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FDLS vs. INDS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FDLS vs. INDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Fidelis Multi Factor ETF (FDLS) and Pacer Benchmark Industrial Real Estate SCTR ETF (INDS). The values are adjusted to include any dividend payments, if applicable.

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FDLS vs. INDS - Yearly Performance Comparison


2026 (YTD)2025202420232022
FDLS
Inspire Fidelis Multi Factor ETF
3.62%22.47%7.41%20.70%-1.68%
INDS
Pacer Benchmark Industrial Real Estate SCTR ETF
0.24%7.78%-12.69%17.72%-14.26%

Returns By Period

In the year-to-date period, FDLS achieves a 3.62% return, which is significantly higher than INDS's 0.24% return.


FDLS

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

INDS

1D
1.98%
1M
-10.49%
YTD
0.24%
6M
1.21%
1Y
3.16%
3Y*
0.22%
5Y*
1.34%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDLS vs. INDS - Expense Ratio Comparison

FDLS has a 0.76% expense ratio, which is higher than INDS's 0.60% expense ratio.


Return for Risk

FDLS vs. INDS — 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

INDS
INDS Risk / Return Rank: 1818
Overall Rank
INDS Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
INDS Sortino Ratio Rank: 1616
Sortino Ratio Rank
INDS Omega Ratio Rank: 1616
Omega Ratio Rank
INDS Calmar Ratio Rank: 1919
Calmar Ratio Rank
INDS Martin Ratio Rank: 2020
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. INDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Fidelis Multi Factor ETF (FDLS) and Pacer Benchmark Industrial Real Estate SCTR ETF (INDS). 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.


FDLSINDSDifference

Sharpe ratio

Return per unit of total volatility

1.51

0.17

+1.34

Sortino ratio

Return per unit of downside risk

2.10

0.36

+1.74

Omega ratio

Gain probability vs. loss probability

1.30

1.05

+0.25

Calmar ratio

Return relative to maximum drawdown

2.32

0.29

+2.03

Martin ratio

Return relative to average drawdown

10.20

1.03

+9.17

FDLS vs. INDS - Sharpe Ratio Comparison

The current FDLS Sharpe Ratio is 1.51, which is higher than the INDS Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of FDLS and INDS, 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


FDLSINDSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

0.17

+1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.35

+0.40

Correlation

The correlation between FDLS and INDS is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FDLS vs. INDS - Dividend Comparison

FDLS's dividend yield for the trailing twelve months is around 0.95%, less than INDS's 3.77% yield.


TTM20252024202320222021202020192018
FDLS
Inspire Fidelis Multi Factor ETF
0.95%0.86%7.26%0.97%0.31%0.00%0.00%0.00%0.00%
INDS
Pacer Benchmark Industrial Real Estate SCTR ETF
3.77%3.70%3.75%3.11%2.63%1.24%1.68%2.26%1.81%

Drawdowns

FDLS vs. INDS - Drawdown Comparison

The maximum FDLS drawdown since its inception was -23.32%, smaller than the maximum INDS drawdown of -40.17%. Use the drawdown chart below to compare losses from any high point for FDLS and INDS.


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Drawdown Indicators


FDLSINDSDifference

Max Drawdown

Largest peak-to-trough decline

-23.32%

-40.17%

+16.85%

Max Drawdown (1Y)

Largest decline over 1 year

-14.05%

-14.55%

+0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-40.17%

Current Drawdown

Current decline from peak

-6.22%

-25.24%

+19.02%

Average Drawdown

Average peak-to-trough decline

-4.00%

-15.48%

+11.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

4.19%

-0.99%

Volatility

FDLS vs. INDS - Volatility Comparison

Inspire Fidelis Multi Factor ETF (FDLS) has a higher volatility of 7.42% compared to Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) at 5.67%. This indicates that FDLS's price experiences larger fluctuations and is considered to be riskier than INDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDLSINDSDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.42%

5.67%

+1.75%

Volatility (6M)

Calculated over the trailing 6-month period

13.67%

10.98%

+2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

21.60%

18.71%

+2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.24%

20.03%

-0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.24%

23.19%

-3.95%