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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.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
4.98%
13.98%
BLES
VTI

Returns By Period

In the year-to-date period, BLES achieves a 11.10% return, which is significantly lower than VTI's 26.27% return.


BLES

YTD

11.10%

1M

1.30%

6M

4.98%

1Y

20.29%

5Y (annualized)

9.69%

10Y (annualized)

N/A

VTI

YTD

26.27%

1M

4.02%

6M

13.98%

1Y

33.61%

5Y (annualized)

15.21%

10Y (annualized)

12.73%

Key characteristics


BLESVTI
Sharpe Ratio1.542.69
Sortino Ratio2.103.58
Omega Ratio1.281.49
Calmar Ratio2.133.92
Martin Ratio9.2217.17
Ulcer Index2.20%1.96%
Daily Std Dev13.17%12.51%
Max Drawdown-40.35%-55.45%
Current Drawdown-1.76%-0.35%

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BLES vs. VTI - Expense Ratio Comparison

BLES has a 0.52% expense ratio, which is higher than VTI's 0.03% 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 VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.8

The correlation between BLES and VTI is 0.84, 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. 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.


Sharpe ratio
The chart of Sharpe ratio for BLES, currently valued at 1.54, compared to the broader market0.002.004.001.542.69
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 market0.501.001.502.002.503.001.281.49
The chart of Calmar ratio for BLES, currently valued at 2.13, compared to the broader market0.005.0010.0015.0020.002.133.92
The chart of Martin ratio for BLES, currently valued at 9.22, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.2217.17
BLES
VTI

The current BLES Sharpe Ratio is 1.54, which is lower than the VTI Sharpe Ratio of 2.69. 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.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.54
2.69
BLES
VTI

Dividends

BLES vs. VTI - Dividend Comparison

BLES's dividend yield for the trailing twelve months is around 1.92%, more than VTI's 1.26% 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%
VTI
Vanguard Total Stock Market ETF
1.26%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

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. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.76%
-0.35%
BLES
VTI

Volatility

BLES vs. VTI - Volatility Comparison

The current volatility for Inspire Global Hope ETF (BLES) is 3.23%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.20%. This indicates that BLES experiences smaller price fluctuations and is considered to be less risky than VTI 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%
4.20%
BLES
VTI