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ISIN
US66538H1876
Issuer
Inspire
Inception Date
Aug 23, 2022
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
WI Fidelis Multi-Cap, Multi-Factor Index - Benchmark TR Gross
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Blend
Assets Under Management
$205M

Share Price Chart


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Performance

FDLS Performance Chart

Inspire Fidelis Multi Factor ETF (FDLS) is up 11.5% since the beginning of the year. FDLS is currently trading at $40 per share.


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S&P 500 Index

Returns By Period

Inspire Fidelis Multi Factor ETF (FDLS) has returned 11.53% so far this year and 31.78% over the past 12 months.


Inspire Fidelis Multi Factor ETF

1D
-2.33%
1M
-4.03%
YTD
11.53%
6M
11.76%
1Y
31.78%
3Y*
18.51%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
24.32%
3Y*
19.90%
5Y*
11.79%
10Y*
13.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDLS Monthly Returns History

Based on dividend-adjusted daily data since Aug 24, 2022, FDLS's average daily return is +0.07%, while the average monthly return is +1.33%. At this rate, an investment would double in approximately 4.4 years.

Historically, 55% of months were positive and 45% were negative. The best month was Oct 2022 with a return of +12.7%, while the worst month was Sep 2022 at -8.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FDLS closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +8.3%, while the worst single day was Apr 4, 2025 at -6.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.87%4.67%-5.60%9.99%-0.20%-1.95%11.53%
20254.91%-3.05%-5.88%-1.50%8.91%5.44%0.42%6.58%2.97%-0.70%3.69%-0.33%22.47%
2024-2.09%3.25%3.39%-4.97%4.89%-2.75%5.95%0.32%0.28%-1.15%9.80%-8.36%7.41%
20237.16%0.05%-4.26%-3.51%1.49%10.84%4.54%-2.30%-4.39%-6.23%9.05%8.49%20.70%
2022-3.91%-8.37%12.73%5.21%-5.86%-1.68%

Benchmark Metrics

Inspire Fidelis Multi Factor ETF has an annualized alpha of -0.14%, beta of 1.00, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since August 25, 2022.

  • This ETF participated in 106.07% of S&P 500 Index downside but only 102.09% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.00 and R2 of 0.72, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.14%
Beta
1.00
0.72
Upside Capture
102.09%
Downside Capture
106.07%

Expense Ratio

FDLS has an expense ratio of 0.76%, placing it in the medium range.


Return for Risk

Risk / Return Rank

FDLS ranks 67 for risk / return — better than 67% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


FDLS Risk / Return Rank: 6767
Overall Rank
FDLS Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
FDLS Sortino Ratio Rank: 6464
Sortino Ratio Rank
FDLS Omega Ratio Rank: 6060
Omega Ratio Rank
FDLS Calmar Ratio Rank: 7373
Calmar Ratio Rank
FDLS Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Inspire Fidelis Multi Factor ETF (FDLS) and compare them to S&P 500 Index.


FDLSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.33

1.36

-0.03

Calmar ratioReturn relative to maximum drawdown

3.34

2.69

+0.66

Martin ratioReturn relative to average drawdown

13.34

12.34

+0.99

Dividends

Dividend History

Inspire Fidelis Multi Factor ETF provided a 0.88% dividend yield over the last twelve months, with an annual payout of $0.35 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.50$2.002022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.35$0.31$2.14$0.28$0.08

Dividend yield

0.88%0.86%7.26%0.97%0.31%

Monthly Dividends

The table displays the monthly dividend distributions for Inspire Fidelis Multi Factor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.09$0.00$0.00$0.00$0.09
2025$0.00$0.00$0.05$0.00$0.00$0.10$0.00$0.00$0.06$0.00$0.00$0.10$0.31
2024$0.00$0.00$0.07$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$1.91$2.14
2023$0.00$0.00$0.05$0.00$0.00$0.08$0.00$0.00$0.03$0.00$0.00$0.12$0.28
2022$0.02$0.00$0.00$0.06$0.08

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Inspire Fidelis Multi Factor ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Inspire Fidelis Multi Factor ETF was 23.32%, occurring on Apr 8, 2025. Recovery took 59 trading sessions.

The current Inspire Fidelis Multi Factor ETF drawdown is 4.03%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-23.32%Apr 2025
4mo 13d2mo 26d
7mo 9dNov 2024 - Jul 2025
Bear market2022
-15.20%Sep 2022
1mo 1d1mo 20d
2mo 21dAug 2022 - Nov 2022
2023 correction2023
-13.38%Oct 2023
2mo 26d1mo 18d
4mo 14dAug 2023 - Dec 2023
2023 correction2023
-10.85%May 2023
2mo 16d1mo 10d
3mo 26dFeb 2023 - Jun 2023
2026 pullback2026
-9.55%Mar 2026
17d25d
1mo 12dMar 2026 - Apr 2026

Drawdown Indicators


FDLSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-23.32%

-56.78%

+33.46%

Max Drawdown (1Y)

Largest decline over 1 year

-9.55%

-9.10%

-0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-23.32%

-18.90%

-4.42%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-4.03%

-2.97%

-1.06%

Average Drawdown

Average peak-to-trough decline

-3.88%

-10.72%

+6.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

1.97%

+0.42%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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