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ISMD vs. BIBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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ISMD vs. BIBL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ISMD
Inspire Small/Mid Cap Impact ETF
3.89%4.14%9.53%16.74%-13.44%29.38%7.45%24.62%-12.63%2.43%
BIBL
Inspire 100 ETF
4.92%17.27%12.49%17.87%-23.26%27.44%22.62%29.68%-7.64%4.38%

Returns By Period

In the year-to-date period, ISMD achieves a 3.89% return, which is significantly lower than BIBL's 4.92% return.


ISMD

1D
2.12%
1M
-4.16%
YTD
3.89%
6M
3.40%
1Y
18.52%
3Y*
10.17%
5Y*
5.15%
10Y*

BIBL

1D
3.22%
1M
-5.73%
YTD
4.92%
6M
6.80%
1Y
24.23%
3Y*
15.73%
5Y*
8.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ISMD vs. BIBL - Expense Ratio Comparison

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


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: 4949
Overall Rank
ISMD Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ISMD Sortino Ratio Rank: 5050
Sortino Ratio Rank
ISMD Omega Ratio Rank: 4444
Omega Ratio Rank
ISMD Calmar Ratio Rank: 5252
Calmar Ratio Rank
ISMD Martin Ratio Rank: 4949
Martin Ratio Rank

BIBL
BIBL Risk / Return Rank: 7272
Overall Rank
BIBL Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 7070
Sortino Ratio Rank
BIBL Omega Ratio Rank: 7070
Omega Ratio Rank
BIBL Calmar Ratio Rank: 7272
Calmar Ratio Rank
BIBL Martin Ratio Rank: 8080
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. 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.


ISMDBIBLDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.20

-0.35

Sortino ratio

Return per unit of downside risk

1.31

1.72

-0.40

Omega ratio

Gain probability vs. loss probability

1.17

1.25

-0.08

Calmar ratio

Return relative to maximum drawdown

1.31

1.78

-0.47

Martin ratio

Return relative to average drawdown

4.62

8.47

-3.85

ISMD vs. BIBL - Sharpe Ratio Comparison

The current ISMD Sharpe Ratio is 0.85, which is comparable to the BIBL Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of ISMD 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


ISMDBIBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.20

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.42

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.53

-0.21

Correlation

The correlation between ISMD and BIBL is 0.80, 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. BIBL - Dividend Comparison

ISMD's dividend yield for the trailing twelve months is around 1.11%, which matches BIBL's 1.12% yield.


TTM202520242023202220212020201920182017
ISMD
Inspire Small/Mid Cap Impact ETF
1.11%1.21%1.24%1.17%1.28%9.35%0.99%0.88%1.35%2.02%
BIBL
Inspire 100 ETF
1.12%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%

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.


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Drawdown Indicators


ISMDBIBLDifference

Max Drawdown

Largest peak-to-trough decline

-44.60%

-36.12%

-8.48%

Max Drawdown (1Y)

Largest decline over 1 year

-13.93%

-13.93%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-26.64%

-30.85%

+4.21%

Current Drawdown

Current decline from peak

-6.44%

-6.01%

-0.43%

Average Drawdown

Average peak-to-trough decline

-8.31%

-7.17%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

2.93%

+1.02%

Volatility

ISMD vs. BIBL - Volatility Comparison

Inspire Small/Mid Cap Impact ETF (ISMD) and Inspire 100 ETF (BIBL) have volatilities of 6.77% and 6.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ISMDBIBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

6.90%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

13.55%

12.24%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

21.94%

20.37%

+1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.90%

19.44%

+1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.85%

21.15%

+2.70%