PortfoliosLab logoPortfoliosLab logo
AFLG vs. BIBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AFLG vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Active Factor Large Cap ETF (AFLG) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

AFLG vs. BIBL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AFLG
First Trust Active Factor Large Cap ETF
-0.38%14.23%27.02%20.10%-16.41%27.29%10.31%2.77%
BIBL
Inspire 100 ETF
6.10%17.27%12.49%17.87%-23.26%27.44%22.62%4.41%

Returns By Period

In the year-to-date period, AFLG achieves a -0.38% return, which is significantly lower than BIBL's 6.10% return.


AFLG

1D
0.84%
1M
-3.71%
YTD
-0.38%
6M
0.50%
1Y
16.01%
3Y*
18.54%
5Y*
11.32%
10Y*

BIBL

1D
1.12%
1M
-4.41%
YTD
6.10%
6M
7.52%
1Y
25.37%
3Y*
16.16%
5Y*
8.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AFLG vs. BIBL - Expense Ratio Comparison

AFLG has a 0.55% expense ratio, which is higher than BIBL's 0.35% expense ratio.


Return for Risk

AFLG vs. BIBL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AFLG
AFLG Risk / Return Rank: 5252
Overall Rank
AFLG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
AFLG Sortino Ratio Rank: 5050
Sortino Ratio Rank
AFLG Omega Ratio Rank: 5454
Omega Ratio Rank
AFLG Calmar Ratio Rank: 4747
Calmar Ratio Rank
AFLG Martin Ratio Rank: 6060
Martin Ratio Rank

BIBL
BIBL Risk / Return Rank: 7070
Overall Rank
BIBL Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 6868
Sortino Ratio Rank
BIBL Omega Ratio Rank: 6868
Omega Ratio Rank
BIBL Calmar Ratio Rank: 6868
Calmar Ratio Rank
BIBL 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.

AFLG vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Active Factor Large Cap ETF (AFLG) and Inspire 100 ETF (BIBL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AFLGBIBLDifference

Sharpe ratio

Return per unit of total volatility

0.93

1.25

-0.32

Sortino ratio

Return per unit of downside risk

1.40

1.78

-0.38

Omega ratio

Gain probability vs. loss probability

1.21

1.26

-0.05

Calmar ratio

Return relative to maximum drawdown

1.34

1.84

-0.50

Martin ratio

Return relative to average drawdown

6.40

8.69

-2.28

AFLG vs. BIBL - Sharpe Ratio Comparison

The current AFLG Sharpe Ratio is 0.93, which is comparable to the BIBL Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of AFLG and BIBL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


AFLGBIBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

1.25

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.43

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.54

+0.10

Correlation

The correlation between AFLG and BIBL is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AFLG vs. BIBL - Dividend Comparison

AFLG's dividend yield for the trailing twelve months is around 0.79%, less than BIBL's 1.11% yield.


TTM202520242023202220212020201920182017
AFLG
First Trust Active Factor Large Cap ETF
0.79%0.84%0.53%1.53%1.52%0.93%1.28%0.20%0.00%0.00%
BIBL
Inspire 100 ETF
1.11%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%

Drawdowns

AFLG vs. BIBL - Drawdown Comparison

The maximum AFLG drawdown since its inception was -35.84%, roughly equal to the maximum BIBL drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for AFLG and BIBL.


Loading graphics...

Drawdown Indicators


AFLGBIBLDifference

Max Drawdown

Largest peak-to-trough decline

-35.84%

-36.12%

+0.28%

Max Drawdown (1Y)

Largest decline over 1 year

-12.21%

-13.93%

+1.72%

Max Drawdown (5Y)

Largest decline over 5 years

-23.48%

-30.85%

+7.37%

Current Drawdown

Current decline from peak

-4.79%

-4.96%

+0.17%

Average Drawdown

Average peak-to-trough decline

-5.85%

-7.17%

+1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.95%

-0.39%

Volatility

AFLG vs. BIBL - Volatility Comparison

The current volatility for First Trust Active Factor Large Cap ETF (AFLG) is 5.14%, while Inspire 100 ETF (BIBL) has a volatility of 6.82%. This indicates that AFLG experiences smaller price fluctuations and is considered to be less risky than BIBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


AFLGBIBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

6.82%

-1.68%

Volatility (6M)

Calculated over the trailing 6-month period

9.18%

12.28%

-3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

17.34%

20.39%

-3.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

19.44%

-3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.36%

21.15%

-1.79%