AFLGFirst Trust Active Factor Large Cap ETF
Seeks to provide capital appreciation.
First Trust · Since 2019 (6 years)
0.55%
#2614 out of 5,332 ETFs
$524M
#1393 out of 5,332 ETFs
0.80%
6 years
#2054 out of 5,332 ETFs
Performance
1 Year
+28.7%
3 Years
+22.8%
5 Years
+12.4%
What's inside
Asset allocation
Sector breakdown
Top holdings
Risk profile
11.9%
Moderate
-35.8%
Worst peak-to-trough loss
1.27
Excellent risk-adjusted returns
1.89
Good downside protection
Similar ETFs
Our take
Structural notes on how this fund behaves. Read our guide on the 6 warning signs.
Closet indexer — active fees, passive behavior
This fund charges active-management fees but closely tracks its benchmark index. You may be paying a premium for active management that does not meaningfully exist — a combination of high R² versus the benchmark, low tracking error, and a TER sitting well above the passive peer-group median.
- R²
- 95.5%
- TE
- 3.4%
- Beta
- 0.90
- Fee
- 4× 0.15%
Source: Cremers & Petajisto (2009) · Amihud & Goyenko (2013) · ESMA (2016)
Why we flagged this: strategy=active_selection + high_r_squared+low_tracking_error+near_market_beta+fee_premium
Educational analysis of structural product characteristics. Not investment advice. Always read the fund prospectus and consult a qualified advisor before investing. More
Data updated on 2026-05-05