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BLES vs. PID
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BLES vs. PID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Global Hope ETF (BLES) and Invesco International Dividend Achievers™ ETF (PID). The values are adjusted to include any dividend payments, if applicable.

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BLES vs. PID - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BLES
Inspire Global Hope ETF
2.87%19.25%5.59%16.47%-16.21%24.36%12.22%28.39%-13.43%15.23%
PID
Invesco International Dividend Achievers™ ETF
2.04%24.45%3.08%14.28%-6.48%24.49%-6.56%25.87%-11.46%15.79%

Returns By Period

In the year-to-date period, BLES achieves a 2.87% return, which is significantly higher than PID's 2.04% return.


BLES

1D
2.53%
1M
-5.71%
YTD
2.87%
6M
5.21%
1Y
20.00%
3Y*
12.75%
5Y*
7.36%
10Y*

PID

1D
2.07%
1M
-5.36%
YTD
2.04%
6M
6.12%
1Y
20.87%
3Y*
11.55%
5Y*
9.53%
10Y*
8.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BLES vs. PID - Expense Ratio Comparison

BLES has a 0.58% expense ratio, which is higher than PID's 0.56% expense ratio.


Return for Risk

BLES vs. PID — Risk / Return Rank

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

BLES
BLES Risk / Return Rank: 7070
Overall Rank
BLES Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BLES Sortino Ratio Rank: 7171
Sortino Ratio Rank
BLES Omega Ratio Rank: 7070
Omega Ratio Rank
BLES Calmar Ratio Rank: 6666
Calmar Ratio Rank
BLES Martin Ratio Rank: 7575
Martin Ratio Rank

PID
PID Risk / Return Rank: 8686
Overall Rank
PID Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PID Sortino Ratio Rank: 8888
Sortino Ratio Rank
PID Omega Ratio Rank: 8686
Omega Ratio Rank
PID Calmar Ratio Rank: 8383
Calmar Ratio Rank
PID 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.

BLES vs. PID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Global Hope ETF (BLES) and Invesco International Dividend Achievers™ ETF (PID). 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.


BLESPIDDifference

Sharpe ratio

Return per unit of total volatility

1.21

1.64

-0.43

Sortino ratio

Return per unit of downside risk

1.77

2.39

-0.63

Omega ratio

Gain probability vs. loss probability

1.25

1.34

-0.08

Calmar ratio

Return relative to maximum drawdown

1.62

2.36

-0.74

Martin ratio

Return relative to average drawdown

7.76

10.33

-2.57

BLES vs. PID - Sharpe Ratio Comparison

The current BLES Sharpe Ratio is 1.21, which is comparable to the PID Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of BLES and PID, 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


BLESPIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

1.64

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.69

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.26

+0.23

Correlation

The correlation between BLES and PID is 0.81, 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

BLES vs. PID - Dividend Comparison

BLES's dividend yield for the trailing twelve months is around 1.93%, less than PID's 3.38% yield.


TTM20252024202320222021202020192018201720162015
BLES
Inspire Global Hope ETF
1.93%1.97%1.90%1.80%1.64%9.28%1.61%2.16%1.73%2.01%0.00%0.00%
PID
Invesco International Dividend Achievers™ ETF
3.38%3.28%3.88%3.31%3.30%3.30%3.16%3.99%3.87%3.46%3.90%4.48%

Drawdowns

BLES vs. PID - Drawdown Comparison

The maximum BLES drawdown since its inception was -40.35%, smaller than the maximum PID drawdown of -66.34%. Use the drawdown chart below to compare losses from any high point for BLES and PID.


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Drawdown Indicators


BLESPIDDifference

Max Drawdown

Largest peak-to-trough decline

-40.35%

-66.34%

+25.99%

Max Drawdown (1Y)

Largest decline over 1 year

-12.26%

-8.83%

-3.43%

Max Drawdown (5Y)

Largest decline over 5 years

-26.61%

-22.97%

-3.64%

Max Drawdown (10Y)

Largest decline over 10 years

-46.07%

Current Drawdown

Current decline from peak

-5.84%

-5.36%

-0.48%

Average Drawdown

Average peak-to-trough decline

-6.14%

-13.12%

+6.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.02%

+0.55%

Volatility

BLES vs. PID - Volatility Comparison

Inspire Global Hope ETF (BLES) has a higher volatility of 5.73% compared to Invesco International Dividend Achievers™ ETF (PID) at 3.80%. This indicates that BLES's price experiences larger fluctuations and is considered to be riskier than PID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLESPIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

3.80%

+1.93%

Volatility (6M)

Calculated over the trailing 6-month period

9.31%

7.11%

+2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

16.59%

12.81%

+3.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.42%

13.96%

+2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.03%

17.99%

+1.04%