AFSM vs CVMC

Comparison between FIRST TRUST ACTIVE FACTOR SMALL CAP ETF (AFSM, ETF) and CALVERT US MID-CAP CORE RESPONSIBLE INDEX ETF (CVMC, ETF).

AFSM vs CVMC - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	AFSM(ETF)	CVMC(ETF)
Net Assets	$99M	$98M
Expense Ratio	0.75%	0.15%
Max Drawdown	43.54%	23.11%
Sharpe Ratio	1.47	1.43
5Y Beta	1.03	0.93
P/E Ratio	20.53	32.40
Forward P/E	13.07	20.58
5Y Dividends CAGR	14.72%	N/A
5Y EPS CAGR	11.71%	14.15%
Debt to Equity	-18.16%	22.98%
P/S Ratio	1.15	2.26
P/B Ratio	2.22	3.83

Net Assets

Winner

AFSM

$99M

CVMC

$98M

Expense Ratio

AFSM

0.75%

Winner

CVMC

0.15%

Max Drawdown

AFSM

43.54%

Winner

CVMC

23.11%

Sharpe Ratio

Winner

AFSM

1.47

CVMC

1.43

5Y Beta

AFSM

1.03

Winner

CVMC

0.93

P/E Ratio

Winner

AFSM

20.53

CVMC

32.40

Forward P/E

Winner

AFSM

13.07

CVMC

20.58

5Y Dividends CAGR

AFSM

14.72%

CVMC

N/A

5Y EPS CAGR

AFSM

11.71%

Winner

CVMC

14.15%

Debt to Equity

Winner

AFSM

-18.16%

CVMC

22.98%

P/S Ratio

Winner

AFSM

1.15

CVMC

2.26

P/B Ratio

Winner

AFSM

2.22

CVMC

3.83

AFSM vs CVMC - Holdings Comparison

AFSM and CVMC have 34 common holdings. Overlap is 1.97%

AFSM's top 25 holdings weight is 19.95%. CVMC's top 25 holdings weight is 38.77%.

Rank	AFSM	CVMC
#1	BLOOM ENERGY CORP CLASS A (BE) - 1.99%	MARVELL TECHNOLOGY INC (MRVL) - 4.08%
#2	VIAVI SOLUTIONS INC (VIAV) - 1.32%	SANDISK CORP ORDINARY SHARES (SNDK) - 3.76%
#3	TTM TECHNOLOGIES INC (TTMI) - 1.25%	SEAGATE TECHNOLOGY HOLDINGS PLC (STX) - 3.18%
#4	PENGUIN SOLUTIONS INC (PENG) - 0.99%	WESTERN DIGITAL CORP (WDC) - 2.96%
#5	BLUE BIRD CORP (BLBD) - 0.93%	CORNING INC (GLW) - 2.42%
#6	CREDO TECHNOLOGY GROUP HOLDING LTD (CRDO) - 0.93%	VERTIV HOLDINGS CO CLASS A (VRT) - 1.96%
#7	NATIONAL HEALTHCARE CORP (NHC) - 0.86%	QUANTA SERVICES INC (PWR) - 1.66%
#8	PAR PACIFIC HOLDINGS INC (PARR) - 0.83%	DATADOG INC CLASS A (DDOG) - 1.56%
#9	STERLING INFRASTRUCTURE INC (STRL) - 0.81%	CIENA CORP (CIEN) - 1.50%
#10	AMES NATIONAL CORP (ATLO) - 0.80%	CUMMINS INC (CMI) - 1.48%
#11	NLIGHT INC (LASR) - 0.78%	HEWLETT PACKARD ENTERPRISE CO (HPE) - 1.36%
#12	MATSON INC (MATX) - 0.76%	MONOLITHIC POWER SYSTEMS INC (MPWR) - 1.28%
#13	KULICKE & SOFFA INDUSTRIES INC (KLIC) - 0.75%	GENERAL MOTORS CO (GM) - 1.20%
#14	ENERSYS (ENS) - 0.71%	LUMENTUM HOLDINGS INC (LITE) - 1.20%
#15	TRUSTCO BANK CORP N Y (TRST) - 0.70%	COHERENT CORP (COHR) - 1.16%
#16	LINCOLN EDUCATIONAL SERVICES CORP (LINC) - 0.69%	ROSS STORES INC (ROST) - 1.14%
#17	POWELL INDUSTRIES INC (POWL) - 0.69%	COMFORT SYSTEMS USA INC (FIX) - 1.10%
#18	n/a (SPHR) - 0.66%	FORD MOTOR CO (F) - 1.06%
#19	AXCELIS TECHNOLOGIES INC (ACLS) - 0.66%	n/a (WBD) - 1.06%
#20	GARRETT MOTION INC ORDINARY SHARES NEW (GTX) - 0.64%	FLEX LTD (FLEX) - 1.06%
#21	n/a (KNSA) - 0.44%	TERADYNE INC (TER) - 0.52%
#22	PAGSEGURO DIGITAL LTD CLASS A (PAGS) - 0.44%	NUCOR CORP (NUE) - 0.52%
#23	n/a (INDV) - 0.44%	BAKER HUGHES CO CLASS A (BKR) - 0.52%
#24	GUARDANT HEALTH INC (GH) - 0.44%	UNITED RENTALS INC (URI) - 0.52%
#25	SIRIUSPOINT LTD (SPNT) - 0.44%	TE CONNECTIVITY PLC REGISTERED SHARES (TEL) - 0.51%
Total Holdings	293	563

