First Trust Active Factor International ETF (AFDM) Performance
AFDM total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +12.3% since Dec 31, 2025
- 1 year
- +18.5% total return
- 5 years
- +8.4% a year
- 10 years
- +8.8% a year
- Since first price
- +8.6% a year since 2016
AFDM trailing returns vs SPY, QQQ, AGG
| Period | AFDM total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −1.4% | −2.1% | −1.0% | −5.0% | +0.9% |
| 3 months | +0.8% | +0.0% | +3.2% | +1.9% | −0.4% |
| 6 months | +6.1% | +4.0% | +7.8% | +8.4% | −1.5% |
| YTD | +12.3% | +9.6% | +12.3% | +15.1% | −1.0% |
| 1 year | +18.5% | +14.2% | +14.4% | +15.9% | −1.1% |
| 3 years | +83.9%+22.5%/yr | +64.2% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +49.4%+8.4%/yr | +21.7% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +131.8%+8.8%/yr | +70.1% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionApr 14, 2016 | +138.2%+8.6%/yr | +72.4% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: AFDM vs SPY
From Apr 14, 2016: AFDM grew to $23,824, SPY to $43,222.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
AFDM returns by calendar year
7 of 9 full years positive. Best 2025 (+35.9%), worst 2022 (−23.6%). 2026 is year to date.
AFDM annual returns table
| Year | AFDM | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +12.3% | −10.2% | +12.3% | +15.1% | −1.0% |
| 2025 | +35.9% | −13.4% | +17.7% | +20.8% | +7.2% |
| 2024 | +5.6% | −9.6% | +24.9% | +25.6% | +1.3% |
| 2023 | +18.1% | −9.8% | +26.2% | +54.9% | +5.7% |
| 2022 | −23.6% | −34.9% | −18.2% | −32.6% | −13.0% |
| 2021 | +17.4% | −9.4% | +28.7% | +27.4% | −1.8% |
| 2020 | +9.2% | −34.4% | +18.3% | +48.6% | +7.5% |
| 2019 | +20.5% | −8.5% | +31.2% | +39.0% | +8.5% |
| 2018 | −18.3% | −26.7% | −4.6% | −0.1% | +0.1% |
| 2017 | +24.1% | −2.8% | +21.7% | +32.7% | +3.6% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
AFDM largest drawdowns
Now 4.7% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jan 26, 2018 | −39.4% | Mar 23, 2020 | Dec 29, 2020 | 2.2 years | 2.9 years |
| Sep 3, 2021 | −35.9% | Sep 27, 2022 | Aug 23, 2024 | 1.1 years | 3.0 years |
| Mar 19, 2025 | −13.4% | Apr 8, 2025 | Apr 28, 2025 | 20 days | 40 days |
| Apr 20, 2016 | −10.3% | Jun 27, 2016 | Aug 9, 2016 | 2 months | 4 months |
| Feb 25, 2026 | −10.2% | Mar 20, 2026 | Jun 12, 2026 | 23 days | 4 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
AFDM risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2016 |
|---|---|---|---|---|
| Annualized return | +21.5% | +9.5% | +8.7% | +8.8% |
| Volatility (annualized) | 11.3% | 15.8% | 15.6% | 15.3% |
| Sharpe ratio | 1.40 | 0.43 | 0.47 | 0.49 |
| Sortino ratio | 2.52 | 0.63 | 0.67 | 0.70 |
| Best month | +7.9% | +11.7% | +11.7% | +11.7% |
| Worst month | −6.5% | −10.8% | −13.9% | −13.9% |
| Best 12 months | +39.4% | +39.4% | +46.5% | +46.5% |
| Worst 12 months | +5.6% | −29.3% | −29.3% | −29.3% |
| Positive months | 75% | 63% | 62% | 63% |
| Beta vs S&P 500 | 0.49 | 0.80 | 0.85 | — |
| Correlation with S&P 500 | 0.54 | 0.79 | 0.83 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
AFDM rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 115 | −29.3% | +12.1% | +46.5% | 72% |
| 3-year (a year) | 91 | −4.8% | +4.4% | +22.9% | 87% |
| 5-year (a year) | 67 | −3.3% | +7.2% | +11.8% | 90% |
| 10-year (a year) | 7 | +8.5% | +8.9% | +9.1% | 100% |
Every holding period starting at a month-end since 2016. Returns for 3 years and longer are annualized.
AFDM performance overview
First Trust Active Factor International ETF (AFDM) returned +18.5% over the past year and +8.8% a year over ten years, with distributions reinvested. Since its first recorded price in 2016 it has returned +8.6% a year, turning $10,000 into about $23,824. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −39.4%, from Jan 26, 2018 to Mar 23, 2020, and it took 9 months to get back to the old high. AFDM finished 7 of its 9 full calendar years with a gain; the best year was 2025 (+35.9%) and the worst 2022 (−23.6%). Volatility has been 15.3% a year.
Related: AFDM chart, AFDM dividends. See the AFDM overview for the latest quote and fund facts.
AFDM performance FAQ
What is the AFDM return over the past year?
AFDM returned +18.5% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 14.2%.
What is the average annual return of AFDM?
AFDM has returned +8.4% a year over 5 years, +8.8% a year over 10 years, +8.6% a year since April 14, 2016 (total return, distributions reinvested).
How much would $10,000 invested in AFDM be worth?
$10,000 invested in AFDM at its first recorded close on April 14, 2016 would be worth about $23,824 on October 23, 2026 with distributions reinvested.
What was the worst year for AFDM?
The worst calendar year was 2022, with a total return of −23.6%. The best was 2025 at +35.9%.
What is the biggest drawdown of AFDM?
The largest peak-to-trough decline was −39.4% between January 26, 2018 and March 23, 2020. It recovered to the old high on December 29, 2020, 9 months after the bottom.
How volatile is AFDM?
Over the past 3 years AFDM had an annualized volatility of 11.3% and a Sharpe ratio of 1.40 (excess return over 1–3 month T-bills per unit of risk).