PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FORH vs. YALL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FORH and YALL is 0.51, 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.


-0.50.00.51.00.5

Performance

FORH vs. YALL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Formidable ETF (FORH) and God Bless America ETF (YALL). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-3.73%
7.89%
FORH
YALL

Key characteristics

Sharpe Ratio

FORH:

-0.19

YALL:

1.83

Sortino Ratio

FORH:

-0.17

YALL:

2.56

Omega Ratio

FORH:

0.98

YALL:

1.32

Calmar Ratio

FORH:

-0.19

YALL:

3.38

Martin Ratio

FORH:

-0.39

YALL:

9.69

Ulcer Index

FORH:

7.14%

YALL:

3.04%

Daily Std Dev

FORH:

14.49%

YALL:

16.10%

Max Drawdown

FORH:

-16.44%

YALL:

-12.03%

Current Drawdown

FORH:

-12.18%

YALL:

-3.84%

Returns By Period

In the year-to-date period, FORH achieves a 2.56% return, which is significantly lower than YALL's 2.84% return.


FORH

YTD

2.56%

1M

-0.09%

6M

-3.72%

1Y

-1.28%

5Y*

N/A

10Y*

N/A

YALL

YTD

2.84%

1M

-0.65%

6M

7.90%

1Y

31.09%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


FORH vs. YALL - Expense Ratio Comparison

FORH has a 1.19% expense ratio, which is higher than YALL's 0.65% expense ratio.


FORH
Formidable ETF
Expense ratio chart for FORH: current value at 1.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.19%
Expense ratio chart for YALL: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

FORH vs. YALL — Risk-Adjusted Performance Rank

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

FORH
The Risk-Adjusted Performance Rank of FORH is 55
Overall Rank
The Sharpe Ratio Rank of FORH is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of FORH is 55
Sortino Ratio Rank
The Omega Ratio Rank of FORH is 55
Omega Ratio Rank
The Calmar Ratio Rank of FORH is 44
Calmar Ratio Rank
The Martin Ratio Rank of FORH is 55
Martin Ratio Rank

YALL
The Risk-Adjusted Performance Rank of YALL is 7777
Overall Rank
The Sharpe Ratio Rank of YALL is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of YALL is 7575
Sortino Ratio Rank
The Omega Ratio Rank of YALL is 7272
Omega Ratio Rank
The Calmar Ratio Rank of YALL is 8686
Calmar Ratio Rank
The Martin Ratio Rank of YALL is 7474
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.

FORH vs. YALL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Formidable ETF (FORH) and God Bless America ETF (YALL). 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 FORH, currently valued at -0.19, compared to the broader market0.002.004.00-0.191.83
The chart of Sortino ratio for FORH, currently valued at -0.17, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.172.56
The chart of Omega ratio for FORH, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.000.981.32
The chart of Calmar ratio for FORH, currently valued at -0.21, compared to the broader market0.005.0010.0015.00-0.213.38
The chart of Martin ratio for FORH, currently valued at -0.39, compared to the broader market0.0020.0040.0060.0080.00100.00-0.399.69
FORH
YALL

The current FORH Sharpe Ratio is -0.19, which is lower than the YALL Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of FORH and YALL, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.19
1.83
FORH
YALL

Dividends

FORH vs. YALL - Dividend Comparison

FORH has not paid dividends to shareholders, while YALL's dividend yield for the trailing twelve months is around 0.48%.


TTM2024202320222021
FORH
Formidable ETF
0.00%0.00%3.88%3.72%0.69%
YALL
God Bless America ETF
0.48%0.50%3.51%0.19%0.00%

Drawdowns

FORH vs. YALL - Drawdown Comparison

The maximum FORH drawdown since its inception was -16.44%, which is greater than YALL's maximum drawdown of -12.03%. Use the drawdown chart below to compare losses from any high point for FORH and YALL. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-10.73%
-3.84%
FORH
YALL

Volatility

FORH vs. YALL - Volatility Comparison

Formidable ETF (FORH) has a higher volatility of 3.85% compared to God Bless America ETF (YALL) at 3.62%. This indicates that FORH's price experiences larger fluctuations and is considered to be riskier than YALL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.85%
3.62%
FORH
YALL
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab