AFLG

First Trust Active Factor Large Cap ETF
*Unless otherwise stated, data provided by FactSet.

AFLG Fund Description

AFLG is an actively managed portfolio of factor-focused US large-cap companies seeking capital appreciation.

AFLG Factset Analytics Insight

AFLG constructs its portfolio by using a multi-factor quantitative methodology with active risk management to screen US companies in the large-cap space. Securities selected are exhibiting exposures to one or more investing factors — value, momentum, quality, and low volatility. AFLG being actively-managed, the advisor is able to alter the investing factors used in the portfolio construction in response to changes in market conditions, emergent academic research or other considerations, in addition to managing risk exposure.

AFLG MSCI ESG Analytics Insight

First Trust Active Factor Large Cap ETF has an MSCI ESG Fund Rating of A based on a score of 6.87 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. First Trust Active Factor Large Cap ETF ranks in the 65th percentile within its peer group and in the 75th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

AFLG MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 10/20/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
AFLG 1.11% 5.57% 19.20% 29.27% -- -- --
AFLG (NAV) 3.39% 4.47% 19.84% 29.55% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index 4.03% 4.92% 21.41% 32.92% 20.92% 19.13% 16.77%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

AFLG Summary Data

First Trust
12/03/19
Open-Ended Fund
0.55%
$3.97M
$27.31K
0.10%

AFLG Portfolio Data

$380.89B
21.62
4.22
0.73%
N/A
242

AFLG Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Large Cap Index

AFLG Portfolio Management

0.55%
--
--
--

AFLG Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

AFLG Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
High
Daily

AFLG Factset Analytics Block Liquidity

As of 10/21/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of AFLG. AFLG is rated a 4 out of 5.

AFLG Tradability

1,054
$27.31K
444
$11.64K
0.10%
$0.03
-0.04%
0.31% / -0.33%
None
99.00%
50,000
0.01
0.08%
0.00%
0
$26.61
4

AFLG Sector/Industry Breakdown


AFLG
Segment Benchmark
31.64%
38.43%
17.06%
14.61%
12.01%
11.96%
11.43%
7.84%
11.21%
13.41%
5.17%
5.87%
3.54%
1.78%
2.96%
2.14%
2.56%
2.04%
1.33%
1.44%

AFLG Countries


AFLG
Segment Benchmark
100.00%
99.90%
--
0.10%

AFLG Regions


AFLG
Segment Benchmark
100.00%
100.00%

AFLG Economic Development


AFLG
Segment Benchmark
100.00%
100.00%

AFLG Performance Statistics

0.92
0.94
0.93
0.91
0.26%
MSCI USA Large Cap Index

AFLG MSCI ESG Ratings

6.87 / 10
74.84
64.69
7.04%
--
151.46

AFLG Benchmark Comparison Holdings

242
291
125
41.66%

AFLG Benchmark Comparison Summary


AFLG
Segment Benchmark
242
291
$380.89B
$656.83B
21.62
29.41
4.22
5.17
1.55%
1.27%
Low
Low

AFLG Benchmark Comparison Market Cap Size


AFLG
Segment Benchmark
91.08%
100.00%
8.92%
0.00%
0.00%
0.00%
0.00%
0.00%