AFSM vs CVMC - Historical Returns

Returns include dividend reinvestment.

Period	AFSM	CVMC
1 month	+5.09%	+5.16%
3 months	+21.46%	+16.72%
6 months	+17.45%	+15.27%
1 year	+34.37%	+26.05%
5 years(CAGR)	+9.09%	N/A
Max(CAGR)	+11.74%	+12.76%

AFSM

+5.09%

Winner

CVMC

+5.16%

Winner

AFSM

+21.46%

CVMC

+16.72%

Winner

AFSM

+17.45%

CVMC

+15.27%

Winner

AFSM

+34.37%

CVMC

+26.05%

5Y(CAGR)

AFSM

+9.09%

CVMC

N/A

Max(CAGR)

AFSM

+11.74%

Winner

CVMC

+12.76%

AFSM vs CVMC - Annual Returns (2019 - 2026)

Returns include dividend reinvestment.

Year	AFSM	CVMC
2026	+19.60%	+15.19%
2025	+9.99%	+9.77%
2024	+10.93%	+13.43%
2023	+22.85%	+4.40%
2022	-17.86%	N/A
2021	+27.36%	N/A
2020	+8.73%	N/A
2019	+2.63%	N/A

AFSM vs CVMC Drawdown Comparison

The maximum drawdown for AFSM was -43.54%, occurring on Mar 23, 2020. Recovery took 224 trading sessions.

The maximum drawdown for CVMC was -22.53%, occurring on Apr 8, 2025. Recovery took 184 trading sessions.

Rank	AFSM	CVMC
#1	-43.54% Jan 16, 2020 - Dec 4, 2020	-22.53% Nov 25, 2024 - Aug 22, 2025
#2	-28.27% Nov 16, 2021 - Feb 15, 2024	-15.90% Jul 19, 2023 - Dec 14, 2023
#3	-25.07% Nov 11, 2024 - Sep 11, 2025	-11.72% Feb 2, 2023 - Jul 18, 2023
#4	-9.56% Feb 26, 2026 - Apr 14, 2026	-9.35% Feb 26, 2026 - Apr 17, 2026
#5	-9.26% Jul 31, 2024 - Oct 14, 2024	-7.27% Mar 28, 2024 - Jul 16, 2024
#6	-8.21% Mar 15, 2021 - Apr 26, 2021	-5.90% Jul 16, 2024 - Aug 21, 2024
#7	-8.17% Feb 12, 2021 - Mar 12, 2021	-5.45% Oct 27, 2025 - Dec 5, 2025
#8	-8.05% Sep 18, 2025 - Dec 10, 2025	-3.90% Dec 28, 2023 - Feb 8, 2024
#9	-7.71% Jul 1, 2021 - Aug 27, 2021	-3.75% Aug 30, 2024 - Sep 16, 2024
#10	-7.54% Mar 28, 2024 - May 15, 2024	-3.44% Oct 3, 2025 - Oct 21, 2025
#11	-6.30% Apr 27, 2021 - Jun 1, 2021	-3.28% May 6, 2026 - May 26, 2026
#12	-5.51% May 15, 2024 - Jul 15, 2024	-3.26% Jun 4, 2026 - Jun 12, 2026
#13	-4.91% Sep 2, 2021 - Oct 20, 2021	-2.95% Oct 18, 2024 - Nov 6, 2024
#14	-4.84% Jun 8, 2021 - Jul 1, 2021	-2.81% Nov 11, 2024 - Nov 22, 2024
#15	-4.45% Jan 22, 2021 - Feb 4, 2021	-2.28% Sep 11, 2025 - Oct 3, 2025