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IBD vs. GABF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBD and GABF is 0.21, 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.


-0.50.00.51.00.2

Performance

IBD vs. GABF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Corporate Bond Impact ETF (IBD) and Gabelli Financial Services Opportunities ETF (GABF). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
7.92%
100.38%
IBD
GABF

Key characteristics

Sharpe Ratio

IBD:

0.55

GABF:

2.82

Sortino Ratio

IBD:

0.79

GABF:

3.79

Omega Ratio

IBD:

1.10

GABF:

1.51

Calmar Ratio

IBD:

0.48

GABF:

4.85

Martin Ratio

IBD:

2.37

GABF:

20.78

Ulcer Index

IBD:

1.43%

GABF:

2.28%

Daily Std Dev

IBD:

6.16%

GABF:

16.81%

Max Drawdown

IBD:

-16.30%

GABF:

-17.14%

Current Drawdown

IBD:

-2.58%

GABF:

-6.43%

Returns By Period

In the year-to-date period, IBD achieves a 3.25% return, which is significantly lower than GABF's 43.66% return.


IBD

YTD

3.25%

1M

-0.40%

6M

2.27%

1Y

3.33%

5Y*

0.57%

10Y*

N/A

GABF

YTD

43.66%

1M

-3.19%

6M

24.50%

1Y

45.52%

5Y*

N/A

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.


IBD vs. GABF - Expense Ratio Comparison

IBD has a 0.49% expense ratio, which is higher than GABF's 0.10% expense ratio.


IBD
Inspire Corporate Bond Impact ETF
Expense ratio chart for IBD: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for GABF: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

IBD vs. GABF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Corporate Bond Impact ETF (IBD) and Gabelli Financial Services Opportunities ETF (GABF). 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 IBD, currently valued at 0.55, compared to the broader market0.002.004.000.552.82
The chart of Sortino ratio for IBD, currently valued at 0.79, compared to the broader market-2.000.002.004.006.008.0010.000.793.79
The chart of Omega ratio for IBD, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.51
The chart of Calmar ratio for IBD, currently valued at 1.09, compared to the broader market0.005.0010.0015.001.094.85
The chart of Martin ratio for IBD, currently valued at 2.37, compared to the broader market0.0020.0040.0060.0080.00100.002.3720.78
IBD
GABF

The current IBD Sharpe Ratio is 0.55, which is lower than the GABF Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of IBD and GABF, 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
0.55
2.82
IBD
GABF

Dividends

IBD vs. GABF - Dividend Comparison

IBD's dividend yield for the trailing twelve months is around 3.67%, more than GABF's 3.44% yield.


TTM2023202220212020201920182017
IBD
Inspire Corporate Bond Impact ETF
3.67%3.39%1.75%1.36%1.63%2.63%2.06%0.82%
GABF
Gabelli Financial Services Opportunities ETF
3.44%4.95%1.31%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IBD vs. GABF - Drawdown Comparison

The maximum IBD drawdown since its inception was -16.30%, roughly equal to the maximum GABF drawdown of -17.14%. Use the drawdown chart below to compare losses from any high point for IBD and GABF. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.32%
-6.43%
IBD
GABF

Volatility

IBD vs. GABF - Volatility Comparison

The current volatility for Inspire Corporate Bond Impact ETF (IBD) is 1.53%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 5.03%. This indicates that IBD experiences smaller price fluctuations and is considered to be less risky than GABF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
1.53%
5.03%
IBD
GABF
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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.

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