See what your fund actually adds

First Trust Active Factor Mid Cap ETF AFMC

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

AFMC compared with its replication portfolio
MeasureAFMCReplication
Annualized growth10.6%7.8%
Annualized volatility17.8%17.8%
Sharpe ratio0.660.51
Maximum drawdown24.9%22.9%
Replication fit (R²)0.97 · Tracking error 3.1%

Replication portfolio

The published portfolio below is the investable basket used to model AFMC’s historical return behavior.

AFMC replication basket weights
TickerBuilding blockWeight
IJHUS Mid Cap68.7%
VBRSmall-Cap · Value11.8%
IJRUS Small Cap10.9%
MTUMFactor · Momentum4.6%
XLPSector · Cons Staples4.0%