FDLS vs. IBD
FDLS (Inspire Fidelis Multi Factor ETF) and IBD (Inspire Corporate Bond Impact ETF) are both exchange-traded funds - FDLS is a Mid Cap Blend Equities fund tracking the WI Fidelis Multi-Cap, Multi-Factor Index - Benchmark TR Gross, while IBD is a Corporate Bonds fund tracking the Inspire Corporate Bond Impact Equal Weight Index. Both are passively managed. Over the past 3 years, FDLS returned 19.65%/yr vs 5.01%/yr for IBD. At a 0.18 correlation, their price movements are largely independent. FDLS charges 0.76%/yr vs 0.49%/yr for IBD.
Performance
FDLS vs. IBD - Performance Comparison
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Returns By Period
In the year-to-date period, FDLS achieves a 13.12% return, which is significantly higher than IBD's -0.18% return.
FDLS
- 1D
- -1.15%
- 1M
- -0.93%
- YTD
- 13.12%
- 6M
- 13.26%
- 1Y
- 33.04%
- 3Y*
- 19.65%
- 5Y*
- —
- 10Y*
- —
IBD
- 1D
- -0.19%
- 1M
- -0.01%
- YTD
- -0.18%
- 6M
- 0.16%
- 1Y
- 4.61%
- 3Y*
- 5.01%
- 5Y*
- 1.30%
- 10Y*
- —
FDLS vs. IBD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FDLS Inspire Fidelis Multi Factor ETF | 13.12% | 22.47% | 7.41% | 20.70% | -1.68% |
IBD Inspire Corporate Bond Impact ETF | -0.18% | 7.70% | 3.58% | 6.00% | -1.31% |
Correlation
The correlation between FDLS and IBD is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2022 | 0.18 |
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Return for Risk
FDLS vs. IBD — Risk / Return Rank
FDLS
IBD
FDLS vs. IBD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Inspire Fidelis Multi Factor ETF (FDLS) and Inspire Corporate Bond Impact ETF (IBD). 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.
| FDLS | IBD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.19 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.48 | 2.15 | +1.32 |
| Martin ratioReturn relative to average drawdown | 13.96 | 6.66 | +7.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FDLS | IBD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.99 | 1.10 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.23 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.31 | +0.55 |
Drawdowns
FDLS vs. IBD - Drawdown Comparison
The maximum FDLS drawdown since its inception was -23.32%, which is greater than IBD's maximum drawdown of -16.30%. Use the drawdown chart below to compare losses from any high point for FDLS and IBD.
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Drawdown Indicators
| FDLS | IBD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.32% | -16.30% | -7.02% |
Max Drawdown (1Y)Largest decline over 1 year | -9.55% | -2.15% | -7.40% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -4.01% | -19.31% |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.76% | — |
Current DrawdownCurrent decline from peak | -2.66% | -1.04% | -1.62% |
Average DrawdownAverage peak-to-trough decline | -3.88% | -3.36% | -0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 0.69% | +1.68% |
Volatility
FDLS vs. IBD - Volatility Comparison
Inspire Fidelis Multi Factor ETF (FDLS) has a higher volatility of 4.36% compared to Inspire Corporate Bond Impact ETF (IBD) at 1.03%. This indicates that FDLS's price experiences larger fluctuations and is considered to be riskier than IBD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDLS | IBD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.36% | 1.03% | +3.33% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 2.83% | +9.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.71% | 4.21% | +12.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.07% | 5.60% | +13.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.07% | 6.70% | +12.37% |
FDLS vs. IBD - Expense Ratio Comparison
FDLS has a 0.76% expense ratio, which is higher than IBD's 0.49% expense ratio.
Dividends
FDLS vs. IBD - Dividend Comparison
FDLS's dividend yield for the trailing twelve months is around 0.87%, less than IBD's 4.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FDLS Inspire Fidelis Multi Factor ETF | 0.87% | 0.86% | 7.26% | 0.97% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IBD Inspire Corporate Bond Impact ETF | 4.25% | 4.17% | 4.18% | 3.39% | 1.75% | 1.36% | 1.63% | 2.47% | 2.06% | 0.82% |
Frequently Asked Questions
FDLS and IBD have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDLS has higher volatility (4.36%) compared to IBD (1.03%). In terms of maximum drawdown, FDLS dropped -23.32% vs IBD's -16.30%.
On 3-year performance, FDLS leads with 19.65% vs 5.01% for IBD. On fees, IBD is cheaper at 0.49% per year. On volatility, IBD has been the lower-risk option at 1.03%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, FDLS has performed better with a 19.65% return vs 5.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBD is cheaper with a 0.49% expense ratio, compared with 0.76% for FDLS.
IBD has the higher dividend yield at 4.25%, compared with 0.87% for FDLS.
FDLS is categorized as Mid Cap Blend Equities, while IBD is Corporate Bonds. FDLS tracks WI Fidelis Multi-Cap, Multi-Factor Index - Benchmark TR Gross, while IBD tracks Inspire Corporate Bond Impact Equal Weight Index. Their fees differ too: 0.76% for FDLS and 0.49% for IBD.
FDLS currently has the higher Sharpe Ratio (1.99 vs 1.10), 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.
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