FRGN vs AFSM
Comparison between Horizon International Equity ETF (FRGN, ETF) and FIRST TRUST ACTIVE FACTOR SMALL CAP ETF (AFSM, ETF).
FRGN vs AFSM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
FRGN
$94M
AFSM
$94M
Expense Ratio
FRGN
0.75%
AFSM
0.75%
Max Drawdown
Winner
FRGN
12.40%
AFSM
43.54%
Sharpe Ratio
Winner
FRGN
1.65
AFSM
1.29
5Y Beta
FRGN
1.35
Winner
AFSM
1.03
P/E Ratio
FRGN
N/A
AFSM
22.53
Forward P/E
FRGN
N/A
AFSM
13.66
5Y Dividends CAGR
FRGN
N/A
AFSM
14.72%
5Y EPS CAGR
FRGN
N/A
AFSM
14.18%
Debt to Equity
FRGN
N/A
AFSM
58.32%
P/S Ratio
FRGN
N/A
AFSM
1.36
P/B Ratio
FRGN
N/A
AFSM
2.28
FRGN vs AFSM - Holdings Comparison
FRGN and AFSM have 1 common holdings. Overlap is -0.08%
FRGN's top 25 holdings weight is 32.02%. AFSM's top 25 holdings weight is 22.65%.
| Rank | FRGN | AFSM |
|---|---|---|
| #1 | n/a (n/a) - 4.33% | BLOOM ENERGY CORP CLASS A (BE) - 1.98% |
| #2 | ASML HOLDING NV (n/a) - 3.58% | TTM TECHNOLOGIES INC (TTMI) - 1.87% |
| #3 | SAMSUNG ELECTRONICS CO LTD (n/a) - 2.47% | VIAVI SOLUTIONS INC (VIAV) - 1.40% |
| #4 | SK HYNIX INC (n/a) - 1.98% | VICOR CORP (VICR) - 1.40% |
| #5 | SHELL PLC (n/a) - 1.62% | CREDO TECHNOLOGY GROUP HOLDING LTD (CRDO) - 1.04% |
| #6 | THE TORONTO-DOMINION BANK (n/a) - 1.62% | PHOTRONICS INC (PLAB) - 1.03% |
| #7 | ROCHE HOLDING AG ORDINARY SHARES NEW (n/a) - 1.47% | NLIGHT INC (LASR) - 0.98% |
| #8 | TOTALENERGIES SE (TTE) - 1.41% | PENGUIN SOLUTIONS INC (PENG) - 0.96% |
| #9 | NOVARTIS AG REGISTERED SHARES (n/a) - 1.09% | PERIMETER SOLUTIONS INC (PRM) - 0.95% |
| #10 | RIO TINTO PLC ORDINARY SHARES (n/a) - 1.08% | AMES NATIONAL CORP (ATLO) - 0.92% |
| #11 | SOFTBANK GROUP CORP (n/a) - 1.08% | AXCELIS TECHNOLOGIES INC (ACLS) - 0.89% |
| #12 | ASTRAZENECA PLC (AZN:XLON) - 0.97% | ENERSYS (ENS) - 0.83% |
| #13 | ISHARES MSCI INDIA ETF (INDA) - 0.97% | NATIONAL HEALTHCARE CORP (NHC) - 0.80% |
| #14 | UBS GROUP AG REGISTERED SHARES (n/a) - 0.96% | COMFORT SYSTEMS USA INC (FIX) - 0.77% |
| #15 | ROYAL BANK OF CANADA (RY) - 0.96% | GARRETT MOTION INC ORDINARY SHARES NEW (GTX) - 0.77% |
| #16 | BRITISH AMERICAN TOBACCO PLC (n/a) - 0.93% | STERLING INFRASTRUCTURE INC (STRL) - 0.76% |
| #17 | TOKYO ELECTRON LTD (n/a) - 0.93% | INTERFACE INC (TILE) - 0.75% |
| #18 | AGNICO EAGLE MINES LTD (AEM) - 0.88% | BEL FUSE INC CLASS B (BELFB) - 0.74% |
| #19 | ADVANTEST CORP (n/a) - 0.88% | MATSON INC (MATX) - 0.71% |
| #20 | ABB LTD (n/a) - 0.83% | GIGACLOUD TECHNOLOGY INC CLASS A (GCT) - 0.70% |
| #21 | ORIX CORP (n/a) - 0.40% | COSTAMARE INC (CMRE) - 0.49% |
| #22 | GENERALI (n/a) - 0.40% | NATIONAL HEALTH INVESTORS INC (NHI) - 0.49% |
| #23 | GOLD FIELDS LTD (n/a) - 0.40% | PVH CORP (PVH) - 0.48% |
| #24 | FANUC CORP (n/a) - 0.39% | EPR PROPERTIES (EPR) - 0.47% |
| #25 | ING GROEP NV (n/a) - 0.39% | INTERDIGITAL INC (IDCC) - 0.47% |
| Total Holdings | 254 | 277 |
FRGN vs AFSM - Historical Returns
Returns include dividend reinvestment.
