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IQM vs. BIBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IQM vs. BIBL - Performance Comparison

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

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IQM vs. BIBL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
IQM
Franklin Intelligent Machines ETF
3.20%30.76%31.03%41.06%-33.36%25.18%78.48%
BIBL
Inspire 100 ETF
6.10%17.27%12.49%17.87%-23.26%27.44%29.12%

Returns By Period

In the year-to-date period, IQM achieves a 3.20% return, which is significantly lower than BIBL's 6.10% return.


IQM

1D
1.99%
1M
-3.98%
YTD
3.20%
6M
2.05%
1Y
57.05%
3Y*
26.96%
5Y*
15.40%
10Y*

BIBL

1D
1.12%
1M
-4.41%
YTD
6.10%
6M
7.52%
1Y
25.37%
3Y*
16.16%
5Y*
8.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IQM vs. BIBL - Expense Ratio Comparison

IQM has a 0.50% expense ratio, which is higher than BIBL's 0.35% expense ratio.


Return for Risk

IQM vs. BIBL — Risk / Return Rank

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

IQM
IQM Risk / Return Rank: 8787
Overall Rank
IQM Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IQM Sortino Ratio Rank: 8585
Sortino Ratio Rank
IQM Omega Ratio Rank: 8181
Omega Ratio Rank
IQM Calmar Ratio Rank: 9494
Calmar Ratio Rank
IQM Martin Ratio Rank: 9090
Martin Ratio Rank

BIBL
BIBL Risk / Return Rank: 7070
Overall Rank
BIBL Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 6868
Sortino Ratio Rank
BIBL Omega Ratio Rank: 6868
Omega Ratio Rank
BIBL Calmar Ratio Rank: 6868
Calmar Ratio Rank
BIBL Martin Ratio Rank: 7777
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.

IQM vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Intelligent Machines ETF (IQM) 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.


IQMBIBLDifference

Sharpe ratio

Return per unit of total volatility

1.72

1.25

+0.47

Sortino ratio

Return per unit of downside risk

2.33

1.78

+0.54

Omega ratio

Gain probability vs. loss probability

1.33

1.26

+0.07

Calmar ratio

Return relative to maximum drawdown

4.00

1.84

+2.16

Martin ratio

Return relative to average drawdown

12.47

8.69

+3.78

IQM vs. BIBL - Sharpe Ratio Comparison

The current IQM Sharpe Ratio is 1.72, which is higher than the BIBL Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of IQM 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


IQMBIBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

1.25

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.43

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.54

+0.25

Correlation

The correlation between IQM and BIBL is 0.82, 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

IQM vs. BIBL - Dividend Comparison

IQM has not paid dividends to shareholders, while BIBL's dividend yield for the trailing twelve months is around 1.11%.


TTM202520242023202220212020201920182017
IQM
Franklin Intelligent Machines ETF
0.00%0.00%0.00%0.00%0.00%0.17%0.01%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

IQM vs. BIBL - Drawdown Comparison

The maximum IQM drawdown since its inception was -44.91%, which is greater than BIBL's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for IQM and BIBL.


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Drawdown Indicators


IQMBIBLDifference

Max Drawdown

Largest peak-to-trough decline

-44.91%

-36.12%

-8.79%

Max Drawdown (1Y)

Largest decline over 1 year

-14.71%

-13.93%

-0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-44.91%

-30.85%

-14.06%

Current Drawdown

Current decline from peak

-6.86%

-4.96%

-1.90%

Average Drawdown

Average peak-to-trough decline

-12.55%

-7.17%

-5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.72%

2.95%

+1.77%

Volatility

IQM vs. BIBL - Volatility Comparison

Franklin Intelligent Machines ETF (IQM) has a higher volatility of 12.71% compared to Inspire 100 ETF (BIBL) at 6.82%. This indicates that IQM's price experiences larger fluctuations and is considered to be riskier than BIBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQMBIBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.71%

6.82%

+5.89%

Volatility (6M)

Calculated over the trailing 6-month period

23.53%

12.28%

+11.25%

Volatility (1Y)

Calculated over the trailing 1-year period

33.40%

20.39%

+13.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.67%

19.44%

+9.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.73%

21.15%

+9.58%