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ISMD vs. BBSC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ISMD vs. BBSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Small/Mid Cap Impact ETF (ISMD) and JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC). The values are adjusted to include any dividend payments, if applicable.

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ISMD vs. BBSC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ISMD
Inspire Small/Mid Cap Impact ETF
4.62%4.14%9.53%16.74%-13.44%29.38%9.29%
BBSC
JPMorgan BetaBuilders U.S. Small Cap Equity ETF
1.77%10.38%12.31%20.07%-19.75%15.44%11.94%

Returns By Period

In the year-to-date period, ISMD achieves a 4.62% return, which is significantly higher than BBSC's 1.77% return.


ISMD

1D
0.70%
1M
-4.06%
YTD
4.62%
6M
4.26%
1Y
19.45%
3Y*
10.42%
5Y*
5.29%
10Y*

BBSC

1D
0.54%
1M
-4.66%
YTD
1.77%
6M
1.92%
1Y
26.35%
3Y*
13.20%
5Y*
4.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ISMD vs. BBSC - Expense Ratio Comparison

ISMD has a 0.57% expense ratio, which is higher than BBSC's 0.09% expense ratio.


Return for Risk

ISMD vs. BBSC — Risk / Return Rank

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

ISMD
ISMD Risk / Return Rank: 4747
Overall Rank
ISMD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
ISMD Sortino Ratio Rank: 4848
Sortino Ratio Rank
ISMD Omega Ratio Rank: 4242
Omega Ratio Rank
ISMD Calmar Ratio Rank: 5050
Calmar Ratio Rank
ISMD Martin Ratio Rank: 4848
Martin Ratio Rank

BBSC
BBSC Risk / Return Rank: 6161
Overall Rank
BBSC Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BBSC Sortino Ratio Rank: 6363
Sortino Ratio Rank
BBSC Omega Ratio Rank: 5454
Omega Ratio Rank
BBSC Calmar Ratio Rank: 6666
Calmar Ratio Rank
BBSC Martin Ratio Rank: 6565
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.

ISMD vs. BBSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Small/Mid Cap Impact ETF (ISMD) and JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC). 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.


ISMDBBSCDifference

Sharpe ratio

Return per unit of total volatility

0.89

1.10

-0.21

Sortino ratio

Return per unit of downside risk

1.37

1.66

-0.30

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

1.39

1.80

-0.41

Martin ratio

Return relative to average drawdown

4.87

7.07

-2.20

ISMD vs. BBSC - Sharpe Ratio Comparison

The current ISMD Sharpe Ratio is 0.89, which is comparable to the BBSC Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of ISMD and BBSC, 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


ISMDBBSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.10

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.19

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.38

-0.06

Correlation

The correlation between ISMD and BBSC is 0.94, 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

ISMD vs. BBSC - Dividend Comparison

ISMD's dividend yield for the trailing twelve months is around 1.10%, less than BBSC's 1.17% yield.


TTM202520242023202220212020201920182017
ISMD
Inspire Small/Mid Cap Impact ETF
1.10%1.21%1.24%1.17%1.28%9.35%0.99%0.88%1.35%2.02%
BBSC
JPMorgan BetaBuilders U.S. Small Cap Equity ETF
1.17%1.13%1.29%1.58%1.37%1.06%0.18%0.00%0.00%0.00%

Drawdowns

ISMD vs. BBSC - Drawdown Comparison

The maximum ISMD drawdown since its inception was -44.60%, which is greater than BBSC's maximum drawdown of -30.96%. Use the drawdown chart below to compare losses from any high point for ISMD and BBSC.


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Drawdown Indicators


ISMDBBSCDifference

Max Drawdown

Largest peak-to-trough decline

-44.60%

-30.96%

-13.64%

Max Drawdown (1Y)

Largest decline over 1 year

-13.93%

-14.59%

+0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-26.64%

-30.96%

+4.32%

Current Drawdown

Current decline from peak

-5.79%

-6.07%

+0.28%

Average Drawdown

Average peak-to-trough decline

-8.31%

-11.82%

+3.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

3.71%

+0.26%

Volatility

ISMD vs. BBSC - Volatility Comparison

The current volatility for Inspire Small/Mid Cap Impact ETF (ISMD) is 6.74%, while JPMorgan BetaBuilders U.S. Small Cap Equity ETF (BBSC) has a volatility of 7.17%. This indicates that ISMD experiences smaller price fluctuations and is considered to be less risky than BBSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISMDBBSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

7.17%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

13.56%

14.49%

-0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

21.95%

24.02%

-2.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.89%

22.97%

-2.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.85%

23.02%

+0.83%