ordinary Shares - New

GTX - Manufacturing

Market Cap $5.81B

P/E Ratio 16.7

Dividends 1.0%

Total Investment $664.37K

Weight 0.67%

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Powell Industries, Inc.

POWL - Manufacturing

Market Cap $7.6B

P/E Ratio 40.5

Dividends 0.2%

Total Investment $650.47K

Weight 0.66%

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Lincoln Educational Services Corp

LINC - Educational Services

Market Cap $1.33B

P/E Ratio 57.3

Dividends 0.0%

Total Investment $648.53K

Weight 0.66%

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Sphere Entertainment Co - Ordinary Shares - Class A

SPHR

Market Cap $5.15B

P/E Ratio 154.8

Dividends 0.0%

Total Investment $644.76K

Weight 0.65%

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Bel Fuse Inc. - Ordinary Shares - Class A

BELFA - Manufacturing

Market Cap $3.29B

P/E Ratio 68.0

Dividends 0.1%

Total Investment $626.45K

Weight 0.64%

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Axcelis Technologies Inc

ACLS - Manufacturing

Market Cap $4.01B

P/E Ratio 40.5

Dividends 0.0%

Total Investment $624.35K

Weight 0.63%

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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

Latest News

BE INVESTOR ALERT: Robbins Geller Rudman & Dowd LLP Announces that Bloom Energy Corporation Investors with Substantial Losses Have Opportunity to Lead the Bloom Energy Class Action Lawsuit

ROSEN, TRUSTED INVESTOR COUNSEL, Encourages Bloom Energy Corporation Investors to Secure Counsel Before Important Deadline in Securities Class Action - BE

Down 38% From Its High, Is Bloom Energy Stock a Buy?

Average metrics of all companies in portfolio

Sectors

Countries