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LRGE vs. BIBL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LRGE vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ClearBridge Large Cap Growth ESG ETF (LRGE) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LRGE achieves a 1.70% return, which is significantly lower than BIBL's 21.43% return.


LRGE

1D
1.23%
1M
-2.67%
6M
2.18%
YTD
1.70%
1Y
7.51%
3Y*
14.84%
5Y*
8.75%
10Y*
ALL TIME*
14.72%

BIBL

1D
0.80%
1M
-2.31%
6M
14.67%
YTD
21.43%
1Y
31.70%
3Y*
18.28%
5Y*
9.07%
10Y*
ALL TIME*
12.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.49M$2.79M$2.92M
$4.11M$3.64M$1.94M

LRGE vs. BIBL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LRGE
ClearBridge Large Cap Growth ESG ETF
1.70%9.54%26.32%46.36%-31.45%22.93%31.89%33.38%-0.38%7.34%
BIBL
Inspire 100 ETF
21.43%17.27%12.49%17.87%-23.26%27.44%22.62%29.68%-7.64%4.42%

Correlation

The correlation between LRGE and BIBL is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.58

Correlation (3Y)
Balances recent behavior with more history.

0.71

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.80

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2017

0.78

The correlation between LRGE and BIBL shifts across timeframes, from 0.58 (1 year) to 0.80 (5 years), reflecting how their relationship changes across market environments.

LRGE vs. BIBL - Sectors Allocation Comparison


Sectors
LRGE
BIBL

Technology

48.1%
33.0%

Consumer Cyclical

16.9%
0.3%

Communication Services

12.5%

-

Financial Services

6.4%
8.3%

Healthcare

6.2%
4.4%

Industrials

4.8%
26.8%

Basic Materials

2.9%
3.8%

Consumer Defensive

2.3%
0.4%

Energy

-

5.4%

Real Estate

-

14.2%

Utilities

-

3.4%

Technology

LRGE
48.1%
BIBL
33.0%

Consumer Cyclical

LRGE
16.9%
BIBL
0.3%

Communication Services

LRGE
12.5%
BIBL

-

Financial Services

LRGE
6.4%
BIBL
8.3%

Healthcare

LRGE
6.2%
BIBL
4.4%

Industrials

LRGE
4.8%
BIBL
26.8%

Basic Materials

LRGE
2.9%
BIBL
3.8%

Consumer Defensive

LRGE
2.3%
BIBL
0.4%

Energy

LRGE

-

BIBL
5.4%

Real Estate

LRGE

-

BIBL
14.2%

Utilities

LRGE

-

BIBL
3.4%

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Return for Risk

LRGE vs. BIBL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LRGE
LRGE Risk / Return Rank: 1616
Overall Rank
LRGE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
LRGE Sortino Ratio Rank: 1616
Sortino Ratio Rank
LRGE Omega Ratio Rank: 1616
Omega Ratio Rank
LRGE Calmar Ratio Rank: 1616
Calmar Ratio Rank
LRGE Martin Ratio Rank: 1717
Martin Ratio Rank

BIBL
BIBL Risk / Return Rank: 7979
Overall Rank
BIBL Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 7474
Sortino Ratio Rank
BIBL Omega Ratio Rank: 7272
Omega Ratio Rank
BIBL Calmar Ratio Rank: 8686
Calmar Ratio Rank
BIBL Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LRGE vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Large Cap Growth ESG ETF (LRGE) 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.


LRGEBIBLDifference
Sharpe ratioReturn per unit of total volatility

-1.46

Sortino ratioReturn per unit of downside risk

-1.88

Omega ratioGain probability vs. loss probability

1.06

1.30

-0.24

Calmar ratioReturn relative to maximum drawdown

0.30

3.38

-3.07

Martin ratioReturn relative to average drawdown

0.86

12.27

-11.42

LRGE vs. BIBL - Sharpe Ratio Comparison

The current LRGE Sharpe Ratio is 0.28, which is lower than the BIBL Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of LRGE 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.


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Drawdowns

LRGE vs. BIBL - Drawdown Comparison

The maximum LRGE drawdown since its inception was -37.03%, roughly equal to the maximum BIBL drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for LRGE and BIBL.


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Drawdown Indicators


LRGEBIBLDifference

Max Drawdown

Largest peak-to-trough decline

-37.03%

-36.12%

-0.91%

Max Drawdown (1Y)

Largest decline over 1 year

-16.32%

-8.94%

-7.38%

Max Drawdown (3Y)

Largest decline over 3 years

-20.26%

-20.60%

+0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-37.03%

-30.85%

-6.18%

Current Drawdown

Current decline from peak

-5.46%

-5.89%

+0.43%

Average Drawdown

Average peak-to-trough decline

-7.14%

-6.96%

-0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.79%

2.46%

+3.33%

Volatility

LRGE vs. BIBL - Volatility Comparison

ClearBridge Large Cap Growth ESG ETF (LRGE) has a higher volatility of 5.54% compared to Inspire 100 ETF (BIBL) at 5.03%. This indicates that LRGE'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


LRGEBIBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

5.03%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

14.23%

14.49%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

18.04%

17.45%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.94%

19.91%

+1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.62%

21.10%

-0.48%

LRGE vs. BIBL - Expense Ratio Comparison

LRGE has a 0.59% expense ratio, which is higher than BIBL's 0.35% expense ratio.


Dividends

LRGE vs. BIBL - Dividend Comparison

LRGE's dividend yield for the trailing twelve months is around 0.12%, less than BIBL's 0.95% yield.


PositionTTM202520242023202220212020201920182017
BIBL
Inspire 100 ETF
0.95%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%
LRGE
ClearBridge Large Cap Growth ESG ETF
0.12%0.13%0.18%0.11%2.02%1.20%0.37%0.37%2.10%0.37%

Frequently Asked Questions


LRGE and BIBL have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LRGE has higher volatility (5.54%) compared to BIBL (5.03%). In terms of maximum drawdown, LRGE dropped -37.03% vs BIBL's -36.12%.

On 5-year performance, BIBL leads with 9.07% vs 8.75% for LRGE. On fees, BIBL is cheaper at 0.35% per year. On volatility, BIBL has been the lower-risk option at 5.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BIBL has performed better with a 9.07% return vs 8.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIBL is cheaper with a 0.35% expense ratio, compared with 0.59% for LRGE.

BIBL has the higher dividend yield at 0.95%, compared with 0.12% for LRGE.

They also come from different issuers: Franklin Templeton and Inspire. Their fees differ too: 0.59% for LRGE and 0.35% for BIBL.

BIBL currently has the higher Sharpe Ratio (1.73 vs 0.28), 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.

Portfolio Optimizer

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