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GLRY vs. VEMBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLRY vs. VEMBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) and Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX). The values are adjusted to include any dividend payments, if applicable.

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GLRY vs. VEMBX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GLRY
Inspire Faithward Mid Cap Momentum ESG ETF
4.52%16.50%16.59%19.58%-22.50%15.97%4.13%
VEMBX
Vanguard Emerging Markets Bond Fund Investor Shares
-1.40%14.32%7.38%13.66%-13.18%-1.53%1.42%

Returns By Period

In the year-to-date period, GLRY achieves a 4.52% return, which is significantly higher than VEMBX's -1.40% return.


GLRY

1D
0.75%
1M
-5.53%
YTD
4.52%
6M
0.48%
1Y
28.84%
3Y*
16.47%
5Y*
6.42%
10Y*

VEMBX

1D
0.48%
1M
-2.88%
YTD
-1.40%
6M
1.85%
1Y
9.48%
3Y*
10.29%
5Y*
4.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLRY vs. VEMBX - Expense Ratio Comparison

GLRY has a 0.85% expense ratio, which is higher than VEMBX's 0.55% expense ratio.


Return for Risk

GLRY vs. VEMBX — Risk / Return Rank

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

GLRY
GLRY Risk / Return Rank: 7575
Overall Rank
GLRY Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
GLRY Sortino Ratio Rank: 7373
Sortino Ratio Rank
GLRY Omega Ratio Rank: 7070
Omega Ratio Rank
GLRY Calmar Ratio Rank: 8585
Calmar Ratio Rank
GLRY Martin Ratio Rank: 7777
Martin Ratio Rank

VEMBX
VEMBX Risk / Return Rank: 9090
Overall Rank
VEMBX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VEMBX Sortino Ratio Rank: 9292
Sortino Ratio Rank
VEMBX Omega Ratio Rank: 9090
Omega Ratio Rank
VEMBX Calmar Ratio Rank: 8787
Calmar Ratio Rank
VEMBX Martin Ratio Rank: 9191
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. VEMBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) and Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX). 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.


GLRYVEMBXDifference

Sharpe ratio

Return per unit of total volatility

1.33

1.96

-0.63

Sortino ratio

Return per unit of downside risk

1.91

2.83

-0.92

Omega ratio

Gain probability vs. loss probability

1.27

1.41

-0.14

Calmar ratio

Return relative to maximum drawdown

2.74

2.33

+0.41

Martin ratio

Return relative to average drawdown

8.94

10.49

-1.55

GLRY vs. VEMBX - Sharpe Ratio Comparison

The current GLRY Sharpe Ratio is 1.33, which is lower than the VEMBX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of GLRY and VEMBX, 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


GLRYVEMBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.96

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.65

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

1.02

-0.59

Correlation

The correlation between GLRY and VEMBX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GLRY vs. VEMBX - Dividend Comparison

GLRY's dividend yield for the trailing twelve months is around 0.27%, less than VEMBX's 5.66% yield.


TTM202520242023202220212020201920182017
GLRY
Inspire Faithward Mid Cap Momentum ESG ETF
0.27%0.34%0.52%1.07%1.04%4.00%0.00%0.00%0.00%0.00%
VEMBX
Vanguard Emerging Markets Bond Fund Investor Shares
5.66%6.20%6.86%7.06%5.43%5.00%4.50%6.27%4.81%6.50%

Drawdowns

GLRY vs. VEMBX - Drawdown Comparison

The maximum GLRY drawdown since its inception was -40.60%, which is greater than VEMBX's maximum drawdown of -24.36%. Use the drawdown chart below to compare losses from any high point for GLRY and VEMBX.


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Drawdown Indicators


GLRYVEMBXDifference

Max Drawdown

Largest peak-to-trough decline

-40.60%

-24.36%

-16.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-4.16%

-6.77%

Max Drawdown (5Y)

Largest decline over 5 years

-34.63%

-24.36%

-10.27%

Current Drawdown

Current decline from peak

-6.80%

-3.30%

-3.50%

Average Drawdown

Average peak-to-trough decline

-16.50%

-3.93%

-12.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

0.95%

+2.40%

Volatility

GLRY vs. VEMBX - Volatility Comparison

Inspire Faithward Mid Cap Momentum ESG ETF (GLRY) has a higher volatility of 7.42% compared to Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) at 2.13%. This indicates that GLRY's price experiences larger fluctuations and is considered to be riskier than VEMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLRYVEMBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.42%

2.13%

+5.29%

Volatility (6M)

Calculated over the trailing 6-month period

15.06%

2.90%

+12.16%

Volatility (1Y)

Calculated over the trailing 1-year period

21.76%

5.07%

+16.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.14%

6.29%

+13.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.48%

6.37%

+15.11%