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FDLS vs. RISN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FDLS and RISN is 0.70, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

FDLS vs. RISN - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
18.94%
12.29%
FDLS
RISN

Key characteristics

Sharpe Ratio

FDLS:

0.05

RISN:

-0.05

Sortino Ratio

FDLS:

0.22

RISN:

0.04

Omega Ratio

FDLS:

1.03

RISN:

1.00

Calmar Ratio

FDLS:

0.05

RISN:

-0.04

Martin Ratio

FDLS:

0.16

RISN:

-0.14

Ulcer Index

FDLS:

6.71%

RISN:

4.90%

Daily Std Dev

FDLS:

22.63%

RISN:

14.63%

Max Drawdown

FDLS:

-23.32%

RISN:

-21.88%

Current Drawdown

FDLS:

-14.74%

RISN:

-10.50%

Returns By Period

In the year-to-date period, FDLS achieves a -6.69% return, which is significantly lower than RISN's -4.22% return.


FDLS

YTD

-6.69%

1M

-4.88%

6M

-5.95%

1Y

0.63%

5Y*

N/A

10Y*

N/A

RISN

YTD

-4.22%

1M

-2.85%

6M

-5.25%

1Y

-0.49%

5Y*

N/A

10Y*

N/A

*Annualized

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FDLS vs. RISN - Expense Ratio Comparison

FDLS has a 0.76% expense ratio, which is lower than RISN's 0.82% expense ratio.


Expense ratio chart for RISN: current value is 0.82%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RISN: 0.82%
Expense ratio chart for FDLS: current value is 0.76%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDLS: 0.76%

Risk-Adjusted Performance

FDLS vs. RISN — Risk-Adjusted Performance Rank

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

FDLS
The Risk-Adjusted Performance Rank of FDLS is 2424
Overall Rank
The Sharpe Ratio Rank of FDLS is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of FDLS is 2525
Sortino Ratio Rank
The Omega Ratio Rank of FDLS is 2424
Omega Ratio Rank
The Calmar Ratio Rank of FDLS is 2424
Calmar Ratio Rank
The Martin Ratio Rank of FDLS is 2424
Martin Ratio Rank

RISN
The Risk-Adjusted Performance Rank of RISN is 1717
Overall Rank
The Sharpe Ratio Rank of RISN is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of RISN is 1616
Sortino Ratio Rank
The Omega Ratio Rank of RISN is 1616
Omega Ratio Rank
The Calmar Ratio Rank of RISN is 1717
Calmar Ratio Rank
The Martin Ratio Rank of RISN is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FDLS vs. RISN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Fidelis Multi Factor ETF (FDLS) and Inspire Tactical Balanced ESG ETF (RISN). 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.


The chart of Sharpe ratio for FDLS, currently valued at 0.05, compared to the broader market-1.000.001.002.003.004.00
FDLS: 0.05
RISN: -0.05
The chart of Sortino ratio for FDLS, currently valued at 0.22, compared to the broader market-2.000.002.004.006.008.00
FDLS: 0.22
RISN: 0.04
The chart of Omega ratio for FDLS, currently valued at 1.03, compared to the broader market0.501.001.502.00
FDLS: 1.03
RISN: 1.00
The chart of Calmar ratio for FDLS, currently valued at 0.04, compared to the broader market0.002.004.006.008.0010.0012.00
FDLS: 0.05
RISN: -0.04
The chart of Martin ratio for FDLS, currently valued at 0.16, compared to the broader market0.0020.0040.0060.00
FDLS: 0.16
RISN: -0.14

The current FDLS Sharpe Ratio is 0.05, which is higher than the RISN Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of FDLS and RISN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.05
-0.05
FDLS
RISN

Dividends

FDLS vs. RISN - Dividend Comparison

FDLS's dividend yield for the trailing twelve months is around 7.71%, more than RISN's 1.31% yield.


TTM20242023202220212020
FDLS
Inspire Fidelis Multi Factor ETF
7.71%7.26%0.97%0.31%0.00%0.00%
RISN
Inspire Tactical Balanced ESG ETF
1.31%1.39%2.05%1.27%9.62%4.71%

Drawdowns

FDLS vs. RISN - Drawdown Comparison

The maximum FDLS drawdown since its inception was -23.32%, which is greater than RISN's maximum drawdown of -21.88%. Use the drawdown chart below to compare losses from any high point for FDLS and RISN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.74%
-10.50%
FDLS
RISN

Volatility

FDLS vs. RISN - Volatility Comparison

Inspire Fidelis Multi Factor ETF (FDLS) has a higher volatility of 14.41% compared to Inspire Tactical Balanced ESG ETF (RISN) at 9.57%. This indicates that FDLS's price experiences larger fluctuations and is considered to be riskier than RISN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.41%
9.57%
FDLS
RISN