FORH vs. YALL

Last updated Jun 4, 2026

FORH (Formidable ETF) and YALL (God Bless America ETF) are both exchange-traded funds - FORH is a Mid Cap Blend Equities fund actively managed by Formidable, while YALL is a Large Cap Blend Equities fund actively managed by Tidal ETFs. Both are actively managed. Over the past 3 years, FORH returned 4.31%/yr vs 21.38%/yr for YALL. A 0.55 correlation means they provide meaningful diversification when combined. FORH charges 1.19%/yr vs 0.65%/yr for YALL.

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.

Returns By Period

FORH

• 1D: -1.48%
• 1M: -1.56%
• YTD: 4.39%
• 6M: 1.81%
• 1Y: 12.85%
• 3Y*: 4.31%
• 5Y*: 1.34%
• 10Y*: —

YALL

• 1D: -1.26%
• 1M: -0.74%
• YTD: 0.00%
• 6M: -1.23%
• 1Y: 5.94%
• 3Y*: 21.38%
• 5Y*: —
• 10Y*: —

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

FORH vs. YALL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FORH Formidable ETF	4.39%	16.27%	-5.63%	-0.69%	4.99%
YALL God Bless America ETF	0.00%	14.36%	29.99%	40.74%	8.62%

Correlation

The correlation between FORH and YALL is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.60
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022	0.55

The correlation between FORH and YALL has been stable across timeframes, ranging from 0.55 to 0.60 - a consistent structural relationship.

FORH vs. YALL - Sectors Allocation Comparison

Sectors	FORH	YALL
Industrials	29.2%	13.4%
Basic Materials	13.5%	5.3%
Technology	12.8%	21.8%
Healthcare	12.7%	10.2%
Energy	9.4%	5.0%
Utilities	7.2%	3.0%
Consumer Cyclical	6.1%	8.1%
Consumer Defensive	2.6%	10.2%
Real Estate	2.5%	2.3%
Financial Services	2.3%	13.0%
Communication Services	1.8%	7.7%

Return for Risk

FORH vs. YALL — Risk / Return Rank

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

FORH

FORH Risk / Return Rank: 22
FORH Sharpe Ratio Rank: 24
FORH Sortino Ratio Rank: 23
FORH Omega Ratio Rank: 23
FORH Calmar Ratio Rank: 23
FORH Martin Ratio Rank: 18

YALL

YALL Risk / Return Rank: 16
YALL Sharpe Ratio Rank: 15
YALL Sortino Ratio Rank: 14
YALL Omega Ratio Rank: 14
YALL Calmar Ratio Rank: 17
YALL Martin Ratio Rank: 18

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.

FORH vs. YALL - Risk-Adjusted Trends 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.

	FORH	YALL	Difference
Sharpe ratio Return per unit of total volatility	0.82	0.44	+0.38
Sortino ratio Return per unit of downside risk	1.21	0.69	+0.53
Omega ratio Gain probability vs. loss probability	1.15	1.08	+0.07
Calmar ratio Return relative to maximum drawdown	1.01	0.63	+0.37
Martin ratio Return relative to average drawdown	2.00	1.86	+0.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FORH vs. YALL - Sharpe Ratio Comparison

The current FORH Sharpe Ratio is 0.82, which is higher than the YALL Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of FORH and YALL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FORH	YALL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.82	0.44	+0.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.08	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	1.46	-1.32

Drawdowns

FORH vs. YALL - Drawdown Comparison

The maximum FORH drawdown since its inception was -20.73%, which is greater than YALL's maximum drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for FORH and YALL.

Drawdown Indicators

	FORH	YALL	Difference
Max Drawdown Largest peak-to-trough decline	-20.73%	-19.72%	-1.01%
Max Drawdown (1Y) Largest decline over 1 year	-12.80%	-9.42%	-3.38%
Max Drawdown (3Y) Largest decline over 3 years	-19.42%	-19.72%	+0.30%
Max Drawdown (5Y) Largest decline over 5 years	-20.73%	—	—
Current Drawdown Current decline from peak	-6.77%	-4.47%	-2.30%
Average Drawdown Average peak-to-trough decline	-7.98%	-2.93%	-5.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.43%	3.21%	+3.22%

Volatility

FORH vs. YALL - Volatility Comparison

Formidable ETF (FORH) has a higher volatility of 4.15% compared to God Bless America ETF (YALL) at 3.31%. 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.

Volatility by Period

	FORH	YALL	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.15%	3.31%	+0.84%
Volatility (6M) Calculated over the trailing 6-month period	10.10%	9.79%	+0.31%
Volatility (1Y) Calculated over the trailing 1-year period	15.78%	13.74%	+2.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.02%	17.49%	-1.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.03%	17.49%	-1.46%

FORH vs. YALL - Expense Ratio Comparison

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

Dividends

FORH vs. YALL - Dividend Comparison

FORH's dividend yield for the trailing twelve months is around 1.75%, more than YALL's 0.49% yield.

Position	TTM	2025	2024	2023	2022	2021
FORH Formidable ETF	1.75%	1.82%	0.00%	3.88%	3.72%	0.69%
YALL God Bless America ETF	0.49%	0.49%	0.50%	3.51%	0.19%	0.00%

Frequently Asked Questions

Can I hold both FORH and YALL in my portfolio?

FORH and YALL have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FORH or YALL?

FORH has higher volatility (4.15%) compared to YALL (3.31%). In terms of maximum drawdown, FORH dropped -20.73% vs YALL's -19.72%.

Which ETF is better, FORH or YALL?

On 3-year performance, YALL leads with 21.38% vs 4.31% for FORH. On fees, YALL is cheaper at 0.65% per year. On volatility, YALL has been the lower-risk option at 3.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FORH or YALL?

Over the 3-year period, YALL has performed better with a 21.38% return vs 4.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FORH or YALL?

YALL is cheaper with a 0.65% expense ratio, compared with 1.19% for FORH.

Which ETF pays a higher dividend yield, FORH or YALL?

FORH has the higher dividend yield at 1.75%, compared with 0.49% for YALL.

What is the main difference between FORH and YALL?

FORH is categorized as Mid Cap Blend Equities, while YALL is Large Cap Blend Equities. They also come from different issuers: Formidable and Tidal ETFs. Their fees differ too: 1.19% for FORH and 0.65% for YALL.

Which has better risk-adjusted returns?

FORH currently has the higher Sharpe Ratio (0.82 vs 0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.