AFMC Performance — First Trust Active Factor Mid Cap ETF
Data updated: 2026-07-22
AFMC returned +14.95% year to date and +27.34% over one year to May 2026. Annualised returns are +21.75% over 3 years and +10.27% over 5 years. The fund beat its US Mid-Cap Blend category average: $100 invested three years ago grew to $180, against $156 for the category, and to $127 over one year, against $122. Volatility over the past three years was 17.27% a year. In the 12 months to May 2026 the fund took in a net $74.5M, and assets reached $161.94M.
AFMC Growth of $100
What $100 invested in First Trust Active Factor Mid Cap ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Mid-Cap Blend category average over the same months.
| Period | AFMC | Category average |
|---|---|---|
| 1 year (Jun 2025 – May 2026) | $127 | $122 |
| 3 years (Jun 2023 – May 2026) | $180 | $156 |
| 5 years (Jun 2021 – May 2026) | $163 | $143 |
| Since data start (Dec 2019 – May 2026) | $212 | $193 |
AFMC Trailing Returns
Total returns to May 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +14.95% |
| 1 year | +27.34% |
| 3 years (annualised) | +21.75% |
| 5 years (annualised) | +10.27% |
AFMC Annual Returns
Calendar-year total returns of First Trust Active Factor Mid Cap ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–May) | +14.95% |
| 2025 | +9.94% |
| 2024 | +19.23% |
| 2023 | +21.51% |
| 2022 | −15.49% |
| 2021 | +25.69% |
| 2020 | +5.89% |
| 2019 (Dec–Dec) | +3.02% |
AFMC 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 | +4.5% | +3.9% | −4.8% | +8.9% | +2.1% | — | — | — | — | — | — | — |
| 2025 | +4.1% | −3.6% | −3.9% | −1.5% | +4.5% | +2.7% | +0.2% | +4.2% | +2.4% | −2.4% | +3.0% | +0.2% |
| 2024 | +0.1% | +6.6% | +6.4% | −6.3% | +5.7% | −2.5% | +8.1% | +0.2% | +2.0% | −0.9% | +8.4% | −8.3% |
| 2023 | +8.7% | −1.4% | −2.5% | −0.7% | −2.3% | +10.8% | +3.7% | −2.5% | −4.8% | −5.6% | +9.2% | +9.0% |
| 2022 | −7.4% | +0.1% | +0.4% | −6.0% | +1.2% | −10.8% | +10.0% | −3.5% | −9.0% | +10.7% | +6.0% | −5.5% |
| 2021 | +2.3% | +6.2% | +4.3% | +4.3% | +0.9% | −0.2% | +0.5% | +2.4% | −4.6% | +4.2% | −2.0% | +5.3% |
| 2020 | −2.5% | −9.1% | −21.3% | +12.0% | +6.6% | +0.1% | +5.6% | +2.9% | −3.4% | +1.2% | +12.6% | +6.3% |
| 2019 | — | — | — | — | — | — | — | — | — | — | — | +3.0% |
AFMC Risk
Risk measures from monthly returns over Jun 2023 – May 2026.
- 3-year volatility (annualised): 17.27%
- 3-year Sharpe ratio: 1.00 (vs 4.5% risk-free rate)
- Best month: +10.79% (Jun 2023)
- Worst month: −8.28% (Dec 2024)
AFMC Fund Flows
Monthly money in and out of First Trust Active Factor Mid Cap ETF, from SEC Form N-PORT.
- 12-month net flow: $74.5M
- 12-month gross sales (incl. reinvestments): $117.2M
- Sales ÷ redemptions: 2.74×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| May 2026 | $23.7M | $17.8M | $5.9M |
| Apr 2026 | $1.9M | $0 | $1.9M |
| Mar 2026 | $10.7M | $1.8M | $8.9M |
| Feb 2026 | $33.5M | $13.1M | $20.4M |
| Jan 2026 | $12.7M | $1.8M | $10.9M |
| Dec 2025 | $1.7M | $0 | $1.7M |
| Nov 2025 | $3.4M | $1.7M | $1.7M |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $10.2M | $1.7M | $8.5M |
| Aug 2025 | $4.9M | $4.9M | −$30K |
| Jul 2025 | $8.1M | $0 | $8.1M |
| Jun 2025 | $6.4M | $0 | $6.4M |
AFMC Assets Under Management
Net assets of First Trust Active Factor Mid Cap ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-05-31 | $161.94M |
| 2026-02-28 | $136.38M |
| 2025-11-30 | $94.85M |
| 2025-08-31 | $82.05M |
| 2025-05-31 | $62.62M |
| 2025-02-28 | $42.84M |
| 2024-11-30 | $25.97M |
| 2024-08-31 | $14.23M |
| 2024-05-31 | $10.49M |
| 2024-02-29 | $7.12M |
| 2023-11-30 | $4.93M |
| 2023-08-31 | $6.29M |
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.