AFMC
First Trust Active Factor Mid Cap ETF
SMB
Adj. R2
0.935
Rel. Sharpe
0.737
Mkt beta
0.98
AUM
US$147M
MER
0.68%
Valuation
118
ETF comparison
Verified factor-similar pair
AFMC vs XJR
These two ETFs pass the same FF6 US similarity lane: US-listed equity ETFs, same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
SMB
Similarity score
84
Verified similar
Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
XJR
iShares ESG Select Screened S&P Small-Cap ETF
SMB
Adj. R2
0.985
Rel. Sharpe
0.705
Mkt beta
0.97
AUM
US$130M
MER
0.12%
Valuation
193
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff -0.46
HML
diff +0.09
RMW
diff -0.01
CMA
diff -0.06
UMD
diff +0.06
Why This Pair Matches
Exposure level
79
Exposure shape
97
Mkt beta diff
0.00
Rel. Sharpe diff
0.032
This comparison focuses on measured factor exposure, not a qualitative review of each fund's portfolio-construction process. Backtested relative Sharpe is included as a secondary signal, while we continue refining a comparison metric that separates factor payoff from alpha. See methodology.
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