FDLS vs. TPSC

Last updated Apr 2, 2026

Compare and contrast key facts about Inspire Fidelis Multi Factor ETF (FDLS) and Timothy Plan US Small Cap Core ETF (TPSC).

FDLS and TPSC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FDLS is a passively managed fund by Inspire that tracks the performance of the WI Fidelis Multi-Cap, Multi-Factor Index - Benchmark TR Gross. It was launched on Aug 23, 2022. TPSC is a passively managed fund by Timothy Plan that tracks the performance of the Victory U.S. Small Cap Volatility Weighted BRI. It was launched on Dec 2, 2019. Both FDLS and TPSC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

FDLS vs. TPSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Fidelis Multi Factor ETF (FDLS) and Timothy Plan US Small Cap Core ETF (TPSC). The values are adjusted to include any dividend payments, if applicable.

FDLS vs. TPSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FDLS Inspire Fidelis Multi Factor ETF	4.46%	22.47%	7.41%	20.70%	-1.68%
TPSC Timothy Plan US Small Cap Core ETF	3.29%	7.34%	11.50%	17.64%	-4.01%

Returns By Period

In the year-to-date period, FDLS achieves a 4.46% return, which is significantly higher than TPSC's 3.29% return.

FDLS

• 1D: 0.81%
• 1M: -5.46%
• YTD: 4.46%
• 6M: 7.41%
• 1Y: 32.51%
• 3Y*: 17.34%
• 5Y*: —
• 10Y*: —

TPSC

• 1D: 0.69%
• 1M: -4.68%
• YTD: 3.29%
• 6M: 3.43%
• 1Y: 16.27%
• 3Y*: 12.20%
• 5Y*: 6.56%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FDLS vs. TPSC - Expense Ratio Comparison

FDLS has a 0.76% expense ratio, which is higher than TPSC's 0.52% expense ratio.

FDLS

Inspire Fidelis Multi Factor ETF

TPSC

Timothy Plan US Small Cap Core ETF

Return for Risk

FDLS vs. TPSC — Risk / Return Rank

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

FDLS

FDLS Risk / Return Rank: 79
FDLS Sharpe Ratio Rank: 78
FDLS Sortino Ratio Rank: 78
FDLS Omega Ratio Rank: 76
FDLS Calmar Ratio Rank: 80
FDLS Martin Ratio Rank: 84

TPSC

TPSC Risk / Return Rank: 43
TPSC Sharpe Ratio Rank: 41
TPSC Sortino Ratio Rank: 43
TPSC Omega Ratio Rank: 40
TPSC Calmar Ratio Rank: 46
TPSC Martin Ratio Rank: 47

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. TPSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Fidelis Multi Factor ETF (FDLS) and Timothy Plan US Small Cap Core ETF (TPSC). 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	TPSC	Difference
Sharpe ratio Return per unit of total volatility	1.51	0.81	+0.70
Sortino ratio Return per unit of downside risk	2.10	1.28	+0.82
Omega ratio Gain probability vs. loss probability	1.30	1.17	+0.13
Calmar ratio Return relative to maximum drawdown	2.39	1.28	+1.11
Martin ratio Return relative to average drawdown	10.44	4.82	+5.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FDLS vs. TPSC - Sharpe Ratio Comparison

The current FDLS Sharpe Ratio is 1.51, which is higher than the TPSC Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of FDLS and TPSC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FDLS	TPSC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.51	0.81	+0.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.33	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	0.42	+0.34

Correlation

The correlation between FDLS and TPSC is 0.89, 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. TPSC - Dividend Comparison

FDLS's dividend yield for the trailing twelve months is around 0.94%, less than TPSC's 1.05% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
FDLS Inspire Fidelis Multi Factor ETF	0.94%	0.86%	7.26%	0.97%	0.31%	0.00%	0.00%	0.00%
TPSC Timothy Plan US Small Cap Core ETF	1.05%	1.07%	0.97%	1.06%	1.07%	1.12%	1.13%	0.07%

Drawdowns

FDLS vs. TPSC - Drawdown Comparison

The maximum FDLS drawdown since its inception was -23.32%, smaller than the maximum TPSC drawdown of -41.79%. Use the drawdown chart below to compare losses from any high point for FDLS and TPSC.

Drawdown Indicators

	FDLS	TPSC	Difference
Max Drawdown Largest peak-to-trough decline	-23.32%	-41.79%	+18.47%
Max Drawdown (1Y) Largest decline over 1 year	-14.05%	-13.05%	-1.00%
Max Drawdown (5Y) Largest decline over 5 years	—	-23.63%	—
Current Drawdown Current decline from peak	-5.46%	-5.77%	+0.31%
Average Drawdown Average peak-to-trough decline	-4.00%	-8.62%	+4.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.22%	3.47%	-0.25%

Volatility

FDLS vs. TPSC - Volatility Comparison

Inspire Fidelis Multi Factor ETF (FDLS) has a higher volatility of 7.17% compared to Timothy Plan US Small Cap Core ETF (TPSC) at 5.21%. This indicates that FDLS's price experiences larger fluctuations and is considered to be riskier than TPSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FDLS	TPSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.17%	5.21%	+1.96%
Volatility (6M) Calculated over the trailing 6-month period	13.70%	11.30%	+2.40%
Volatility (1Y) Calculated over the trailing 1-year period	21.61%	20.17%	+1.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.23%	19.99%	-0.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.23%	24.69%	-5.46%