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

Performance

BLES vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Global Hope ETF (BLES) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BLES:

0.77

VTI:

0.67

Sortino Ratio

BLES:

1.18

VTI:

1.12

Omega Ratio

BLES:

1.16

VTI:

1.16

Calmar Ratio

BLES:

0.88

VTI:

0.74

Martin Ratio

BLES:

3.82

VTI:

2.75

Ulcer Index

BLES:

3.57%

VTI:

5.21%

Daily Std Dev

BLES:

17.68%

VTI:

20.52%

Max Drawdown

BLES:

-40.35%

VTI:

-55.45%

Current Drawdown

BLES:

-0.65%

VTI:

-0.80%

Returns By Period

In the year-to-date period, BLES achieves a 12.60% return, which is significantly higher than VTI's 6.13% return.


BLES

YTD
12.60%
1M
3.52%
6M
11.27%
1Y
13.56%
3Y*
12.48%
5Y*
13.05%
10Y*
N/A

VTI

YTD
6.13%
1M
3.86%
6M
5.55%
1Y
13.59%
3Y*
17.97%
5Y*
15.60%
10Y*
12.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Inspire Global Hope ETF

Vanguard Total Stock Market ETF

BLES vs. VTI - Expense Ratio Comparison

BLES has a 0.52% expense ratio, which is higher than VTI's 0.03% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BLES vs. VTI — Risk-Adjusted Performance Rank

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

BLES
The Risk-Adjusted Performance Rank of BLES is 6565
Overall Rank
The Sharpe Ratio Rank of BLES is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of BLES is 5959
Sortino Ratio Rank
The Omega Ratio Rank of BLES is 6060
Omega Ratio Rank
The Calmar Ratio Rank of BLES is 7070
Calmar Ratio Rank
The Martin Ratio Rank of BLES is 7373
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5858
Overall Rank
The Sharpe Ratio Rank of VTI is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5656
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 5959
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BLES vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Global Hope ETF (BLES) and Vanguard Total Stock Market ETF (VTI). 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.


The current BLES Sharpe Ratio is 0.77, which is comparable to the VTI Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of BLES and VTI, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Correlation

The correlation between BLES and VTI is 0.83, 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. VTI - Dividend Comparison

BLES's dividend yield for the trailing twelve months is around 1.75%, more than VTI's 1.21% yield.


TTM20242023202220212020201920182017201620152014
BLES
Inspire Global Hope ETF
1.75%1.90%1.81%1.64%9.28%1.61%2.15%2.39%1.99%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.21%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

BLES vs. VTI - Drawdown Comparison

The maximum BLES drawdown since its inception was -40.35%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BLES and VTI.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BLES vs. VTI - Volatility Comparison

Inspire Global Hope ETF (BLES) and Vanguard Total Stock Market ETF (VTI) have volatilities of 3.04% and 3.04%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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