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

Key characteristics


BIBLGLRY
YTD Return10.50%13.72%
1Y Return25.49%27.27%
3Y Return (Ann)4.53%4.63%
Sharpe Ratio1.872.13
Daily Std Dev14.29%13.27%
Max Drawdown-36.12%-40.60%
Current Drawdown-1.11%-9.36%

Correlation

-0.50.00.51.00.8

The correlation between BIBL and GLRY is 0.82, 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. GLRY - Performance Comparison

In the year-to-date period, BIBL achieves a 10.50% return, which is significantly lower than GLRY's 13.72% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5.00%10.00%15.00%20.00%25.00%30.00%December2024FebruaryMarchAprilMay
28.62%
27.27%
BIBL
GLRY

Compare stocks, funds, or ETFs

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


Inspire 100 ETF

Inspire Faithward Mid Cap Momentum ESG ETF

BIBL vs. GLRY - Expense Ratio Comparison

BIBL has a 0.35% expense ratio, which is lower than GLRY's 0.85% expense ratio.


GLRY
Inspire Faithward Mid Cap Momentum ESG ETF
Expense ratio chart for GLRY: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for BIBL: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

BIBL vs. GLRY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire 100 ETF (BIBL) and Inspire Faithward Mid Cap Momentum ESG ETF (GLRY). 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.


BIBL
Sharpe ratio
The chart of Sharpe ratio for BIBL, currently valued at 1.87, compared to the broader market0.002.004.001.87
Sortino ratio
The chart of Sortino ratio for BIBL, currently valued at 2.63, compared to the broader market-2.000.002.004.006.008.0010.0012.002.63
Omega ratio
The chart of Omega ratio for BIBL, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for BIBL, currently valued at 1.08, compared to the broader market0.005.0010.0015.001.08
Martin ratio
The chart of Martin ratio for BIBL, currently valued at 5.60, compared to the broader market0.0020.0040.0060.0080.00100.005.60
GLRY
Sharpe ratio
The chart of Sharpe ratio for GLRY, currently valued at 2.13, compared to the broader market0.002.004.002.13
Sortino ratio
The chart of Sortino ratio for GLRY, currently valued at 3.00, compared to the broader market-2.000.002.004.006.008.0010.0012.003.00
Omega ratio
The chart of Omega ratio for GLRY, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.36
Calmar ratio
The chart of Calmar ratio for GLRY, currently valued at 0.91, compared to the broader market0.005.0010.0015.000.91
Martin ratio
The chart of Martin ratio for GLRY, currently valued at 9.11, compared to the broader market0.0020.0040.0060.0080.00100.009.11

BIBL vs. GLRY - Sharpe Ratio Comparison

The current BIBL Sharpe Ratio is 1.87, which roughly equals the GLRY Sharpe Ratio of 2.13. The chart below compares the 12-month rolling Sharpe Ratio of BIBL and GLRY.


Rolling 12-month Sharpe Ratio0.501.001.502.00December2024FebruaryMarchAprilMay
1.87
2.13
BIBL
GLRY

Dividends

BIBL vs. GLRY - Dividend Comparison

BIBL's dividend yield for the trailing twelve months is around 0.93%, more than GLRY's 0.82% yield.


TTM2023202220212020201920182017
BIBL
Inspire 100 ETF
0.93%1.02%0.98%17.87%1.67%1.30%1.61%0.31%
GLRY
Inspire Faithward Mid Cap Momentum ESG ETF
0.82%1.07%1.04%4.00%0.00%0.00%0.00%0.00%

Drawdowns

BIBL vs. GLRY - Drawdown Comparison

The maximum BIBL drawdown since its inception was -36.12%, smaller than the maximum GLRY drawdown of -40.60%. Use the drawdown chart below to compare losses from any high point for BIBL and GLRY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-1.11%
-9.36%
BIBL
GLRY

Volatility

BIBL vs. GLRY - Volatility Comparison

Inspire 100 ETF (BIBL) has a higher volatility of 4.04% compared to Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) at 3.17%. This indicates that BIBL's price experiences larger fluctuations and is considered to be riskier than GLRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
4.04%
3.17%
BIBL
GLRY