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

Correlation

The correlation between BIBL and IVV is 0.91, 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.


-0.50.00.51.00.9

Performance

BIBL vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire 100 ETF (BIBL) and iShares Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
100.27%
159.61%
BIBL
IVV

Key characteristics

Sharpe Ratio

BIBL:

1.02

IVV:

2.25

Sortino Ratio

BIBL:

1.50

IVV:

2.98

Omega Ratio

BIBL:

1.18

IVV:

1.42

Calmar Ratio

BIBL:

1.25

IVV:

3.32

Martin Ratio

BIBL:

5.61

IVV:

14.68

Ulcer Index

BIBL:

2.75%

IVV:

1.90%

Daily Std Dev

BIBL:

15.08%

IVV:

12.43%

Max Drawdown

BIBL:

-36.12%

IVV:

-55.25%

Current Drawdown

BIBL:

-7.50%

IVV:

-2.52%

Returns By Period

In the year-to-date period, BIBL achieves a 13.21% return, which is significantly lower than IVV's 25.92% return.


BIBL

YTD

13.21%

1M

-4.50%

6M

3.69%

1Y

14.00%

5Y*

9.90%

10Y*

N/A

IVV

YTD

25.92%

1M

0.33%

6M

9.27%

1Y

26.64%

5Y*

14.77%

10Y*

13.05%

Compare stocks, funds, or ETFs

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


BIBL vs. IVV - Expense Ratio Comparison

BIBL has a 0.35% expense ratio, which is higher than IVV's 0.03% expense ratio.


BIBL
Inspire 100 ETF
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%
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

BIBL vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire 100 ETF (BIBL) and iShares Core S&P 500 ETF (IVV). 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.


Sharpe ratio
The chart of Sharpe ratio for BIBL, currently valued at 1.02, compared to the broader market0.002.004.001.022.25
The chart of Sortino ratio for BIBL, currently valued at 1.50, compared to the broader market-2.000.002.004.006.008.0010.001.502.98
The chart of Omega ratio for BIBL, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.42
The chart of Calmar ratio for BIBL, currently valued at 1.25, compared to the broader market0.005.0010.0015.001.253.32
The chart of Martin ratio for BIBL, currently valued at 5.61, compared to the broader market0.0020.0040.0060.0080.00100.005.6114.68
BIBL
IVV

The current BIBL Sharpe Ratio is 1.02, which is lower than the IVV Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of BIBL and IVV, 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 Ratio0.501.001.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.02
2.25
BIBL
IVV

Dividends

BIBL vs. IVV - Dividend Comparison

BIBL's dividend yield for the trailing twelve months is around 0.71%, less than IVV's 1.29% yield.


TTM20232022202120202019201820172016201520142013
BIBL
Inspire 100 ETF
0.71%1.02%0.98%17.87%1.67%1.30%1.62%0.31%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.29%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%1.80%

Drawdowns

BIBL vs. IVV - Drawdown Comparison

The maximum BIBL drawdown since its inception was -36.12%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for BIBL and IVV. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.50%
-2.52%
BIBL
IVV

Volatility

BIBL vs. IVV - Volatility Comparison

Inspire 100 ETF (BIBL) has a higher volatility of 4.69% compared to iShares Core S&P 500 ETF (IVV) at 3.75%. This indicates that BIBL's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.69%
3.75%
BIBL
IVV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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