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

Correlation

The correlation between FDLS and VTHR is 0.83, 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.


-0.50.00.51.00.8

Performance

FDLS vs. VTHR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Fidelis Multi Factor ETF (FDLS) and Vanguard Russell 3000 ETF (VTHR). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
27.61%
45.88%
FDLS
VTHR

Key characteristics

Sharpe Ratio

FDLS:

0.57

VTHR:

2.07

Sortino Ratio

FDLS:

0.88

VTHR:

2.76

Omega Ratio

FDLS:

1.11

VTHR:

1.38

Calmar Ratio

FDLS:

1.07

VTHR:

3.10

Martin Ratio

FDLS:

3.07

VTHR:

13.42

Ulcer Index

FDLS:

3.08%

VTHR:

1.99%

Daily Std Dev

FDLS:

16.64%

VTHR:

12.90%

Max Drawdown

FDLS:

-15.20%

VTHR:

-34.61%

Current Drawdown

FDLS:

-8.53%

VTHR:

-3.11%

Returns By Period

In the year-to-date period, FDLS achieves a 7.53% return, which is significantly lower than VTHR's 24.73% return.


FDLS

YTD

7.53%

1M

-5.01%

6M

7.31%

1Y

8.00%

5Y*

N/A

10Y*

N/A

VTHR

YTD

24.73%

1M

-0.57%

6M

10.11%

1Y

25.11%

5Y*

14.07%

10Y*

12.43%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FDLS vs. VTHR - Expense Ratio Comparison

FDLS has a 0.76% expense ratio, which is higher than VTHR's 0.10% 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 VTHR: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

FDLS vs. VTHR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Fidelis Multi Factor ETF (FDLS) and Vanguard Russell 3000 ETF (VTHR). 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 0.57, compared to the broader market0.002.004.000.572.07
The chart of Sortino ratio for FDLS, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.0010.000.882.76
The chart of Omega ratio for FDLS, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.38
The chart of Calmar ratio for FDLS, currently valued at 1.07, compared to the broader market0.005.0010.0015.001.073.10
The chart of Martin ratio for FDLS, currently valued at 3.07, compared to the broader market0.0020.0040.0060.0080.00100.003.0713.42
FDLS
VTHR

The current FDLS Sharpe Ratio is 0.57, which is lower than the VTHR Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of FDLS and VTHR, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.57
2.07
FDLS
VTHR

Dividends

FDLS vs. VTHR - Dividend Comparison

FDLS's dividend yield for the trailing twelve months is around 7.25%, more than VTHR's 0.85% yield.


TTM20232022202120202019201820172016201520142013
FDLS
Inspire Fidelis Multi Factor ETF
7.25%0.97%0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTHR
Vanguard Russell 3000 ETF
0.85%1.47%1.52%1.16%1.37%1.65%1.89%1.63%1.82%1.84%1.66%1.57%

Drawdowns

FDLS vs. VTHR - Drawdown Comparison

The maximum FDLS drawdown since its inception was -15.20%, smaller than the maximum VTHR drawdown of -34.61%. Use the drawdown chart below to compare losses from any high point for FDLS and VTHR. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.53%
-3.11%
FDLS
VTHR

Volatility

FDLS vs. VTHR - Volatility Comparison

Inspire Fidelis Multi Factor ETF (FDLS) has a higher volatility of 5.38% compared to Vanguard Russell 3000 ETF (VTHR) at 4.03%. This indicates that FDLS's price experiences larger fluctuations and is considered to be riskier than VTHR 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
5.38%
4.03%
FDLS
VTHR
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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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