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BLES vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

BLES vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Global Hope ETF (BLES) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
4.98%
14.96%
BLES
SCHD

Returns By Period

In the year-to-date period, BLES achieves a 11.10% return, which is significantly lower than SCHD's 18.85% return.


BLES

YTD

11.10%

1M

1.30%

6M

4.98%

1Y

20.29%

5Y (annualized)

9.69%

10Y (annualized)

N/A

SCHD

YTD

18.85%

1M

3.78%

6M

14.95%

1Y

27.79%

5Y (annualized)

13.14%

10Y (annualized)

11.69%

Key characteristics


BLESSCHD
Sharpe Ratio1.542.49
Sortino Ratio2.103.58
Omega Ratio1.281.44
Calmar Ratio2.133.79
Martin Ratio9.2213.58
Ulcer Index2.20%2.05%
Daily Std Dev13.17%11.15%
Max Drawdown-40.35%-33.37%
Current Drawdown-1.76%0.00%

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BLES vs. SCHD - Expense Ratio Comparison

BLES has a 0.52% expense ratio, which is higher than SCHD's 0.06% expense ratio.


BLES
Inspire Global Hope ETF
Expense ratio chart for BLES: current value at 0.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.52%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Correlation

-0.50.00.51.00.8

The correlation between BLES and SCHD is 0.79, 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.

Risk-Adjusted Performance

BLES vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Global Hope ETF (BLES) and Schwab US Dividend Equity ETF (SCHD). 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 BLES, currently valued at 1.54, compared to the broader market0.002.004.001.542.49
The chart of Sortino ratio for BLES, currently valued at 2.10, compared to the broader market-2.000.002.004.006.008.0010.0012.002.103.58
The chart of Omega ratio for BLES, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.281.44
The chart of Calmar ratio for BLES, currently valued at 2.13, compared to the broader market0.005.0010.0015.0020.002.133.79
The chart of Martin ratio for BLES, currently valued at 9.22, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.2213.58
BLES
SCHD

The current BLES Sharpe Ratio is 1.54, which is lower than the SCHD Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of BLES and SCHD, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.54
2.49
BLES
SCHD

Dividends

BLES vs. SCHD - Dividend Comparison

BLES's dividend yield for the trailing twelve months is around 1.92%, less than SCHD's 3.33% yield.


TTM20232022202120202019201820172016201520142013
BLES
Inspire Global Hope ETF
1.92%1.81%1.64%9.28%1.61%2.15%2.39%1.99%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.33%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

BLES vs. SCHD - Drawdown Comparison

The maximum BLES drawdown since its inception was -40.35%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for BLES and SCHD. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.76%
0
BLES
SCHD

Volatility

BLES vs. SCHD - Volatility Comparison

The current volatility for Inspire Global Hope ETF (BLES) is 3.23%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.67%. This indicates that BLES experiences smaller price fluctuations and is considered to be less risky than SCHD 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%JuneJulyAugustSeptemberOctoberNovember
3.23%
3.67%
BLES
SCHD