See what your fund actually adds
First Trust Active Factor Large Cap ETF AFLG
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | AFLG | Replication |
|---|---|---|
| Annualized growth | 12.8% | 13.2% |
| Annualized volatility | 15.2% | 15.7% |
| Sharpe ratio | 0.87 | 0.87 |
| Maximum drawdown | 23.1% | 21.5% |
| Replication fit (R²) | 0.98 · Tracking error 2.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model AFLG’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| LRGF | Factor · Multi-Factor | 57.1% |
| VOO | US Large Cap | 18.3% |
| USMV | Factor · Min Vol | 9.1% |
| MTUM | Factor · Momentum | 7.9% |
| VOE | Mid-Cap · Value | 7.7% |