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RISN vs. FDLS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RISN and FDLS is 0.78, 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.


-0.50.00.51.00.8

Performance

RISN vs. FDLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Tactical Balanced ESG ETF (RISN) and Inspire Fidelis Multi Factor ETF (FDLS). The values are adjusted to include any dividend payments, if applicable.

15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
17.43%
27.61%
RISN
FDLS

Key characteristics

Sharpe Ratio

RISN:

0.83

FDLS:

0.57

Sortino Ratio

RISN:

1.25

FDLS:

0.88

Omega Ratio

RISN:

1.15

FDLS:

1.11

Calmar Ratio

RISN:

0.75

FDLS:

1.07

Martin Ratio

RISN:

3.71

FDLS:

3.07

Ulcer Index

RISN:

2.44%

FDLS:

3.08%

Daily Std Dev

RISN:

10.90%

FDLS:

16.64%

Max Drawdown

RISN:

-21.88%

FDLS:

-15.20%

Current Drawdown

RISN:

-6.40%

FDLS:

-8.53%

Returns By Period

The year-to-date returns for both stocks are quite close, with RISN having a 7.79% return and FDLS slightly lower at 7.53%.


RISN

YTD

7.79%

1M

-3.35%

6M

3.74%

1Y

8.01%

5Y*

N/A

10Y*

N/A

FDLS

YTD

7.53%

1M

-5.01%

6M

7.31%

1Y

8.00%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RISN vs. FDLS - Expense Ratio Comparison

RISN has a 0.82% expense ratio, which is higher than FDLS's 0.76% expense ratio.


RISN
Inspire Tactical Balanced ESG ETF
Expense ratio chart for RISN: current value at 0.82% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.82%
Expense ratio chart for FDLS: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%

Risk-Adjusted Performance

RISN vs. FDLS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Tactical Balanced ESG ETF (RISN) and Inspire Fidelis Multi Factor ETF (FDLS). 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.


Sharpe ratio
The chart of Sharpe ratio for RISN, currently valued at 0.83, compared to the broader market0.002.004.000.830.57
The chart of Sortino ratio for RISN, currently valued at 1.25, compared to the broader market-2.000.002.004.006.008.0010.001.250.88
The chart of Omega ratio for RISN, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.11
The chart of Calmar ratio for RISN, currently valued at 1.31, compared to the broader market0.005.0010.0015.001.311.07
The chart of Martin ratio for RISN, currently valued at 3.71, compared to the broader market0.0020.0040.0060.0080.00100.003.713.07
RISN
FDLS

The current RISN Sharpe Ratio is 0.83, which is higher than the FDLS Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of RISN and FDLS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.83
0.57
RISN
FDLS

Dividends

RISN vs. FDLS - Dividend Comparison

RISN's dividend yield for the trailing twelve months is around 0.89%, less than FDLS's 7.25% yield.


TTM2023202220212020
RISN
Inspire Tactical Balanced ESG ETF
0.89%2.05%1.27%9.62%4.71%
FDLS
Inspire Fidelis Multi Factor ETF
7.25%0.97%0.31%0.00%0.00%

Drawdowns

RISN vs. FDLS - Drawdown Comparison

The maximum RISN drawdown since its inception was -21.88%, which is greater than FDLS's maximum drawdown of -15.20%. Use the drawdown chart below to compare losses from any high point for RISN and FDLS. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.40%
-8.53%
RISN
FDLS

Volatility

RISN vs. FDLS - Volatility Comparison

The current volatility for Inspire Tactical Balanced ESG ETF (RISN) is 3.45%, while Inspire Fidelis Multi Factor ETF (FDLS) has a volatility of 5.38%. This indicates that RISN experiences smaller price fluctuations and is considered to be less risky than FDLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.45%
5.38%
RISN
FDLS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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