RISN vs. FDLS
Compare and contrast key facts about Inspire Tactical Balanced ESG ETF (RISN) and Inspire Fidelis Multi Factor ETF (FDLS).
RISN and FDLS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RISN is an actively managed fund by Inspire. It was launched on Jul 15, 2020. FDLS is a passively managed fund by Inspire that tracks the performance of the WI Fidelis Multi-Cap, Multi-Factor Index - Benchmark TR Gross. It was launched on Aug 23, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RISN or FDLS.
Key characteristics
| RISN | FDLS | |
|---|---|---|
| YTD Return | 12.71% | 11.99% |
| 1Y Return | 20.76% | 22.99% |
| Sharpe Ratio | 1.93 | 1.40 |
| Sortino Ratio | 2.80 | 2.00 |
| Omega Ratio | 1.34 | 1.25 |
| Calmar Ratio | 1.30 | 2.64 |
| Martin Ratio | 9.20 | 8.08 |
| Ulcer Index | 2.25% | 2.85% |
| Daily Std Dev | 10.76% | 16.42% |
| Max Drawdown | -21.88% | -15.20% |
| Current Drawdown | -1.73% | -2.96% |
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.
Performance
RISN vs. FDLS - Performance Comparison
In the year-to-date period, RISN achieves a 12.71% return, which is significantly higher than FDLS's 11.99% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RISN vs. FDLS - Expense Ratio Comparison
RISN has a 0.82% expense ratio, which is higher than FDLS's 0.76% expense ratio.
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.
Dividends
RISN vs. FDLS - Dividend Comparison
RISN's dividend yield for the trailing twelve months is around 1.31%, more than FDLS's 1.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
RISN Inspire Tactical Balanced ESG ETF | 1.31% | 2.05% | 1.27% | 9.62% | 4.71% |
FDLS Inspire Fidelis Multi Factor ETF | 1.07% | 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.
Volatility
RISN vs. FDLS - Volatility Comparison
The current volatility for Inspire Tactical Balanced ESG ETF (RISN) is 4.09%, while Inspire Fidelis Multi Factor ETF (FDLS) has a volatility of 5.85%. 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.