AFSMFirst Trust Active Factor Small Cap ETF
Seeks to provide capital appreciation.
By First Trust · Launched 2019
Annual Cost
0.75%
#4,069 of 6,040 · expensive
Fund Size
$128M
#2,855 of 6,040 · mid-size
Return (1Y)
+22.5%
Track Record
6 years
#1,997 of 6,040 · established
Performance
Total-return NAV · USDGrowth of $10,000
$12,150+21.5%
Total-return NAV, USD. Net of fund fees, before tax.
What's inside
How Beacon categorizes this fundHoldings
By weightConcentration
Top 10 holdings = 9.8% of funddiversified
TTM Technologies Inc
1.4%
Bloom Energy Corporation
1.1%
Ames National Corp
1.0%
Vicor Corp
0.9%
Caledonia Mining Corp PLC
0.9%
Peabody Energy Corp.
0.9%
GIGACLOUD TECHNOLOGY INC
0.9%
Interface, Inc.
0.9%
Hecla Mining Company
0.9%
Viavi Solutions Inc
0.9%
Asset allocation
Stocks
99.6%
Cash
0.4%
By sector
Healthcare
19.8%
Technology
18.2%
Financial Services
16.3%
Industrials
13.8%
Consumer Cyclical
9.1%
Energy
7.0%
Communication
4.0%
Consumer Defensive
3.8%
Other
8.0%
Risk profile
Last 12 months · Sharpe & Sortino need 3+ yearsVolatility (1Y)
17.8%Moderate
Year-on-year price swings
Max drawdown
-45.3%Severe
Worst peak-to-trough loss
Sharpe (3Y)
0.76Decent risk-adjusted returns
Sortino (3Y)
1.16Good downside protection
Listing
- Exchange
- NYSE Arca
Full fund details
- Objective
- Seeks to provide capital appreciation.
- Strategy
- Actively manages a portfolio primarily invested in U.S.-listed equity securities of small capitalization companies using a multi-factor quantitative methodology. The strategy incorporates factors such as value, momentum, quality, and low volatility to construct the portfolio while managing active risk.
- Inception date
- December 3, 2019
- Fund family
- First Trust
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Data updated on 2026-09-18