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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.


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.

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Key characteristics

Sharpe Ratio

BIBL:

0.30

FDLS:

0.28

Sortino Ratio

BIBL:

0.64

FDLS:

0.60

Omega Ratio

BIBL:

1.09

FDLS:

1.08

Calmar Ratio

BIBL:

0.35

FDLS:

0.31

Martin Ratio

BIBL:

1.26

FDLS:

1.01

Ulcer Index

BIBL:

5.81%

FDLS:

7.21%

Daily Std Dev

BIBL:

21.17%

FDLS:

22.78%

Max Drawdown

BIBL:

-36.12%

FDLS:

-23.32%

Current Drawdown

BIBL:

-4.08%

FDLS:

-5.25%

Returns By Period

In the year-to-date period, BIBL achieves a 4.36% return, which is significantly higher than FDLS's 3.70% return.


BIBL

YTD

4.36%

1M

12.58%

6M

0.10%

1Y

6.25%

5Y*

12.07%

10Y*

N/A

FDLS

YTD

3.70%

1M

15.59%

6M

0.12%

1Y

6.22%

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.


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 3636
Overall Rank
The Sharpe Ratio Rank of BIBL is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of BIBL is 3535
Sortino Ratio Rank
The Omega Ratio Rank of BIBL is 3535
Omega Ratio Rank
The Calmar Ratio Rank of BIBL is 4040
Calmar Ratio Rank
The Martin Ratio Rank of BIBL is 3838
Martin Ratio Rank

FDLS
The Risk-Adjusted Performance Rank of FDLS is 3333
Overall Rank
The Sharpe Ratio Rank of FDLS is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of FDLS is 3333
Sortino Ratio Rank
The Omega Ratio Rank of FDLS is 3232
Omega Ratio Rank
The Calmar Ratio Rank of FDLS is 3636
Calmar Ratio Rank
The Martin Ratio Rank of FDLS is 3333
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 current BIBL Sharpe Ratio is 0.30, which is comparable to the FDLS Sharpe Ratio of 0.28. 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.


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Dividends

BIBL vs. FDLS - Dividend Comparison

BIBL's dividend yield for the trailing twelve months is around 0.98%, less than FDLS's 6.94% yield.


TTM20242023202220212020201920182017
BIBL
Inspire 100 ETF
0.98%0.92%1.02%0.98%17.87%1.67%1.30%1.62%0.31%
FDLS
Inspire Fidelis Multi Factor ETF
6.94%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.


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Volatility

BIBL vs. FDLS - Volatility Comparison

The current volatility for Inspire 100 ETF (BIBL) is 5.48%, while Inspire Fidelis Multi Factor ETF (FDLS) has a volatility of 6.03%. This indicates that BIBL experiences smaller price fluctuations and is considered to be less risky than FDLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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