PortfoliosLab logoPortfoliosLab logo
BLES vs. VXUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BLES vs. VXUS - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, BLES achieves a 11.95% return, which is significantly lower than VXUS's 14.25% return.


BLES

1D
-0.55%
1M
3.04%
YTD
11.95%
6M
12.47%
1Y
23.80%
3Y*
16.04%
5Y*
7.38%
10Y*

VXUS

1D
-0.99%
1M
4.68%
YTD
14.25%
6M
16.92%
1Y
32.01%
3Y*
19.30%
5Y*
8.46%
10Y*
9.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BLES vs. VXUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BLES
Inspire Global Hope ETF
11.95%19.25%5.59%16.47%-16.21%24.36%12.22%28.39%-13.43%15.23%
VXUS
Vanguard Total International Stock ETF
14.25%32.35%5.08%15.86%-16.08%8.98%10.66%21.75%-14.43%20.84%

Correlation

The correlation between BLES and VXUS is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2017

0.87

The correlation between BLES and VXUS has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.

BLES vs. VXUS - Sectors Allocation Comparison


Sectors
BLES
VXUS

Industrials

16.3%
16.1%

Technology

15.6%
18.1%

Financial Services

10.3%
22.3%

Basic Materials

7.8%
7.6%

Real Estate

6.9%
2.6%

Healthcare

5.8%
7.1%

Energy

5.8%
5.2%

Utilities

5.5%
3.2%

Consumer Cyclical

4.5%
8.4%

Consumer Defensive

3.3%
5.0%

Communication Services

1.0%
4.4%

Industrials

BLES
16.3%
VXUS
16.1%

Technology

BLES
15.6%
VXUS
18.1%

Financial Services

BLES
10.3%
VXUS
22.3%

Basic Materials

BLES
7.8%
VXUS
7.6%

Real Estate

BLES
6.9%
VXUS
2.6%

Healthcare

BLES
5.8%
VXUS
7.1%

Energy

BLES
5.8%
VXUS
5.2%

Utilities

BLES
5.5%
VXUS
3.2%

Consumer Cyclical

BLES
4.5%
VXUS
8.4%

Consumer Defensive

BLES
3.3%
VXUS
5.0%

Communication Services

BLES
1.0%
VXUS
4.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BLES vs. VXUS — Risk / Return Rank

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

BLES
BLES Risk / Return Rank: 5757
Overall Rank
BLES Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
BLES Sortino Ratio Rank: 5656
Sortino Ratio Rank
BLES Omega Ratio Rank: 5454
Omega Ratio Rank
BLES Calmar Ratio Rank: 5858
Calmar Ratio Rank
BLES Martin Ratio Rank: 6161
Martin Ratio Rank

VXUS
VXUS Risk / Return Rank: 6060
Overall Rank
VXUS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6060
Sortino Ratio Rank
VXUS Omega Ratio Rank: 6262
Omega Ratio Rank
VXUS Calmar Ratio Rank: 5656
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6161
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. VXUS - Risk-Adjusted Trends Comparison

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


BLESVXUSDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.34

1.39

-0.05

Calmar ratioReturn relative to maximum drawdown

2.88

2.85

+0.03

Martin ratioReturn relative to average drawdown

10.93

11.14

-0.21

BLES vs. VXUS - Sharpe Ratio Comparison

The current BLES Sharpe Ratio is 1.92, which is comparable to the VXUS Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of BLES and VXUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


BLESVXUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

2.12

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.53

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.39

+0.15

Drawdowns

BLES vs. VXUS - Drawdown Comparison

The maximum BLES drawdown since its inception was -40.35%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for BLES and VXUS.


Loading charts...

Drawdown Indicators


BLESVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-40.35%

-35.97%

-4.38%

Max Drawdown (1Y)

Largest decline over 1 year

-8.29%

-11.27%

+2.98%

Max Drawdown (3Y)

Largest decline over 3 years

-15.46%

-13.58%

-1.88%

Max Drawdown (5Y)

Largest decline over 5 years

-26.61%

-29.44%

+2.83%

Max Drawdown (10Y)

Largest decline over 10 years

-35.97%

Current Drawdown

Current decline from peak

-0.55%

-0.99%

+0.44%

Average Drawdown

Average peak-to-trough decline

-6.05%

-8.22%

+2.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.88%

-0.70%

Volatility

BLES vs. VXUS - Volatility Comparison

The current volatility for Inspire Global Hope ETF (BLES) is 3.61%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 5.60%. This indicates that BLES experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BLESVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

5.60%

-1.99%

Volatility (6M)

Calculated over the trailing 6-month period

9.60%

13.00%

-3.40%

Volatility (1Y)

Calculated over the trailing 1-year period

12.43%

15.21%

-2.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.46%

16.05%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.94%

17.16%

+1.78%

BLES vs. VXUS - Expense Ratio Comparison

BLES has a 0.58% expense ratio, which is higher than VXUS's 0.05% expense ratio.


Dividends

BLES vs. VXUS - Dividend Comparison

BLES's dividend yield for the trailing twelve months is around 1.77%, less than VXUS's 2.66% yield.


PositionTTM20252024202320222021202020192018201720162015
BLES
Inspire Global Hope ETF
1.77%1.97%1.90%1.80%1.64%9.28%1.61%2.16%1.73%2.01%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
2.66%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions


BLES and VXUS have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VXUS has higher volatility (5.60%) compared to BLES (3.61%). In terms of maximum drawdown, BLES dropped -40.35% vs VXUS's -35.97%.

On 5-year performance, VXUS leads with 8.46% vs 7.38% for BLES. On fees, VXUS is cheaper at 0.05% per year. On volatility, BLES has been the lower-risk option at 3.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VXUS has performed better with a 8.46% return vs 7.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VXUS is cheaper with a 0.05% expense ratio, compared with 0.58% for BLES.

VXUS has the higher dividend yield at 2.66%, compared with 1.77% for BLES.

BLES tracks Inspire Global Hope Large Cap Equal Weight Index, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: Inspire and Vanguard. Their fees differ too: 0.58% for BLES and 0.05% for VXUS.

VXUS currently has the higher Sharpe Ratio (2.12 vs 1.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BLES and VXUS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer