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FDLS vs. BLES
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDLS vs. BLES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Fidelis Multi Factor ETF (FDLS) and Inspire Global Hope ETF (BLES). The values are adjusted to include any dividend payments, if applicable.

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FDLS vs. BLES - Yearly Performance Comparison


2026 (YTD)2025202420232022
FDLS
Inspire Fidelis Multi Factor ETF
3.62%22.47%7.41%20.70%-1.68%
BLES
Inspire Global Hope ETF
2.87%19.25%5.59%16.47%-1.68%

Returns By Period

In the year-to-date period, FDLS achieves a 3.62% return, which is significantly higher than BLES's 2.87% return.


FDLS

1D
2.61%
1M
-5.60%
YTD
3.62%
6M
6.33%
1Y
32.55%
3Y*
17.02%
5Y*
10Y*

BLES

1D
2.53%
1M
-5.71%
YTD
2.87%
6M
5.21%
1Y
20.00%
3Y*
12.75%
5Y*
7.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDLS vs. BLES - Expense Ratio Comparison

FDLS has a 0.76% expense ratio, which is higher than BLES's 0.58% expense ratio.


Return for Risk

FDLS vs. BLES — Risk / Return Rank

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

FDLS
FDLS Risk / Return Rank: 8282
Overall Rank
FDLS Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
FDLS Sortino Ratio Rank: 8181
Sortino Ratio Rank
FDLS Omega Ratio Rank: 7979
Omega Ratio Rank
FDLS Calmar Ratio Rank: 8282
Calmar Ratio Rank
FDLS Martin Ratio Rank: 8686
Martin Ratio Rank

BLES
BLES Risk / Return Rank: 7070
Overall Rank
BLES Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BLES Sortino Ratio Rank: 7171
Sortino Ratio Rank
BLES Omega Ratio Rank: 7070
Omega Ratio Rank
BLES Calmar Ratio Rank: 6666
Calmar Ratio Rank
BLES Martin Ratio Rank: 7575
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.

FDLS vs. BLES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Fidelis Multi Factor ETF (FDLS) and Inspire Global Hope ETF (BLES). 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.


FDLSBLESDifference

Sharpe ratio

Return per unit of total volatility

1.51

1.21

+0.30

Sortino ratio

Return per unit of downside risk

2.10

1.77

+0.34

Omega ratio

Gain probability vs. loss probability

1.30

1.25

+0.05

Calmar ratio

Return relative to maximum drawdown

2.32

1.62

+0.70

Martin ratio

Return relative to average drawdown

10.20

7.76

+2.44

FDLS vs. BLES - Sharpe Ratio Comparison

The current FDLS Sharpe Ratio is 1.51, which is comparable to the BLES Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of FDLS and BLES, 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


FDLSBLESDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.21

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.49

+0.25

Correlation

The correlation between FDLS and BLES 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.


Dividends

FDLS vs. BLES - Dividend Comparison

FDLS's dividend yield for the trailing twelve months is around 0.95%, less than BLES's 1.93% yield.


TTM202520242023202220212020201920182017
FDLS
Inspire Fidelis Multi Factor ETF
0.95%0.86%7.26%0.97%0.31%0.00%0.00%0.00%0.00%0.00%
BLES
Inspire Global Hope ETF
1.93%1.97%1.90%1.80%1.64%9.28%1.61%2.16%1.73%2.01%

Drawdowns

FDLS vs. BLES - Drawdown Comparison

The maximum FDLS drawdown since its inception was -23.32%, smaller than the maximum BLES drawdown of -40.35%. Use the drawdown chart below to compare losses from any high point for FDLS and BLES.


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Drawdown Indicators


FDLSBLESDifference

Max Drawdown

Largest peak-to-trough decline

-23.32%

-40.35%

+17.03%

Max Drawdown (1Y)

Largest decline over 1 year

-14.05%

-12.26%

-1.79%

Max Drawdown (5Y)

Largest decline over 5 years

-26.61%

Current Drawdown

Current decline from peak

-6.22%

-5.84%

-0.38%

Average Drawdown

Average peak-to-trough decline

-4.00%

-6.14%

+2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

2.57%

+0.63%

Volatility

FDLS vs. BLES - Volatility Comparison

Inspire Fidelis Multi Factor ETF (FDLS) has a higher volatility of 7.42% compared to Inspire Global Hope ETF (BLES) at 5.73%. This indicates that FDLS's price experiences larger fluctuations and is considered to be riskier than BLES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDLSBLESDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.42%

5.73%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

13.67%

9.31%

+4.36%

Volatility (1Y)

Calculated over the trailing 1-year period

21.60%

16.59%

+5.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.24%

16.42%

+2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.24%

19.03%

+0.21%