1M
Winner
FRGN
+1.18%
AFSM
-0.16%
3M
Winner
FRGN
+11.33%
AFSM
+10.66%
6M
Winner
FRGN
+20.56%
AFSM
+13.57%
1Y
FRGN
N/A
AFSM
+28.91%
5Y(CAGR)
FRGN
N/A
AFSM
+8.21%
Max(CAGR)
Winner
FRGN
+45.42%
AFSM
+10.91%
FRGN vs AFSM - Annual Returns (2019 - 2026)
Returns include dividend reinvestment.
| Year | FRGN | AFSM |
|---|---|---|
| 2026 | +16.55% | +13.71% |
| 2025 | +1.47% | +9.99% |
| 2024 | N/A | +10.93% |
| 2023 | N/A | +22.85% |
| 2022 | N/A | -17.86% |
| 2021 | N/A | +27.36% |
| 2020 | N/A | +8.73% |
| 2019 | N/A | +2.63% |
FRGN vs AFSM Drawdown Comparison
The maximum drawdown for FRGN was -12.40%, occurring on Mar 30, 2026. Recovery took 45 trading sessions.
The maximum drawdown for AFSM was -43.54%, occurring on Mar 23, 2020. Recovery took 224 trading sessions.
The current FRGN drawdown is -4.96%. The current AFSM drawdown is -2.87%.
| Rank | FRGN | AFSM |
|---|---|---|
| #1 | -12.40% Feb 25, 2026 - Apr 30, 2026 | -43.54% Jan 16, 2020 - Dec 4, 2020 |
| #2 | -4.96% Jun 2, 2026 - Jun 5, 2026 | -28.27% Nov 16, 2021 - Feb 15, 2024 |
| #3 | -3.88% May 13, 2026 - May 29, 2026 | -25.07% Nov 11, 2024 - Sep 11, 2025 |
| #4 | -3.02% Jan 29, 2026 - Feb 9, 2026 | -9.56% Feb 26, 2026 - Apr 14, 2026 |
| #5 | -2.62% Dec 10, 2025 - Dec 23, 2025 | -9.26% Jul 31, 2024 - Oct 14, 2024 |
| #6 | -1.79% Jan 15, 2026 - Jan 22, 2026 | -8.21% Mar 15, 2021 - Apr 26, 2021 |
| #7 | -1.78% May 11, 2026 - May 13, 2026 | -8.17% Feb 12, 2021 - Mar 12, 2021 |
| #8 | -1.55% May 6, 2026 - May 8, 2026 | -8.05% Sep 18, 2025 - Dec 10, 2025 |
| #9 | -1.34% Feb 11, 2026 - Feb 20, 2026 | -7.71% Jul 1, 2021 - Aug 27, 2021 |
| #10 | -0.86% Jan 6, 2026 - Jan 12, 2026 | -7.54% Mar 28, 2024 - May 15, 2024 |
| #11 | -0.76% Apr 30, 2026 - May 5, 2026 | -6.30% Apr 27, 2021 - Jun 1, 2021 |
| #12 | -0.64% Dec 26, 2025 - Jan 2, 2026 | -5.51% May 15, 2024 - Jul 15, 2024 |
| #13 | -0.46% Jan 27, 2026 - Jan 29, 2026 | -4.91% Sep 2, 2021 - Oct 20, 2021 |
| #14 | -0.38% Jan 12, 2026 - Jan 14, 2026 | -4.84% Jun 8, 2021 - Jul 1, 2021 |
| #15 | -0.10% Dec 8, 2025 - Dec 10, 2025 | -4.45% Jan 22, 2021 - Feb 4, 2021 |
Correlation
Correlation between FRGN and AFSM is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.
0.94
-101
Dividend Comparison (2019 - 2026)
FRGN vs AFSM dividend yield comparison.
| Year | FRGN | AFSM |
|---|---|---|
| 2026 | 0.00% | 0.11% |
| 2025 | 0.25% | 0.58% |
| 2024 | 0.00% | 0.58% |
| 2023 | 0.00% | 0.92% |
| 2022 | 0.00% | 1.28% |
| 2021 | 0.00% | 0.35% |
| 2020 | 0.00% | 0.53% |
| 2019 | 0.00% | 0.32% |
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