AFLG vs EPOL

Comparison between FIRST TRUST ACTIVE FACTOR LARGE CAP ETF (AFLG, ETF) and ISHARES MSCI POLAND ETF (EPOL, ETF).

5-Year PerformanceEPOL has outperformed AFLG, delivering a return of +15.2% compared to +12.5%

AFLG vs EPOL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AFLG(ETF)	EPOL(ETF)
Net Assets	$609M	$609M
Expense Ratio	0.55%	0.59%
Max Drawdown	35.84%	72.96%
Sharpe Ratio	1.50	1.26
5Y Beta	0.90	0.93
P/E Ratio	23.87	N/A
Forward P/E	18.36	N/A
PEG Ratio	0.20	N/A
5Y Dividends CAGR	3.13%	26.90%
5Y EPS CAGR	26.70%	N/A
Debt to Equity	44.58%	N/A
P/S Ratio	2.17	N/A
P/B Ratio	4.50	N/A

Net Assets

AFLG

$609M

EPOL

$609M

Expense Ratio

Winner

AFLG

0.55%

EPOL

0.59%

Max Drawdown

Winner

AFLG

35.84%

EPOL

72.96%

Sharpe Ratio

Winner

AFLG

1.50

EPOL

1.26

5Y Beta

Winner

AFLG

0.90

EPOL

0.93

P/E Ratio

AFLG

23.87

EPOL

N/A

Forward P/E

AFLG

18.36

EPOL

N/A

PEG Ratio

AFLG

0.20

EPOL

N/A

5Y Dividends CAGR

AFLG

3.13%

Winner

EPOL

26.90%

5Y EPS CAGR

AFLG

26.70%

EPOL

N/A

Debt to Equity

AFLG

44.58%

EPOL

N/A

P/S Ratio

AFLG

2.17

EPOL

N/A

P/B Ratio

AFLG

4.50

EPOL

N/A

AFLG vs EPOL - Historical Returns

Returns include dividend reinvestment.

Period	AFLG	EPOL
1 month	+1.01%	+0.15%
3 months	+7.83%	+8.66%
6 months	+9.72%	+20.28%
1 year	+23.11%	+37.56%
5 years(CAGR)	+12.45%	+15.20%
10 years(CAGR)	N/A	+11.05%
Max(CAGR)	+13.77%	+5.84%

Winner

AFLG

+1.01%

EPOL

+0.15%

AFLG

+7.83%

Winner

EPOL

+8.66%

AFLG

+9.72%

Winner

EPOL

+20.28%

AFLG

+23.11%

Winner

EPOL

+37.56%

5Y(CAGR)

AFLG

+12.45%

Winner

EPOL

+15.20%

10Y(CAGR)

AFLG

N/A

EPOL

+11.05%

Max(CAGR)

Winner

AFLG

+13.77%

EPOL

+5.84%

AFLG vs EPOL - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	AFLG	EPOL
2026	+9.53%	+7.31%
2025	+14.34%	+77.05%
2024	+27.88%	+0.73%
2023	+20.66%	+48.48%
2022	-16.03%	-25.75%
2021	+28.90%	+10.36%
2020	+9.97%	-10.95%
2019	+2.77%	-6.51%
2018	N/A	-14.69%
2017	N/A	+50.60%
2016	N/A	+5.51%
2015	N/A	-21.92%
2014	N/A	-14.73%
2013	N/A	+3.11%
2012	N/A	+37.01%
2011	N/A	-32.38%
2010	N/A	+37.32%

AFLG vs EPOL Drawdown Comparison

The maximum drawdown for AFLG was -35.84%, occurring on Mar 23, 2020. Recovery took 138 trading sessions.

The maximum drawdown for EPOL was -63.79%, occurring on Oct 12, 2022. Recovery took 3473 trading sessions.

The current AFLG drawdown is -2.50%. The current EPOL drawdown is -4.28%.

Rank	AFLG	EPOL
#1	-35.84% Feb 14, 2020 - Sep 1, 2020	-63.79% Apr 27, 2011 - Feb 18, 2025
#2	-23.48% Dec 29, 2021 - Jan 10, 2024	-15.87% Nov 4, 2010 - Mar 29, 2011
#3	-17.49% Dec 4, 2024 - Jun 30, 2025	-15.81% Mar 18, 2025 - Apr 22, 2025
#4	-9.11% Sep 2, 2020 - Nov 16, 2020	-11.04% Feb 9, 2026 - Apr 9, 2026
#5	-8.19% Feb 25, 2026 - Apr 14, 2026	-10.69% May 27, 2010 - Jun 15, 2010
#6	-7.32% Jul 16, 2024 - Aug 21, 2024	-10.00% Aug 9, 2010 - Sep 14, 2010
#7	-5.99% Sep 2, 2021 - Nov 2, 2021	-8.95% Jun 15, 2010 - Jul 12, 2010
#8	-5.80% Mar 28, 2024 - May 15, 2024	-8.16% Aug 13, 2025 - Oct 23, 2025
#9	-5.21% Feb 12, 2021 - Mar 12, 2021	-6.62% Apr 17, 2026 - Apr 29, 2026
#10	-4.81% Oct 27, 2025 - Dec 10, 2025	-6.57% Oct 28, 2025 - Dec 10, 2025
#11	-4.21% Aug 30, 2024 - Sep 19, 2024	-6.10% Oct 14, 2010 - Nov 2, 2010
#12	-4.04% May 7, 2021 - Jun 25, 2021	-5.73% May 28, 2025 - Jun 26, 2025
#13	-3.83% Nov 16, 2021 - Dec 8, 2021	-5.46% Feb 18, 2025 - Mar 5, 2025
#14	-3.40% Jan 25, 2021 - Feb 5, 2021	-5.23% Jul 23, 2025 - Aug 7, 2025
#15	-3.10% Jan 23, 2020 - Feb 5, 2020	-3.77% Apr 14, 2011 - Apr 20, 2011

Correlation

Correlation between AFLG and EPOL is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.

0.92

-101

Dividend Comparison (2010 - 2026)

AFLG vs EPOL dividend yield comparison.

Year	AFLG	EPOL
2026	0.12%	0.00%
2025	0.84%	4.78%
2024	0.53%	6.04%
2023	1.53%	2.87%
2022	1.52%	2.64%
2021	0.93%	1.33%
2020	1.28%	1.44%
2019	0.20%	2.51%
2018	0.00%	1.44%
2017	0.00%	1.88%
2016	0.00%	2.14%
2015	0.00%	2.53%
2014	0.00%	3.44%
2013	0.00%	3.28%
2012	0.00%	3.11%
2011	0.00%	5.75%
2010	0.00%	1.08%