FDLS vs. VTI
Compare and contrast key facts about Inspire Fidelis Multi Factor ETF (FDLS) and Vanguard Total Stock Market ETF (VTI).
FDLS and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016. Both FDLS and VTI 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. VTI - Performance Comparison
Loading graphics...
FDLS vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FDLS Inspire Fidelis Multi Factor ETF | 3.62% | 22.47% | 7.41% | 20.70% | -1.68% |
VTI Vanguard Total Stock Market ETF | -4.01% | 17.10% | 23.81% | 26.05% | -7.13% |
Returns By Period
In the year-to-date period, FDLS achieves a 3.62% return, which is significantly higher than VTI's -4.01% return.
FDLS
- 1D
- 2.61%
- 1M
- -5.60%
- YTD
- 3.62%
- 6M
- 6.33%
- 1Y
- 32.55%
- 3Y*
- 17.02%
- 5Y*
- —
- 10Y*
- —
VTI
- 1D
- 2.93%
- 1M
- -5.00%
- YTD
- -4.01%
- 6M
- -1.66%
- 1Y
- 18.11%
- 3Y*
- 17.84%
- 5Y*
- 10.46%
- 10Y*
- 13.60%
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. VTI - Expense Ratio Comparison
FDLS has a 0.76% expense ratio, which is higher than VTI's 0.03% expense ratio.
Return for Risk
FDLS vs. VTI — Risk / Return Rank
FDLS
VTI
FDLS vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Inspire Fidelis Multi Factor ETF (FDLS) and Vanguard Total Stock Market ETF (VTI). 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 | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.51 | 0.96 | +0.56 |
Sortino ratioReturn per unit of downside risk | 2.10 | 1.48 | +0.62 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.23 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.32 | 1.52 | +0.80 |
Martin ratioReturn relative to average drawdown | 10.20 | 7.26 | +2.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FDLS | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 0.96 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.60 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.48 | +0.27 |
Correlation
The correlation between FDLS and VTI is 0.84, 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. VTI - Dividend Comparison
FDLS's dividend yield for the trailing twelve months is around 0.95%, less than VTI's 1.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDLS Inspire Fidelis Multi Factor ETF | 0.95% | 0.86% | 7.26% | 0.97% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Drawdowns
FDLS vs. VTI - Drawdown Comparison
The maximum FDLS drawdown since its inception was -23.32%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for FDLS and VTI.
Loading graphics...
Drawdown Indicators
| FDLS | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.32% | -55.45% | +32.13% |
Max Drawdown (1Y)Largest decline over 1 year | -14.05% | -12.30% | -1.75% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -6.22% | -6.25% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -4.00% | -8.08% | +4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 2.58% | +0.62% |
Volatility
FDLS vs. VTI - Volatility Comparison
Inspire Fidelis Multi Factor ETF (FDLS) has a higher volatility of 7.42% compared to Vanguard Total Stock Market ETF (VTI) at 5.45%. This indicates that FDLS's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FDLS | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.42% | 5.45% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 13.67% | 9.73% | +3.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.60% | 19.01% | +2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.24% | 17.42% | +1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.24% | 18.29% | +0.95% |