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FDIF vs. BIBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDIF vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Disruptors ETF (FDIF) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

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FDIF vs. BIBL - Yearly Performance Comparison


2026 (YTD)202520242023
FDIF
Fidelity Disruptors ETF
-8.38%13.83%19.74%6.49%
BIBL
Inspire 100 ETF
4.92%17.27%12.49%9.57%

Returns By Period

In the year-to-date period, FDIF achieves a -8.38% return, which is significantly lower than BIBL's 4.92% return.


FDIF

1D
4.27%
1M
-6.49%
YTD
-8.38%
6M
-7.56%
1Y
11.20%
3Y*
5Y*
10Y*

BIBL

1D
3.22%
1M
-5.73%
YTD
4.92%
6M
6.80%
1Y
24.23%
3Y*
15.73%
5Y*
8.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDIF vs. BIBL - Expense Ratio Comparison

FDIF has a 0.50% expense ratio, which is higher than BIBL's 0.35% expense ratio.


Return for Risk

FDIF vs. BIBL — Risk / Return Rank

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

FDIF
FDIF Risk / Return Rank: 3030
Overall Rank
FDIF Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FDIF Sortino Ratio Rank: 3232
Sortino Ratio Rank
FDIF Omega Ratio Rank: 3030
Omega Ratio Rank
FDIF Calmar Ratio Rank: 3030
Calmar Ratio Rank
FDIF Martin Ratio Rank: 3131
Martin Ratio Rank

BIBL
BIBL Risk / Return Rank: 7272
Overall Rank
BIBL Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 7070
Sortino Ratio Rank
BIBL Omega Ratio Rank: 7070
Omega Ratio Rank
BIBL Calmar Ratio Rank: 7272
Calmar Ratio Rank
BIBL Martin Ratio Rank: 8080
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.

FDIF vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Disruptors ETF (FDIF) and Inspire 100 ETF (BIBL). 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.


FDIFBIBLDifference

Sharpe ratio

Return per unit of total volatility

0.52

1.20

-0.67

Sortino ratio

Return per unit of downside risk

0.89

1.72

-0.83

Omega ratio

Gain probability vs. loss probability

1.12

1.25

-0.13

Calmar ratio

Return relative to maximum drawdown

0.70

1.78

-1.09

Martin ratio

Return relative to average drawdown

2.56

8.47

-5.91

FDIF vs. BIBL - Sharpe Ratio Comparison

The current FDIF Sharpe Ratio is 0.52, which is lower than the BIBL Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of FDIF and BIBL, 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


FDIFBIBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

1.20

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.53

+0.05

Correlation

The correlation between FDIF and BIBL is 0.81, 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

FDIF vs. BIBL - Dividend Comparison

FDIF's dividend yield for the trailing twelve months is around 0.36%, less than BIBL's 1.12% yield.


TTM202520242023202220212020201920182017
FDIF
Fidelity Disruptors ETF
0.36%0.36%0.35%0.21%0.00%0.00%0.00%0.00%0.00%0.00%
BIBL
Inspire 100 ETF
1.12%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%

Drawdowns

FDIF vs. BIBL - Drawdown Comparison

The maximum FDIF drawdown since its inception was -22.63%, smaller than the maximum BIBL drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for FDIF and BIBL.


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Drawdown Indicators


FDIFBIBLDifference

Max Drawdown

Largest peak-to-trough decline

-22.63%

-36.12%

+13.49%

Max Drawdown (1Y)

Largest decline over 1 year

-14.80%

-13.93%

-0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-30.85%

Current Drawdown

Current decline from peak

-11.16%

-6.01%

-5.15%

Average Drawdown

Average peak-to-trough decline

-3.94%

-7.17%

+3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.03%

2.93%

+1.10%

Volatility

FDIF vs. BIBL - Volatility Comparison

Fidelity Disruptors ETF (FDIF) has a higher volatility of 7.92% compared to Inspire 100 ETF (BIBL) at 6.90%. This indicates that FDIF's price experiences larger fluctuations and is considered to be riskier than BIBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDIFBIBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.92%

6.90%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.45%

12.24%

+1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

21.56%

20.37%

+1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.66%

19.44%

-0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.66%

21.15%

-2.49%