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BLES vs. VMOT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BLES vs. VMOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Global Hope ETF (BLES) and Alpha Architect Value Momentum Trend ETF (VMOT). The values are adjusted to include any dividend payments, if applicable.

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BLES vs. VMOT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BLES
Inspire Global Hope ETF
3.62%19.25%5.59%16.47%-16.21%24.36%12.22%28.39%-13.43%9.80%
VMOT
Alpha Architect Value Momentum Trend ETF
8.20%18.54%12.07%-0.74%-7.00%3.52%4.69%4.59%-15.64%14.62%

Returns By Period

In the year-to-date period, BLES achieves a 3.62% return, which is significantly lower than VMOT's 8.20% return.


BLES

1D
0.73%
1M
-4.34%
YTD
3.62%
6M
5.44%
1Y
20.33%
3Y*
13.02%
5Y*
7.52%
10Y*

VMOT

1D
1.90%
1M
-5.09%
YTD
8.20%
6M
13.04%
1Y
32.67%
3Y*
14.52%
5Y*
5.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BLES vs. VMOT - Expense Ratio Comparison

BLES has a 0.58% expense ratio, which is lower than VMOT's 1.75% expense ratio.


Return for Risk

BLES vs. VMOT — Risk / Return Rank

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

BLES
BLES Risk / Return Rank: 6767
Overall Rank
BLES Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
BLES Sortino Ratio Rank: 6868
Sortino Ratio Rank
BLES Omega Ratio Rank: 6767
Omega Ratio Rank
BLES Calmar Ratio Rank: 6363
Calmar Ratio Rank
BLES Martin Ratio Rank: 7272
Martin Ratio Rank

VMOT
VMOT Risk / Return Rank: 8585
Overall Rank
VMOT Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VMOT Sortino Ratio Rank: 8585
Sortino Ratio Rank
VMOT Omega Ratio Rank: 8787
Omega Ratio Rank
VMOT Calmar Ratio Rank: 8282
Calmar Ratio Rank
VMOT Martin Ratio Rank: 8686
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. VMOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Global Hope ETF (BLES) and Alpha Architect Value Momentum Trend ETF (VMOT). 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.


BLESVMOTDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.74

-0.51

Sortino ratio

Return per unit of downside risk

1.79

2.36

-0.56

Omega ratio

Gain probability vs. loss probability

1.26

1.36

-0.11

Calmar ratio

Return relative to maximum drawdown

1.70

2.51

-0.81

Martin ratio

Return relative to average drawdown

8.07

10.98

-2.91

BLES vs. VMOT - Sharpe Ratio Comparison

The current BLES Sharpe Ratio is 1.23, which is comparable to the VMOT Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of BLES and VMOT, 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


BLESVMOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.74

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.35

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.29

+0.21

Correlation

The correlation between BLES and VMOT is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BLES vs. VMOT - Dividend Comparison

BLES's dividend yield for the trailing twelve months is around 1.91%, which matches VMOT's 1.90% yield.


TTM202520242023202220212020201920182017
BLES
Inspire Global Hope ETF
1.91%1.97%1.90%1.80%1.64%9.28%1.61%2.16%1.73%2.01%
VMOT
Alpha Architect Value Momentum Trend ETF
1.90%2.05%2.54%4.13%2.24%0.82%0.00%1.76%0.93%0.81%

Drawdowns

BLES vs. VMOT - Drawdown Comparison

The maximum BLES drawdown since its inception was -40.35%, which is greater than VMOT's maximum drawdown of -34.71%. Use the drawdown chart below to compare losses from any high point for BLES and VMOT.


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Drawdown Indicators


BLESVMOTDifference

Max Drawdown

Largest peak-to-trough decline

-40.35%

-34.71%

-5.64%

Max Drawdown (1Y)

Largest decline over 1 year

-12.26%

-13.08%

+0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-26.61%

-23.73%

-2.88%

Current Drawdown

Current decline from peak

-5.16%

-5.82%

+0.66%

Average Drawdown

Average peak-to-trough decline

-6.14%

-13.55%

+7.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.99%

-0.40%

Volatility

BLES vs. VMOT - Volatility Comparison

The current volatility for Inspire Global Hope ETF (BLES) is 5.39%, while Alpha Architect Value Momentum Trend ETF (VMOT) has a volatility of 7.71%. This indicates that BLES experiences smaller price fluctuations and is considered to be less risky than VMOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLESVMOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

7.71%

-2.32%

Volatility (6M)

Calculated over the trailing 6-month period

9.33%

11.88%

-2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

16.60%

18.91%

-2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.41%

15.66%

+0.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.03%

14.83%

+4.20%