BIBL vs. FPHAX
Compare and contrast key facts about Inspire 100 ETF (BIBL) and Fidelity Select Pharmaceuticals Portfolio (FPHAX).
BIBL is a passively managed fund by Inspire that tracks the performance of the Inspire 100 Index. It was launched on Oct 30, 2017. FPHAX is managed by Fidelity. It was launched on Jun 17, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIBL or FPHAX.
Key characteristics
| BIBL | FPHAX | |
|---|---|---|
| YTD Return | 21.35% | 18.95% |
| 1Y Return | 39.57% | 26.86% |
| 3Y Return (Ann) | 3.27% | 3.59% |
| 5Y Return (Ann) | 12.63% | 5.95% |
| Sharpe Ratio | 2.55 | 1.51 |
| Sortino Ratio | 3.53 | 2.17 |
| Omega Ratio | 1.45 | 1.26 |
| Calmar Ratio | 1.77 | 1.64 |
| Martin Ratio | 15.30 | 6.29 |
| Ulcer Index | 2.51% | 3.74% |
| Daily Std Dev | 15.06% | 15.53% |
| Max Drawdown | -36.12% | -37.34% |
| Current Drawdown | 0.00% | -11.24% |
Correlation
The correlation between BIBL and FPHAX is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BIBL vs. FPHAX - Performance Comparison
In the year-to-date period, BIBL achieves a 21.35% return, which is significantly higher than FPHAX's 18.95% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BIBL vs. FPHAX - Expense Ratio Comparison
BIBL has a 0.35% expense ratio, which is lower than FPHAX's 0.75% expense ratio.
Risk-Adjusted Performance
BIBL vs. FPHAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Inspire 100 ETF (BIBL) and Fidelity Select Pharmaceuticals Portfolio (FPHAX). 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.
Dividends
BIBL vs. FPHAX - Dividend Comparison
BIBL's dividend yield for the trailing twelve months is around 0.94%, more than FPHAX's 0.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIBL Inspire 100 ETF | 0.94% | 1.02% | 0.98% | 17.87% | 1.67% | 1.30% | 1.62% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% |
FPHAX Fidelity Select Pharmaceuticals Portfolio | 0.72% | 0.63% | 1.33% | 1.17% | 1.31% | 1.31% | 1.44% | 1.33% | 1.07% | 5.59% | 5.81% | 11.12% |
Drawdowns
BIBL vs. FPHAX - Drawdown Comparison
The maximum BIBL drawdown since its inception was -36.12%, roughly equal to the maximum FPHAX drawdown of -37.34%. Use the drawdown chart below to compare losses from any high point for BIBL and FPHAX. For additional features, visit the drawdowns tool.
Volatility
BIBL vs. FPHAX - Volatility Comparison
Inspire 100 ETF (BIBL) has a higher volatility of 4.97% compared to Fidelity Select Pharmaceuticals Portfolio (FPHAX) at 4.52%. This indicates that BIBL's price experiences larger fluctuations and is considered to be riskier than FPHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.