AFSM vs CGHY
Comparison between FIRST TRUST ACTIVE FACTOR SMALL CAP ETF (AFSM, ETF) and CAPITAL GROUP HIGH YIELD BOND ETF SHARE CLASS (CGHY, ETF).
AFSM vs CGHY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
AFSM
$94M
CGHY
$94M
Expense Ratio
AFSM
0.75%
Winner
CGHY
0.39%
Max Drawdown
AFSM
43.54%
Winner
CGHY
3.01%
Sharpe Ratio
Winner
AFSM
1.29
CGHY
0.63
5Y Beta
AFSM
1.03
Winner
CGHY
0.19
P/E Ratio
AFSM
22.53
CGHY
N/A
Forward P/E
AFSM
13.66
CGHY
N/A
5Y Dividends CAGR
AFSM
14.72%
CGHY
N/A
5Y EPS CAGR
AFSM
14.18%
CGHY
N/A
Debt to Equity
AFSM
58.32%
CGHY
N/A
P/S Ratio
AFSM
1.36
CGHY
N/A
P/B Ratio
AFSM
2.28
CGHY
N/A
AFSM vs CGHY - Historical Returns
Returns include dividend reinvestment.
1M
AFSM
-0.16%
Winner
CGHY
+0.12%
3M
Winner
AFSM
+10.66%
CGHY
+1.13%
6M
Winner
AFSM
+13.57%
CGHY
+2.15%
1Y
Winner
AFSM
+28.91%
CGHY
+5.48%
5Y(CAGR)
AFSM
+8.21%
CGHY
N/A
Max(CAGR)
Winner
AFSM
+10.91%
CGHY
+5.82%
AFSM vs CGHY - Annual Returns (2019 - 2026)
Returns include dividend reinvestment.
| Year | AFSM | CGHY |
|---|---|---|
| 2026 | +13.71% | +1.67% |
| 2025 | +9.99% | +3.77% |
| 2024 | +10.93% | N/A |
| 2023 | +22.85% | N/A |
| 2022 | -17.86% | N/A |
| 2021 | +27.36% | N/A |
| 2020 | +8.73% | N/A |
| 2019 | +2.63% | N/A |
AFSM vs CGHY Drawdown Comparison
The maximum drawdown for AFSM was -43.54%, occurring on Mar 23, 2020. Recovery took 224 trading sessions.
The maximum drawdown for CGHY was -2.38%, occurring on Mar 27, 2026. Recovery took 36 trading sessions.
The current AFSM drawdown is -2.87%. The current CGHY drawdown is -0.59%.
| Rank | AFSM | CGHY |
|---|---|---|
| #1 | -43.54% Jan 16, 2020 - Dec 4, 2020 | -2.38% Feb 20, 2026 - Apr 14, 2026 |
| #2 | -28.27% Nov 16, 2021 - Feb 15, 2024 | -1.02% Oct 28, 2025 - Nov 28, 2025 |
| #3 | -25.07% Nov 11, 2024 - Sep 11, 2025 | -0.90% Oct 1, 2025 - Oct 20, 2025 |
| #4 | -9.56% Feb 26, 2026 - Apr 14, 2026 | -0.86% May 6, 2026 - May 26, 2026 |
| #5 | -9.26% Jul 31, 2024 - Oct 14, 2024 | -0.67% Apr 17, 2026 - May 6, 2026 |
| #6 | -8.21% Mar 15, 2021 - Apr 26, 2021 | -0.59% May 29, 2026 - Jun 5, 2026 |
| #7 | -8.17% Feb 12, 2021 - Mar 12, 2021 | -0.56% Jul 1, 2025 - Jul 22, 2025 |
| #8 | -8.05% Sep 18, 2025 - Dec 10, 2025 | -0.39% Aug 13, 2025 - Aug 22, 2025 |
| #9 | -7.71% Jul 1, 2021 - Aug 27, 2021 | -0.36% Jul 29, 2025 - Aug 4, 2025 |
| #10 | -7.54% Mar 28, 2024 - May 15, 2024 | -0.35% Dec 3, 2025 - Dec 23, 2025 |
| #11 | -6.30% Apr 27, 2021 - Jun 1, 2021 | -0.35% Sep 19, 2025 - Sep 29, 2025 |
| #12 | -5.51% May 15, 2024 - Jul 15, 2024 | -0.32% Oct 20, 2025 - Oct 24, 2025 |
| #13 | -4.91% Sep 2, 2021 - Oct 20, 2021 | -0.24% Jan 15, 2026 - Feb 9, 2026 |
| #14 | -4.84% Jun 8, 2021 - Jul 1, 2021 | -0.22% Feb 13, 2026 - Feb 18, 2026 |
| #15 | -4.45% Jan 22, 2021 - Feb 4, 2021 | -0.20% Sep 29, 2025 - Oct 1, 2025 |
Correlation
Correlation between AFSM and CGHY is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.
0.94
-101
Dividend Comparison (2019 - 2026)
AFSM vs CGHY dividend yield comparison.
| Year | AFSM | CGHY |
|---|---|---|
| 2026 | 0.11% | 1.99% |
| 2025 | 0.58% | 3.09% |
| 2024 | 0.58% | 0.00% |
| 2023 | 0.92% | 0.00% |
| 2022 | 1.28% | 0.00% |
| 2021 | 0.35% | 0.00% |
| 2020 | 0.53% | 0.00% |
| 2019 | 0.32% | 0.00% |
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