AFLG Performance — First Trust Active Factor Large Cap ETF
Data updated: 2026-07-22
AFLG returned +11.96% year to date and +26.06% over one year to May 2026. Annualised returns are +23.70% over 3 years and +13.01% over 5 years. The fund beat its US Large Blend category average: $100 invested three years ago grew to $189, against $165 for the category, and to $126 over one year, against $122. Volatility over the past three years was 13.01% a year. In the 12 months to May 2026 the fund took in a net $241.6M, and assets reached $648.20M.
AFLG Growth of $100
What $100 invested in First Trust Active Factor Large Cap ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Blend category average over the same months.
| Period | AFLG | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $126 | $122 |
| 3 years (Jun 2023 – May 2026) | $189 | $165 |
| 5 years (Jun 2021 – May 2026) | $184 | $164 |
| Since data start (Dec 2019 – May 2026) | $237 | $216 |
AFLG Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +11.96% |
| 1 year | +26.06% |
| 3 years (annualised) | +23.70% |
| 5 years (annualised) | +13.01% |
AFLG Annual Returns
Calendar-year total returns of First Trust Active Factor Large Cap ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +11.96% |
| 2025 | +14.44% |
| 2024 | +27.31% |
| 2023 | +19.69% |
| 2022 | −16.32% |
| 2021 | +27.15% |
| 2020 | +10.34% |
| 2019 (Dec–Dec) | +3.42% |
AFLG Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.4% | +1.0% | −4.7% | +9.8% | +3.5% | — | — | — | — | — | — | — |
| 2025 | +2.7% | −0.6% | −4.3% | −1.3% | +5.5% | +3.8% | +1.3% | +2.4% | +3.2% | +0.7% | +1.0% | −0.2% |
| 2024 | +2.2% | +6.2% | +4.4% | −5.1% | +5.8% | +1.8% | +2.3% | +3.1% | +2.5% | −1.1% | +7.1% | −4.3% |
| 2023 | +5.6% | −2.8% | +1.5% | +0.5% | −1.6% | +7.2% | +2.8% | −1.7% | −3.9% | −1.8% | +8.4% | +4.7% |
| 2022 | −6.0% | −2.4% | +3.7% | −7.0% | +0.2% | −8.7% | +7.6% | −3.4% | −8.5% | +9.8% | +5.1% | −5.7% |
| 2021 | +0.1% | +2.2% | +4.4% | +4.6% | +0.8% | +1.6% | +2.2% | +2.9% | −5.3% | +6.2% | −0.6% | +5.7% |
| 2020 | −0.9% | −8.8% | −14.4% | +12.3% | +5.2% | +1.4% | +5.5% | +5.5% | −3.5% | −2.6% | +9.8% | +3.7% |
| 2019 | — | — | — | — | — | — | — | — | — | — | — | +3.4% |
AFLG Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 13.01%
- 3-year Sharpe ratio: 1.48 (vs 4.5% risk-free rate)
- Best month: +9.78% (Apr 2026)
- Worst month: −5.05% (Apr 2024)
AFLG Fund Flows
Monthly money in and out of First Trust Active Factor Large Cap ETF, from SEC Form N-PORT.
- 12-month net flow: $241.6M
- 12-month gross sales (incl. reinvestments): $318.5M
- Sales ÷ redemptions: 4.14×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $52.3M | $35.0M | $17.3M |
| Apr 2026 | $32.2M | $0 | $32.2M |
| Mar 2026 | $61.4M | $0 | $61.4M |
| Feb 2026 | $10.1M | $10.1M | −$52K |
| Jan 2026 | $18.0M | $12.1M | $5.9M |
| Dec 2025 | $5.9M | $19.7M | −$13.8M |
| Nov 2025 | $32.7M | $0 | $32.7M |
| Oct 2025 | $19.4M | $0 | $19.4M |
| Sep 2025 | $9.6M | $0 | $9.6M |
| Aug 2025 | $28.0M | $0 | $28.0M |
| Jul 2025 | $32.9M | $0 | $32.9M |
| Jun 2025 | $16.0M | $0 | $16.0M |
AFLG Assets Under Management
Net assets of First Trust Active Factor Large Cap ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $648.20M |
| 2026-02-28 | $486.11M |
| 2025-11-30 | $481.01M |
| 2025-08-31 | $398.67M |
| 2025-05-31 | $297.66M |
| 2025-02-28 | $195.66M |
| 2024-11-30 | $72.38M |
| 2024-08-31 | $18.32M |
| 2024-05-31 | $6.21M |
| 2024-02-29 | $4.44M |
| 2023-11-30 | $5.26M |
| 2023-08-31 | $5.14M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.