BIBL vs. MFUS

Last updated Jun 26, 2026

BIBL (Inspire 100 ETF) and MFUS (PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF) are both Large Cap Growth Equities funds - BIBL tracks the Inspire 100 Index while MFUS tracks the RAFI Dynamic Multi-Factor U.S. Index​. Both are passively managed. Over the past 5 years, BIBL returned 10.80%/yr vs 13.23%/yr for MFUS. Their correlation of 0.89 suggests significant overlap in exposure. BIBL charges 0.35%/yr vs 0.30%/yr for MFUS.

Performance

BIBL vs. MFUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire 100 ETF (BIBL) and PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BIBL achieves a 27.80% return, which is significantly higher than MFUS's 18.43% return.

BIBL

• 1D: 2.32%
• 1M: 5.32%
• YTD: 27.80%
• 6M: 25.96%
• 1Y: 43.19%
• 3Y*: 23.08%
• 5Y*: 10.80%
• 10Y*: —

MFUS

• 1D: 1.19%
• 1M: 2.88%
• YTD: 18.43%
• 6M: 17.11%
• 1Y: 29.07%
• 3Y*: 22.30%
• 5Y*: 13.23%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BIBL vs. MFUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BIBL Inspire 100 ETF	27.80%	17.27%	12.49%	17.87%	-23.26%	27.44%	22.62%	29.68%	-7.64%	4.42%
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF	18.43%	16.02%	20.17%	12.19%	-5.82%	24.10%	10.64%	26.17%	-7.30%	6.12%

Correlation

The correlation between BIBL and MFUS is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (All Time) Calculated using the full available price history since Oct 31, 2017	0.89

The correlation between BIBL and MFUS has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.

BIBL vs. MFUS - Sectors Allocation Comparison

Sectors	BIBL	MFUS
Technology	31.9%	24.7%
Industrials	27.2%	12.2%
Real Estate	13.7%	1.7%
Financial Services	8.5%	12.0%
Energy	6.0%	6.4%
Basic Materials	4.3%	2.8%
Healthcare	4.1%	13.4%
Utilities	3.3%	1.6%
Consumer Defensive	0.4%	9.7%
Consumer Cyclical	0.3%	10.5%
Communication Services	-	5.1%

Return for Risk

BIBL vs. MFUS — Risk / Return Rank

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

BIBL

BIBL Risk / Return Rank: 89
BIBL Sharpe Ratio Rank: 90
BIBL Sortino Ratio Rank: 88
BIBL Omega Ratio Rank: 86
BIBL Calmar Ratio Rank: 90
BIBL Martin Ratio Rank: 93

MFUS

MFUS Risk / Return Rank: 90
MFUS Sharpe Ratio Rank: 90
MFUS Sortino Ratio Rank: 91
MFUS Omega Ratio Rank: 88
MFUS Calmar Ratio Rank: 88
MFUS Martin Ratio Rank: 91

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. MFUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire 100 ETF (BIBL) and PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BIBL	MFUS	Difference
Sharpe ratio: Return per unit of total volatility	2.62	2.60	+0.02
Sortino ratio: Return per unit of downside risk	3.45	3.69	-0.24
Omega ratio: Gain probability vs. loss probability	1.45	1.47	-0.02
Calmar ratio: Return relative to maximum drawdown	4.85	4.57	+0.28
Martin ratio: Return relative to average drawdown	20.62	18.56	+2.05

BIBL vs. MFUS - Sharpe Ratio Comparison

The current BIBL Sharpe Ratio is 2.62, which is comparable to the MFUS Sharpe Ratio of 2.60. The chart below compares the historical Sharpe Ratios of BIBL and MFUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BIBL vs. MFUS - Drawdown Comparison

The maximum BIBL drawdown since its inception was -36.12%, roughly equal to the maximum MFUS drawdown of -35.21%. Use the drawdown chart below to compare losses from any high point for BIBL and MFUS.

Drawdown Indicators

	BIBL	MFUS	Difference
Max Drawdown Largest peak-to-trough decline	-36.12%	-35.21%	-0.91%
Max Drawdown (1Y) Largest decline over 1 year	-8.94%	-6.39%	-2.55%
Max Drawdown (3Y) Largest decline over 3 years	-20.60%	-15.39%	-5.21%
Max Drawdown (5Y) Largest decline over 5 years	-30.85%	-18.22%	-12.63%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-7.00%	-3.97%	-3.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.10%	1.57%	+0.53%

Volatility

BIBL vs. MFUS - Volatility Comparison

Inspire 100 ETF (BIBL) has a higher volatility of 6.97% compared to PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF (MFUS) at 4.31%. This indicates that BIBL's price experiences larger fluctuations and is considered to be riskier than MFUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BIBL	MFUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.97%	4.31%	+2.66%
Volatility (6M) Calculated over the trailing 6-month period	13.79%	8.95%	+4.84%
Volatility (1Y) Calculated over the trailing 1-year period	16.56%	11.24%	+5.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.79%	15.09%	+4.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.12%	17.34%	+3.78%

BIBL vs. MFUS - Expense Ratio Comparison

BIBL has a 0.35% expense ratio, which is higher than MFUS's 0.30% expense ratio.

Dividends

BIBL vs. MFUS - Dividend Comparison

BIBL's dividend yield for the trailing twelve months is around 0.92%, less than MFUS's 1.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BIBL Inspire 100 ETF	0.92%	1.01%	0.92%	1.02%	0.98%	17.87%	1.67%	1.30%	1.49%	0.31%
MFUS PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF	1.33%	1.54%	1.45%	1.96%	2.07%	1.35%	1.72%	1.89%	1.69%	1.01%

Frequently Asked Questions

Can I hold both BIBL and MFUS in my portfolio?

BIBL and MFUS have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BIBL or MFUS?

BIBL has higher volatility (6.97%) compared to MFUS (4.31%). In terms of maximum drawdown, BIBL dropped -36.12% vs MFUS's -35.21%.

Which ETF is better, BIBL or MFUS?

On 5-year performance, MFUS leads with 13.23% vs 10.80% for BIBL. On fees, MFUS is cheaper at 0.30% per year. On volatility, MFUS has been the lower-risk option at 4.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BIBL or MFUS?

Over the 5-year period, MFUS has performed better with a 13.23% return vs 10.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BIBL or MFUS?

MFUS is cheaper with a 0.30% expense ratio, compared with 0.35% for BIBL.

Which ETF pays a higher dividend yield, BIBL or MFUS?

MFUS has the higher dividend yield at 1.33%, compared with 0.92% for BIBL.

What is the main difference between BIBL and MFUS?

BIBL tracks Inspire 100 Index, while MFUS tracks RAFI Dynamic Multi-Factor U.S. Index​. They also come from different issuers: Inspire and PIMCO. Their fees differ too: 0.35% for BIBL and 0.30% for MFUS.

Which has better risk-adjusted returns?

BIBL currently has the higher Sharpe Ratio (2.62 vs 2.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.