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

Correlation

The correlation between FDLS and SOVF is 0.87, 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.


-0.50.00.51.00.9

Performance

FDLS vs. SOVF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Fidelis Multi Factor ETF (FDLS) and Sovereign's Capital Flourish Fund (SOVF). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
0.41%
9.04%
FDLS
SOVF

Key characteristics

Sharpe Ratio

FDLS:

0.07

SOVF:

0.70

Sortino Ratio

FDLS:

0.21

SOVF:

1.09

Omega Ratio

FDLS:

1.03

SOVF:

1.13

Calmar Ratio

FDLS:

0.09

SOVF:

1.41

Martin Ratio

FDLS:

0.37

SOVF:

3.44

Ulcer Index

FDLS:

3.28%

SOVF:

3.17%

Daily Std Dev

FDLS:

17.64%

SOVF:

15.55%

Max Drawdown

FDLS:

-15.20%

SOVF:

-7.76%

Current Drawdown

FDLS:

-14.10%

SOVF:

-7.58%

Returns By Period

In the year-to-date period, FDLS achieves a 0.98% return, which is significantly lower than SOVF's 9.16% return.


FDLS

YTD

0.98%

1M

-10.66%

6M

0.40%

1Y

2.77%

5Y*

N/A

10Y*

N/A

SOVF

YTD

9.16%

1M

-0.90%

6M

9.59%

1Y

9.47%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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FDLS vs. SOVF - Expense Ratio Comparison

FDLS has a 0.76% expense ratio, which is higher than SOVF's 0.75% expense ratio.


FDLS
Inspire Fidelis Multi Factor ETF
Expense ratio chart for FDLS: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
Expense ratio chart for SOVF: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

FDLS vs. SOVF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Fidelis Multi Factor ETF (FDLS) and Sovereign's Capital Flourish Fund (SOVF). 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.


Sharpe ratio
The chart of Sharpe ratio for FDLS, currently valued at 0.07, compared to the broader market0.002.004.000.070.61
The chart of Sortino ratio for FDLS, currently valued at 0.21, compared to the broader market-2.000.002.004.006.008.0010.000.210.97
The chart of Omega ratio for FDLS, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.12
The chart of Calmar ratio for FDLS, currently valued at 0.09, compared to the broader market0.005.0010.0015.000.091.22
The chart of Martin ratio for FDLS, currently valued at 0.37, compared to the broader market0.0020.0040.0060.0080.00100.000.372.96
FDLS
SOVF

The current FDLS Sharpe Ratio is 0.07, which is lower than the SOVF Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FDLS and SOVF, 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 Ratio0.000.501.001.502.00Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15
0.07
0.61
FDLS
SOVF

Dividends

FDLS vs. SOVF - Dividend Comparison

FDLS's dividend yield for the trailing twelve months is around 0.78%, more than SOVF's 0.16% yield.


TTM20232022
FDLS
Inspire Fidelis Multi Factor ETF
0.78%0.97%0.31%
SOVF
Sovereign's Capital Flourish Fund
0.16%0.18%0.00%

Drawdowns

FDLS vs. SOVF - Drawdown Comparison

The maximum FDLS drawdown since its inception was -15.20%, which is greater than SOVF's maximum drawdown of -7.76%. Use the drawdown chart below to compare losses from any high point for FDLS and SOVF. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.10%
-7.58%
FDLS
SOVF

Volatility

FDLS vs. SOVF - Volatility Comparison

Inspire Fidelis Multi Factor ETF (FDLS) has a higher volatility of 7.67% compared to Sovereign's Capital Flourish Fund (SOVF) at 5.62%. This indicates that FDLS's price experiences larger fluctuations and is considered to be riskier than SOVF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.67%
5.62%
FDLS
SOVF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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