GLRY vs. BBHM

Last updated Jun 4, 2026

GLRY (Inspire Faithward Mid Cap Momentum ESG ETF) and BBHM (BBH Select Mid Cap ETF) are both exchange-traded funds - GLRY is a Momentum fund actively managed by Inspire, while BBHM is a Mid Cap Growth Equities fund tracking the Actively Managed. GLRY is actively managed, while BBHM is passively managed. A 0.67 correlation means they provide meaningful diversification when combined. GLRY charges 0.85%/yr vs 0.81%/yr for BBHM.

Performance

GLRY vs. BBHM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) and BBH Select Mid Cap ETF (BBHM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GLRY achieves a 17.07% return, which is significantly higher than BBHM's 1.78% return.

GLRY

• 1D: 0.36%
• 1M: 2.25%
• YTD: 17.07%
• 6M: 15.71%
• 1Y: 29.59%
• 3Y*: 20.95%
• 5Y*: 8.81%
• 10Y*: —

BBHM

• 1D: -0.35%
• 1M: -1.65%
• YTD: 1.78%
• 6M: -0.32%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GLRY vs. BBHM - Yearly Performance Comparison

	2026 (YTD)	2025
GLRY Inspire Faithward Mid Cap Momentum ESG ETF	17.07%	2.22%
BBHM BBH Select Mid Cap ETF	1.78%	2.74%

Correlation

The correlation between GLRY and BBHM is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 18, 2025	0.67

Return for Risk

GLRY vs. BBHM — Risk / Return Rank

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

GLRY

GLRY Risk / Return Rank: 49
GLRY Sharpe Ratio Rank: 46
GLRY Sortino Ratio Rank: 44
GLRY Omega Ratio Rank: 46
GLRY Calmar Ratio Rank: 55
GLRY Martin Ratio Rank: 55

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.

GLRY vs. BBHM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) and BBH Select Mid Cap ETF (BBHM). 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.

	GLRY	BBHM	Difference
Sharpe ratio Return per unit of total volatility	1.64	—	—
Sortino ratio Return per unit of downside risk	2.24	—	—
Omega ratio Gain probability vs. loss probability	1.29	—	—
Calmar ratio Return relative to maximum drawdown	2.73	—	—
Martin ratio Return relative to average drawdown	9.48	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GLRY	BBHM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.64	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.52	0.50	+0.02

Drawdowns

GLRY vs. BBHM - Drawdown Comparison

The maximum GLRY drawdown since its inception was -40.60%, which is greater than BBHM's maximum drawdown of -9.78%. Use the drawdown chart below to compare losses from any high point for GLRY and BBHM.

Drawdown Indicators

	GLRY	BBHM	Difference
Max Drawdown Largest peak-to-trough decline	-40.60%	-9.78%	-30.82%
Max Drawdown (1Y) Largest decline over 1 year	-10.89%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-20.50%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.63%	—	—
Current Drawdown Current decline from peak	0.00%	-5.28%	+5.28%
Average Drawdown Average peak-to-trough decline	-16.04%	-2.71%	-13.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.13%	—	—

Volatility

Volatility by Period

	GLRY	BBHM	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.62%	—	—
Volatility (6M) Calculated over the trailing 6-month period	15.14%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.19%	17.46%	+0.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.06%	17.46%	+2.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.41%	17.46%	+3.95%

GLRY vs. BBHM - Expense Ratio Comparison

GLRY has a 0.85% expense ratio, which is higher than BBHM's 0.81% expense ratio.

Dividends

GLRY vs. BBHM - Dividend Comparison

GLRY's dividend yield for the trailing twelve months is around 0.24%, while BBHM has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
BBHM BBH Select Mid Cap ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GLRY Inspire Faithward Mid Cap Momentum ESG ETF	0.24%	0.34%	0.52%	1.07%	1.04%	4.00%

Frequently Asked Questions

Can I hold both GLRY and BBHM in my portfolio?

GLRY and BBHM have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GLRY or BBHM?

On fees, BBHM is cheaper at 0.81% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GLRY or BBHM?

BBHM is cheaper with a 0.81% expense ratio, compared with 0.85% for GLRY.

Which ETF pays a higher dividend yield, GLRY or BBHM?

GLRY has the higher dividend yield at 0.24%, compared with 0.00% for BBHM.

What is the main difference between GLRY and BBHM?

GLRY is categorized as Momentum, while BBHM is Mid Cap Growth Equities. They also come from different issuers: Inspire and BBH. Their fees differ too: 0.85% for GLRY and 0.81% for BBHM.