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BIBL vs. FPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIBL vs. FPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire 100 ETF (BIBL) and First Trust US Equity Opportunities ETF (FPX). The values are adjusted to include any dividend payments, if applicable.

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BIBL vs. FPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIBL
Inspire 100 ETF
4.92%17.27%12.49%17.87%-23.26%27.44%22.62%29.68%-7.64%4.38%
FPX
First Trust US Equity Opportunities ETF
-2.88%37.62%24.75%22.26%-35.11%3.69%47.89%30.37%-8.35%3.77%

Returns By Period

In the year-to-date period, BIBL achieves a 4.92% return, which is significantly higher than FPX's -2.88% return.


BIBL

1D
3.22%
1M
-5.73%
YTD
4.92%
6M
6.80%
1Y
24.23%
3Y*
15.73%
5Y*
8.13%
10Y*

FPX

1D
4.38%
1M
-4.68%
YTD
-2.88%
6M
-4.25%
1Y
42.94%
3Y*
23.97%
5Y*
5.98%
10Y*
12.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIBL vs. FPX - Expense Ratio Comparison

BIBL has a 0.35% expense ratio, which is lower than FPX's 0.57% expense ratio.


Return for Risk

BIBL vs. FPX — Risk / Return Rank

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

BIBL
BIBL Risk / Return Rank: 7272
Overall Rank
BIBL Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 7070
Sortino Ratio Rank
BIBL Omega Ratio Rank: 7070
Omega Ratio Rank
BIBL Calmar Ratio Rank: 7272
Calmar Ratio Rank
BIBL Martin Ratio Rank: 8080
Martin Ratio Rank

FPX
FPX Risk / Return Rank: 8383
Overall Rank
FPX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FPX Sortino Ratio Rank: 8181
Sortino Ratio Rank
FPX Omega Ratio Rank: 7676
Omega Ratio Rank
FPX Calmar Ratio Rank: 9090
Calmar Ratio Rank
FPX Martin Ratio Rank: 8787
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.

BIBL vs. FPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire 100 ETF (BIBL) and First Trust US Equity Opportunities ETF (FPX). 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.


BIBLFPXDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.47

-0.28

Sortino ratio

Return per unit of downside risk

1.72

2.04

-0.32

Omega ratio

Gain probability vs. loss probability

1.25

1.28

-0.03

Calmar ratio

Return relative to maximum drawdown

1.78

2.99

-1.21

Martin ratio

Return relative to average drawdown

8.47

10.16

-1.69

BIBL vs. FPX - Sharpe Ratio Comparison

The current BIBL Sharpe Ratio is 1.20, which is comparable to the FPX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of BIBL and FPX, 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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Sharpe Ratios by Period


BIBLFPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.47

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.23

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.52

+0.01

Correlation

The correlation between BIBL and FPX is 0.80, 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

BIBL vs. FPX - Dividend Comparison

BIBL's dividend yield for the trailing twelve months is around 1.12%, more than FPX's 0.59% yield.


TTM20252024202320222021202020192018201720162015
BIBL
Inspire 100 ETF
1.12%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%0.00%0.00%
FPX
First Trust US Equity Opportunities ETF
0.59%0.53%0.09%0.27%1.08%0.14%0.28%0.67%0.88%0.68%0.77%0.62%

Drawdowns

BIBL vs. FPX - Drawdown Comparison

The maximum BIBL drawdown since its inception was -36.12%, smaller than the maximum FPX drawdown of -56.29%. Use the drawdown chart below to compare losses from any high point for BIBL and FPX.


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Drawdown Indicators


BIBLFPXDifference

Max Drawdown

Largest peak-to-trough decline

-36.12%

-56.29%

+20.17%

Max Drawdown (1Y)

Largest decline over 1 year

-13.93%

-14.19%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-30.85%

-43.14%

+12.29%

Max Drawdown (10Y)

Largest decline over 10 years

-43.14%

Current Drawdown

Current decline from peak

-6.01%

-8.22%

+2.21%

Average Drawdown

Average peak-to-trough decline

-7.17%

-11.43%

+4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

4.18%

-1.25%

Volatility

BIBL vs. FPX - Volatility Comparison

The current volatility for Inspire 100 ETF (BIBL) is 6.90%, while First Trust US Equity Opportunities ETF (FPX) has a volatility of 9.13%. This indicates that BIBL experiences smaller price fluctuations and is considered to be less risky than FPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIBLFPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

9.13%

-2.23%

Volatility (6M)

Calculated over the trailing 6-month period

12.24%

18.62%

-6.38%

Volatility (1Y)

Calculated over the trailing 1-year period

20.37%

29.34%

-8.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.44%

26.54%

-7.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.15%

24.17%

-3.02%