IBD vs. FLDR

Last updated Apr 2, 2026

Compare and contrast key facts about Inspire Corporate Bond Impact ETF (IBD) and Fidelity Low Duration Bond Factor ETF (FLDR).

IBD and FLDR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IBD is a passively managed fund by Inspire that tracks the performance of the Inspire Corporate Bond Impact Equal Weight Index. It was launched on Jul 10, 2017. FLDR is a passively managed fund by Fidelity that tracks the performance of the Fidelity Low Duration Investment Grade Factor Index. It was launched on Jun 12, 2018. Both IBD and FLDR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IBD vs. FLDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Corporate Bond Impact ETF (IBD) and Fidelity Low Duration Bond Factor ETF (FLDR). The values are adjusted to include any dividend payments, if applicable.

IBD vs. FLDR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
IBD Inspire Corporate Bond Impact ETF	-0.41%	7.70%	3.58%	6.00%	-8.94%	-1.89%	5.15%	7.97%	1.37%
FLDR Fidelity Low Duration Bond Factor ETF	0.61%	5.41%	5.71%	6.32%	-0.33%	-0.18%	2.01%	4.52%	0.94%

Returns By Period

In the year-to-date period, IBD achieves a -0.41% return, which is significantly lower than FLDR's 0.61% return.

IBD

• 1D: 0.05%
• 1M: -0.81%
• YTD: -0.41%
• 6M: 0.86%
• 1Y: 4.77%
• 3Y*: 4.83%
• 5Y*: 1.45%
• 10Y*: —

FLDR

• 1D: -0.04%
• 1M: -0.13%
• YTD: 0.61%
• 6M: 1.75%
• 1Y: 4.34%
• 3Y*: 5.50%
• 5Y*: 3.57%
• 10Y*: —

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

IBD vs. FLDR - Expense Ratio Comparison

IBD has a 0.49% expense ratio, which is higher than FLDR's 0.15% expense ratio.

IBD

Inspire Corporate Bond Impact ETF

FLDR

Fidelity Low Duration Bond Factor ETF

Return for Risk

IBD vs. FLDR — Risk / Return Rank

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

IBD

IBD Risk / Return Rank: 54
IBD Sharpe Ratio Rank: 50
IBD Sortino Ratio Rank: 47
IBD Omega Ratio Rank: 42
IBD Calmar Ratio Rank: 69
IBD Martin Ratio Rank: 63

FLDR

FLDR Risk / Return Rank: 98
FLDR Sharpe Ratio Rank: 99
FLDR Sortino Ratio Rank: 99
FLDR Omega Ratio Rank: 99
FLDR Calmar Ratio Rank: 98
FLDR Martin Ratio Rank: 98

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.

IBD vs. FLDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Corporate Bond Impact ETF (IBD) and Fidelity Low Duration Bond Factor ETF (FLDR). 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.

	IBD	FLDR	Difference
Sharpe ratio Return per unit of total volatility	0.95	4.45	-3.49
Sortino ratio Return per unit of downside risk	1.34	6.66	-5.32
Omega ratio Gain probability vs. loss probability	1.17	2.16	-0.99
Calmar ratio Return relative to maximum drawdown	1.91	5.87	-3.97
Martin ratio Return relative to average drawdown	6.80	30.56	-23.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IBD vs. FLDR - Sharpe Ratio Comparison

The current IBD Sharpe Ratio is 0.95, which is lower than the FLDR Sharpe Ratio of 4.45. The chart below compares the historical Sharpe Ratios of IBD and FLDR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IBD	FLDR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.95	4.45	-3.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	2.97	-2.71
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.60	-0.29

Correlation

The correlation between IBD and FLDR is 0.36, 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

IBD vs. FLDR - Dividend Comparison

IBD's dividend yield for the trailing twelve months is around 4.26%, less than FLDR's 4.55% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
IBD Inspire Corporate Bond Impact ETF	4.26%	4.17%	4.18%	3.39%	1.75%	1.36%	1.63%	2.47%	2.06%	0.82%
FLDR Fidelity Low Duration Bond Factor ETF	4.55%	4.66%	5.50%	5.28%	2.09%	0.51%	1.22%	2.69%	1.38%	0.00%

Drawdowns

IBD vs. FLDR - Drawdown Comparison

The maximum IBD drawdown since its inception was -16.30%, which is greater than FLDR's maximum drawdown of -12.23%. Use the drawdown chart below to compare losses from any high point for IBD and FLDR.

Drawdown Indicators

	IBD	FLDR	Difference
Max Drawdown Largest peak-to-trough decline	-16.30%	-12.23%	-4.07%
Max Drawdown (1Y) Largest decline over 1 year	-2.55%	-0.76%	-1.79%
Max Drawdown (5Y) Largest decline over 5 years	-14.76%	-2.33%	-12.43%
Current Drawdown Current decline from peak	-1.27%	-0.19%	-1.08%
Average Drawdown Average peak-to-trough decline	-3.41%	-0.36%	-3.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.71%	0.15%	+0.56%

Volatility

IBD vs. FLDR - Volatility Comparison

Inspire Corporate Bond Impact ETF (IBD) has a higher volatility of 1.44% compared to Fidelity Low Duration Bond Factor ETF (FLDR) at 0.42%. This indicates that IBD's price experiences larger fluctuations and is considered to be riskier than FLDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IBD	FLDR	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.44%	0.42%	+1.02%
Volatility (6M) Calculated over the trailing 6-month period	2.99%	0.57%	+2.42%
Volatility (1Y) Calculated over the trailing 1-year period	5.01%	0.98%	+4.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.59%	1.21%	+4.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.75%	5.32%	+1.43%