ISMD vs. BIBL

Last updated Jun 24, 2026

ISMD (Inspire Small/Mid Cap Impact ETF) and BIBL (Inspire 100 ETF) are both exchange-traded funds - ISMD is a Small Cap Blend Equities fund tracking the Inspire Small/Mid Cap Impact Equal Weight Index, while BIBL is a Large Cap Growth Equities fund tracking the Inspire 100 Index. Both are passively managed. Over the past 5 years, ISMD returned 8.35%/yr vs 10.30%/yr for BIBL. A 0.80 correlation means they provide meaningful diversification when combined. ISMD charges 0.57%/yr vs 0.35%/yr for BIBL.

Performance

ISMD vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Small/Mid Cap Impact ETF (ISMD) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with ISMD having a 25.15% return and BIBL slightly lower at 24.57%.

ISMD

• 1D: -0.48%
• 1M: 4.38%
• YTD: 25.15%
• 6M: 22.92%
• 1Y: 38.78%
• 3Y*: 17.34%
• 5Y*: 8.35%
• 10Y*: —

BIBL

• 1D: -2.18%
• 1M: 4.42%
• YTD: 24.57%
• 6M: 23.10%
• 1Y: 40.13%
• 3Y*: 22.41%
• 5Y*: 10.30%
• 10Y*: —

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

ISMD vs. BIBL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ISMD Inspire Small/Mid Cap Impact ETF	25.15%	4.14%	9.53%	16.74%	-13.44%	29.38%	7.45%	24.62%	-12.63%	3.12%
BIBL Inspire 100 ETF	24.57%	17.27%	12.49%	17.87%	-23.26%	27.44%	22.62%	29.68%	-7.64%	4.42%

Correlation

The correlation between ISMD and BIBL is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Oct 31, 2017	0.80

The correlation between ISMD and BIBL has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.

ISMD vs. BIBL - Sectors Allocation Comparison

Sectors	ISMD	BIBL
Technology	17.6%	31.9%
Industrials	16.7%	27.2%
Financial Services	15.0%	8.5%
Consumer Cyclical	11.0%	0.3%
Healthcare	10.4%	4.1%
Real Estate	8.1%	13.7%
Consumer Defensive	5.3%	0.4%
Basic Materials	4.8%	4.3%
Energy	3.7%	6.0%
Utilities	3.1%	3.3%
Communication Services	2.8%	-

Return for Risk

ISMD vs. BIBL — Risk / Return Rank

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

ISMD

ISMD Risk / Return Rank: 71
ISMD Sharpe Ratio Rank: 69
ISMD Sortino Ratio Rank: 69
ISMD Omega Ratio Rank: 63
ISMD Calmar Ratio Rank: 81
ISMD Martin Ratio Rank: 73

BIBL

BIBL Risk / Return Rank: 82
BIBL Sharpe Ratio Rank: 81
BIBL Sortino Ratio Rank: 78
BIBL Omega Ratio Rank: 76
BIBL Calmar Ratio Rank: 86
BIBL Martin Ratio Rank: 89

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. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Small/Mid Cap Impact ETF (ISMD) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ISMD	BIBL	Difference
Sharpe ratio: Return per unit of total volatility	2.08	2.45	-0.37
Sortino ratio: Return per unit of downside risk	2.92	3.25	-0.32
Omega ratio: Gain probability vs. loss probability	1.35	1.42	-0.07
Calmar ratio: Return relative to maximum drawdown	4.04	4.51	-0.47
Martin ratio: Return relative to average drawdown	12.71	19.18	-6.48

ISMD vs. BIBL - Sharpe Ratio Comparison

The current ISMD Sharpe Ratio is 2.08, which is comparable to the BIBL Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of ISMD and BIBL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ISMD vs. BIBL - Drawdown Comparison

The maximum ISMD drawdown since its inception was -44.60%, which is greater than BIBL's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for ISMD and BIBL.

Drawdown Indicators

	ISMD	BIBL	Difference
Max Drawdown Largest peak-to-trough decline	-44.60%	-36.12%	-8.48%
Max Drawdown (1Y) Largest decline over 1 year	-9.64%	-8.94%	-0.70%
Max Drawdown (3Y) Largest decline over 3 years	-26.64%	-20.60%	-6.04%
Max Drawdown (5Y) Largest decline over 5 years	-26.64%	-30.85%	+4.21%
Current Drawdown Current decline from peak	-0.64%	-2.18%	+1.54%
Average Drawdown Average peak-to-trough decline	-8.13%	-7.00%	-1.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.06%	2.10%	+0.96%

Volatility

ISMD vs. BIBL - Volatility Comparison

The current volatility for Inspire Small/Mid Cap Impact ETF (ISMD) is 5.66%, while Inspire 100 ETF (BIBL) has a volatility of 6.91%. This indicates that ISMD experiences smaller price fluctuations and is considered to be less risky than BIBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ISMD	BIBL	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.66%	6.91%	-1.25%
Volatility (6M) Calculated over the trailing 6-month period	13.05%	13.67%	-0.62%
Volatility (1Y) Calculated over the trailing 1-year period	18.76%	16.47%	+2.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.88%	19.76%	+1.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.72%	21.11%	+2.61%

ISMD vs. BIBL - Expense Ratio Comparison

ISMD has a 0.57% expense ratio, which is higher than BIBL's 0.35% expense ratio.

Dividends

ISMD vs. BIBL - Dividend Comparison

ISMD's dividend yield for the trailing twelve months is around 0.92%, less than BIBL's 0.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BIBL Inspire 100 ETF	0.95%	1.01%	0.92%	1.02%	0.98%	17.87%	1.67%	1.30%	1.49%	0.31%
ISMD Inspire Small/Mid Cap Impact ETF	0.92%	1.21%	1.24%	1.17%	1.28%	9.35%	0.99%	0.88%	1.35%	2.02%

Frequently Asked Questions

Can I hold both ISMD and BIBL in my portfolio?

ISMD and BIBL have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ISMD or BIBL?

BIBL has higher volatility (6.91%) compared to ISMD (5.66%). In terms of maximum drawdown, ISMD dropped -44.60% vs BIBL's -36.12%.

Which ETF is better, ISMD or BIBL?

On 5-year performance, BIBL leads with 10.30% vs 8.35% for ISMD. On fees, BIBL is cheaper at 0.35% per year. On volatility, ISMD has been the lower-risk option at 5.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ISMD or BIBL?

Over the 5-year period, BIBL has performed better with a 10.30% return vs 8.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ISMD or BIBL?

BIBL is cheaper with a 0.35% expense ratio, compared with 0.57% for ISMD.

Which ETF pays a higher dividend yield, ISMD or BIBL?

BIBL has the higher dividend yield at 0.95%, compared with 0.92% for ISMD.

What is the main difference between ISMD and BIBL?

ISMD is categorized as Small Cap Blend Equities, while BIBL is Large Cap Growth Equities. ISMD tracks Inspire Small/Mid Cap Impact Equal Weight Index, while BIBL tracks Inspire 100 Index. Their fees differ too: 0.57% for ISMD and 0.35% for BIBL.

Which has better risk-adjusted returns?

BIBL currently has the higher Sharpe Ratio (2.45 vs 2.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.