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BIBL vs. FDLS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BIBL and FDLS is 0.81, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

BIBL vs. FDLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire 100 ETF (BIBL) and Inspire Fidelis Multi Factor ETF (FDLS). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
18.89%
18.94%
BIBL
FDLS

Key characteristics

Sharpe Ratio

BIBL:

0.15

FDLS:

0.05

Sortino Ratio

BIBL:

0.36

FDLS:

0.22

Omega Ratio

BIBL:

1.05

FDLS:

1.03

Calmar Ratio

BIBL:

0.15

FDLS:

0.05

Martin Ratio

BIBL:

0.58

FDLS:

0.16

Ulcer Index

BIBL:

5.44%

FDLS:

6.71%

Daily Std Dev

BIBL:

21.13%

FDLS:

22.63%

Max Drawdown

BIBL:

-36.12%

FDLS:

-23.32%

Current Drawdown

BIBL:

-11.17%

FDLS:

-14.75%

Returns By Period

In the year-to-date period, BIBL achieves a -3.36% return, which is significantly higher than FDLS's -6.69% return.


BIBL

YTD

-3.36%

1M

-1.94%

6M

-6.29%

1Y

1.99%

5Y*

10.77%

10Y*

N/A

FDLS

YTD

-6.69%

1M

-2.45%

6M

-5.95%

1Y

0.01%

5Y*

N/A

10Y*

N/A

*Annualized

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BIBL vs. FDLS - Expense Ratio Comparison

BIBL has a 0.35% expense ratio, which is lower than FDLS's 0.76% expense ratio.


Expense ratio chart for FDLS: current value is 0.76%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDLS: 0.76%
Expense ratio chart for BIBL: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BIBL: 0.35%

Risk-Adjusted Performance

BIBL vs. FDLS — Risk-Adjusted Performance Rank

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

BIBL
The Risk-Adjusted Performance Rank of BIBL is 3434
Overall Rank
The Sharpe Ratio Rank of BIBL is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of BIBL is 3434
Sortino Ratio Rank
The Omega Ratio Rank of BIBL is 3333
Omega Ratio Rank
The Calmar Ratio Rank of BIBL is 3636
Calmar Ratio Rank
The Martin Ratio Rank of BIBL is 3535
Martin Ratio Rank

FDLS
The Risk-Adjusted Performance Rank of FDLS is 2626
Overall Rank
The Sharpe Ratio Rank of FDLS is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of FDLS is 2626
Sortino Ratio Rank
The Omega Ratio Rank of FDLS is 2626
Omega Ratio Rank
The Calmar Ratio Rank of FDLS is 2626
Calmar Ratio Rank
The Martin Ratio Rank of FDLS is 2525
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BIBL vs. FDLS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire 100 ETF (BIBL) and Inspire Fidelis Multi Factor ETF (FDLS). 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.


The chart of Sharpe ratio for BIBL, currently valued at 0.15, compared to the broader market-1.000.001.002.003.004.00
BIBL: 0.15
FDLS: 0.05
The chart of Sortino ratio for BIBL, currently valued at 0.36, compared to the broader market-2.000.002.004.006.008.00
BIBL: 0.36
FDLS: 0.22
The chart of Omega ratio for BIBL, currently valued at 1.05, compared to the broader market0.501.001.502.00
BIBL: 1.05
FDLS: 1.03
The chart of Calmar ratio for BIBL, currently valued at 0.15, compared to the broader market0.002.004.006.008.0010.0012.00
BIBL: 0.15
FDLS: 0.05
The chart of Martin ratio for BIBL, currently valued at 0.58, compared to the broader market0.0020.0040.0060.00
BIBL: 0.58
FDLS: 0.16

The current BIBL Sharpe Ratio is 0.15, which is higher than the FDLS Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of BIBL and FDLS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.15
0.05
BIBL
FDLS

Dividends

BIBL vs. FDLS - Dividend Comparison

BIBL's dividend yield for the trailing twelve months is around 1.06%, less than FDLS's 7.71% yield.


TTM20242023202220212020201920182017
BIBL
Inspire 100 ETF
1.06%0.92%1.02%0.98%17.87%1.67%1.30%1.62%0.31%
FDLS
Inspire Fidelis Multi Factor ETF
7.71%7.26%0.97%0.31%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BIBL vs. FDLS - Drawdown Comparison

The maximum BIBL drawdown since its inception was -36.12%, which is greater than FDLS's maximum drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for BIBL and FDLS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.17%
-14.75%
BIBL
FDLS

Volatility

BIBL vs. FDLS - Volatility Comparison

Inspire 100 ETF (BIBL) and Inspire Fidelis Multi Factor ETF (FDLS) have volatilities of 14.46% and 14.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.46%
14.41%
BIBL
FDLS