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GROZ vs. BIBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GROZ vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zacks Focus Growth ETF (GROZ) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

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GROZ vs. BIBL - Yearly Performance Comparison


2026 (YTD)20252024
GROZ
Zacks Focus Growth ETF
-6.24%20.28%-1.80%
BIBL
Inspire 100 ETF
6.48%17.27%-6.52%

Returns By Period

In the year-to-date period, GROZ achieves a -6.24% return, which is significantly lower than BIBL's 6.48% return.


GROZ

1D
1.35%
1M
-4.12%
YTD
-6.24%
6M
-5.41%
1Y
24.50%
3Y*
5Y*
10Y*

BIBL

1D
0.36%
1M
-2.27%
YTD
6.48%
6M
7.18%
1Y
24.42%
3Y*
16.45%
5Y*
8.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GROZ vs. BIBL - Expense Ratio Comparison

GROZ has a 0.56% expense ratio, which is higher than BIBL's 0.35% expense ratio.


Return for Risk

GROZ vs. BIBL — Risk / Return Rank

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

GROZ
GROZ Risk / Return Rank: 6161
Overall Rank
GROZ Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
GROZ Sortino Ratio Rank: 6464
Sortino Ratio Rank
GROZ Omega Ratio Rank: 6262
Omega Ratio Rank
GROZ Calmar Ratio Rank: 6363
Calmar Ratio Rank
GROZ Martin Ratio Rank: 5858
Martin Ratio Rank

BIBL
BIBL Risk / Return Rank: 6666
Overall Rank
BIBL Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 6565
Sortino Ratio Rank
BIBL Omega Ratio Rank: 6565
Omega Ratio Rank
BIBL Calmar Ratio Rank: 6363
Calmar Ratio Rank
BIBL Martin Ratio Rank: 7373
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.

GROZ vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zacks Focus Growth ETF (GROZ) and Inspire 100 ETF (BIBL). 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.


GROZBIBLDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.20

-0.10

Sortino ratio

Return per unit of downside risk

1.73

1.73

0.00

Omega ratio

Gain probability vs. loss probability

1.24

1.25

-0.01

Calmar ratio

Return relative to maximum drawdown

1.85

1.85

0.00

Martin ratio

Return relative to average drawdown

6.60

8.71

-2.10

GROZ vs. BIBL - Sharpe Ratio Comparison

The current GROZ Sharpe Ratio is 1.11, which is comparable to the BIBL Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of GROZ and BIBL, 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


GROZBIBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.20

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.54

-0.18

Correlation

The correlation between GROZ and BIBL is 0.72, 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

GROZ vs. BIBL - Dividend Comparison

GROZ's dividend yield for the trailing twelve months is around 0.05%, less than BIBL's 1.11% yield.


TTM202520242023202220212020201920182017
GROZ
Zacks Focus Growth ETF
0.05%0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BIBL
Inspire 100 ETF
1.11%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%

Drawdowns

GROZ vs. BIBL - Drawdown Comparison

The maximum GROZ drawdown since its inception was -23.33%, smaller than the maximum BIBL drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for GROZ and BIBL.


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Drawdown Indicators


GROZBIBLDifference

Max Drawdown

Largest peak-to-trough decline

-23.33%

-36.12%

+12.79%

Max Drawdown (1Y)

Largest decline over 1 year

-13.67%

-8.94%

-4.73%

Max Drawdown (5Y)

Largest decline over 5 years

-30.85%

Current Drawdown

Current decline from peak

-9.30%

-4.62%

-4.68%

Average Drawdown

Average peak-to-trough decline

-4.36%

-7.16%

+2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

2.96%

+0.88%

Volatility

GROZ vs. BIBL - Volatility Comparison

Zacks Focus Growth ETF (GROZ) and Inspire 100 ETF (BIBL) have volatilities of 6.91% and 6.75%, 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


GROZBIBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.91%

6.75%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

12.19%

12.28%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

22.21%

20.39%

+1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.79%

19.44%

+3.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.79%

21.14%

+1.65%