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

Correlation

The correlation between GLRY and INDS is 0.54, 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

GLRY vs. INDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) and Pacer Benchmark Industrial Real Estate SCTR ETF (INDS). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
31.21%
10.82%
GLRY
INDS

Key characteristics

Sharpe Ratio

GLRY:

1.22

INDS:

-0.64

Sortino Ratio

GLRY:

1.68

INDS:

-0.78

Omega Ratio

GLRY:

1.22

INDS:

0.91

Calmar Ratio

GLRY:

0.84

INDS:

-0.34

Martin Ratio

GLRY:

6.99

INDS:

-1.31

Ulcer Index

GLRY:

2.59%

INDS:

8.57%

Daily Std Dev

GLRY:

14.87%

INDS:

17.50%

Max Drawdown

GLRY:

-40.60%

INDS:

-40.44%

Current Drawdown

GLRY:

-6.55%

INDS:

-31.86%

Returns By Period

In the year-to-date period, GLRY achieves a 17.25% return, which is significantly higher than INDS's -13.63% return.


GLRY

YTD

17.25%

1M

-1.93%

6M

3.30%

1Y

17.13%

5Y*

N/A

10Y*

N/A

INDS

YTD

-13.63%

1M

-7.53%

6M

-5.17%

1Y

-12.14%

5Y*

3.77%

10Y*

N/A

Compare stocks, funds, or ETFs

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


GLRY vs. INDS - Expense Ratio Comparison

GLRY has a 0.85% expense ratio, which is higher than INDS's 0.60% expense ratio.


GLRY
Inspire Faithward Mid Cap Momentum ESG ETF
Expense ratio chart for GLRY: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for INDS: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

GLRY vs. INDS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) and Pacer Benchmark Industrial Real Estate SCTR ETF (INDS). 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 GLRY, currently valued at 1.22, compared to the broader market0.002.004.001.22-0.64
The chart of Sortino ratio for GLRY, currently valued at 1.68, compared to the broader market-2.000.002.004.006.008.0010.001.68-0.78
The chart of Omega ratio for GLRY, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.220.91
The chart of Calmar ratio for GLRY, currently valued at 0.84, compared to the broader market0.005.0010.0015.000.84-0.34
The chart of Martin ratio for GLRY, currently valued at 6.99, compared to the broader market0.0020.0040.0060.0080.00100.006.99-1.31
GLRY
INDS

The current GLRY Sharpe Ratio is 1.22, which is higher than the INDS Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of GLRY and INDS, 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 Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.22
-0.64
GLRY
INDS

Dividends

GLRY vs. INDS - Dividend Comparison

GLRY's dividend yield for the trailing twelve months is around 0.49%, less than INDS's 2.52% yield.


TTM202320222021202020192018
GLRY
Inspire Faithward Mid Cap Momentum ESG ETF
0.49%1.07%1.03%4.00%0.00%0.00%0.00%
INDS
Pacer Benchmark Industrial Real Estate SCTR ETF
2.52%3.11%2.14%1.24%1.68%2.26%1.81%

Drawdowns

GLRY vs. INDS - Drawdown Comparison

The maximum GLRY drawdown since its inception was -40.60%, roughly equal to the maximum INDS drawdown of -40.44%. Use the drawdown chart below to compare losses from any high point for GLRY and INDS. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.55%
-31.86%
GLRY
INDS

Volatility

GLRY vs. INDS - Volatility Comparison

The current volatility for Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) is 5.63%, while Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) has a volatility of 5.98%. This indicates that GLRY experiences smaller price fluctuations and is considered to be less risky than INDS 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%JulyAugustSeptemberOctoberNovemberDecember
5.63%
5.98%
GLRY
INDS
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 © 2024 PortfoliosLab