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GLRY vs. CSMD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLRY vs. CSMD - Performance Comparison

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

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GLRY vs. CSMD - Yearly Performance Comparison


2026 (YTD)202520242023
GLRY
Inspire Faithward Mid Cap Momentum ESG ETF
3.74%16.50%16.59%4.62%
CSMD
Congress SMID Growth ETF
-2.88%5.68%12.70%6.44%

Returns By Period

In the year-to-date period, GLRY achieves a 3.74% return, which is significantly higher than CSMD's -2.88% return.


GLRY

1D
3.80%
1M
-5.69%
YTD
3.74%
6M
-0.09%
1Y
28.93%
3Y*
16.18%
5Y*
6.26%
10Y*

CSMD

1D
3.47%
1M
-8.78%
YTD
-2.88%
6M
-7.81%
1Y
11.03%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLRY vs. CSMD - Expense Ratio Comparison

GLRY has a 0.85% expense ratio, which is higher than CSMD's 0.68% expense ratio.


Return for Risk

GLRY vs. CSMD — Risk / Return Rank

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

GLRY
GLRY Risk / Return Rank: 7878
Overall Rank
GLRY Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GLRY Sortino Ratio Rank: 7676
Sortino Ratio Rank
GLRY Omega Ratio Rank: 7373
Omega Ratio Rank
GLRY Calmar Ratio Rank: 8787
Calmar Ratio Rank
GLRY Martin Ratio Rank: 8181
Martin Ratio Rank

CSMD
CSMD Risk / Return Rank: 2828
Overall Rank
CSMD Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CSMD Sortino Ratio Rank: 2929
Sortino Ratio Rank
CSMD Omega Ratio Rank: 2626
Omega Ratio Rank
CSMD Calmar Ratio Rank: 3030
Calmar Ratio Rank
CSMD Martin Ratio Rank: 2929
Martin Ratio Rank
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. CSMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) and Congress SMID Growth ETF (CSMD). 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.


GLRYCSMDDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.49

+0.85

Sortino ratio

Return per unit of downside risk

1.91

0.86

+1.05

Omega ratio

Gain probability vs. loss probability

1.27

1.11

+0.16

Calmar ratio

Return relative to maximum drawdown

2.67

0.74

+1.92

Martin ratio

Return relative to average drawdown

8.78

2.47

+6.31

GLRY vs. CSMD - Sharpe Ratio Comparison

The current GLRY Sharpe Ratio is 1.34, which is higher than the CSMD Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of GLRY and CSMD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GLRYCSMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.49

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.42

-0.01

Correlation

The correlation between GLRY and CSMD is 0.86, 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

GLRY vs. CSMD - Dividend Comparison

GLRY's dividend yield for the trailing twelve months is around 0.27%, while CSMD has not paid dividends to shareholders.


TTM20252024202320222021
GLRY
Inspire Faithward Mid Cap Momentum ESG ETF
0.27%0.34%0.52%1.07%1.04%4.00%
CSMD
Congress SMID Growth ETF
0.00%0.00%0.40%0.02%0.00%0.00%

Drawdowns

GLRY vs. CSMD - Drawdown Comparison

The maximum GLRY drawdown since its inception was -40.60%, which is greater than CSMD's maximum drawdown of -22.54%. Use the drawdown chart below to compare losses from any high point for GLRY and CSMD.


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Drawdown Indicators


GLRYCSMDDifference

Max Drawdown

Largest peak-to-trough decline

-40.60%

-22.54%

-18.06%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-14.79%

+3.86%

Max Drawdown (5Y)

Largest decline over 5 years

-34.63%

Current Drawdown

Current decline from peak

-7.50%

-11.83%

+4.33%

Average Drawdown

Average peak-to-trough decline

-16.51%

-4.71%

-11.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

4.46%

-1.14%

Volatility

GLRY vs. CSMD - Volatility Comparison

Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) and Congress SMID Growth ETF (CSMD) have volatilities of 7.83% and 7.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLRYCSMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.83%

7.98%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

15.06%

14.86%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

21.75%

22.59%

-0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.14%

19.70%

+0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.48%

19.70%

+1.78%