SAWG vs. BIBL

Last updated Jun 4, 2026

SAWG (AAM Sawgrass U.S. Large Cap Quality Growth ETF) and BIBL (Inspire 100 ETF) are both Large Cap Growth Equities funds. SAWG is actively managed, while BIBL is passively managed. Over the past year, SAWG returned 21.77% vs 40.34% for BIBL. A 0.77 correlation means they provide meaningful diversification when combined. SAWG charges 0.49%/yr vs 0.35%/yr for BIBL.

Performance

SAWG vs. BIBL - Performance Comparison

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

Returns By Period

In the year-to-date period, SAWG achieves a 8.93% return, which is significantly lower than BIBL's 23.84% return.

SAWG

• 1D: 0.17%
• 1M: 5.57%
• YTD: 8.93%
• 6M: 8.16%
• 1Y: 21.77%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BIBL

• 1D: 0.42%
• 1M: 5.68%
• YTD: 23.84%
• 6M: 22.77%
• 1Y: 40.34%
• 3Y*: 22.20%
• 5Y*: 10.11%
• 10Y*: —

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

SAWG vs. BIBL - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SAWG AAM Sawgrass U.S. Large Cap Quality Growth ETF	8.93%	11.30%	5.66%
BIBL Inspire 100 ETF	23.84%	17.27%	0.02%

Correlation

The correlation between SAWG and BIBL is 0.71, 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	0.71
Correlation (All Time) Calculated using the full available price history since Aug 1, 2024	0.77

The correlation between SAWG and BIBL has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.

SAWG vs. BIBL - Sectors Allocation Comparison

Sectors	SAWG	BIBL
Technology	43.3%	30.1%
Healthcare	15.8%	4.3%
Consumer Cyclical	13.0%	0.3%
Communication Services	9.0%	-
Financial Services	7.7%	8.3%
Industrials	7.4%	26.8%
Consumer Defensive	3.8%	0.5%
Basic Materials	-	4.2%
Energy	-	6.9%
Real Estate	-	14.7%
Utilities	-	3.5%

Return for Risk

SAWG vs. BIBL — Risk / Return Rank

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

SAWG

SAWG Risk / Return Rank: 48
SAWG Sharpe Ratio Rank: 52
SAWG Sortino Ratio Rank: 52
SAWG Omega Ratio Rank: 49
SAWG Calmar Ratio Rank: 40
SAWG Martin Ratio Rank: 49

BIBL

BIBL Risk / Return Rank: 81
BIBL Sharpe Ratio Rank: 80
BIBL Sortino Ratio Rank: 78
BIBL Omega Ratio Rank: 75
BIBL Calmar Ratio Rank: 84
BIBL Martin Ratio Rank: 88

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.

SAWG vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM Sawgrass U.S. Large Cap Quality Growth ETF (SAWG) 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.

	SAWG	BIBL	Difference
Sharpe ratio: Return per unit of total volatility	1.76	2.62	-0.86
Sortino ratio: Return per unit of downside risk	2.48	3.53	-1.05
Omega ratio: Gain probability vs. loss probability	1.31	1.45	-0.15
Calmar ratio: Return relative to maximum drawdown	1.93	4.53	-2.60
Martin ratio: Return relative to average drawdown	8.05	19.63	-11.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SAWG vs. BIBL - Sharpe Ratio Comparison

The current SAWG Sharpe Ratio is 1.76, which is lower than the BIBL Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of SAWG 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.

Sharpe Ratios by Period

	SAWG	BIBL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.76	2.62	-0.86
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.52	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.90	0.63	+0.27

Drawdowns

SAWG vs. BIBL - Drawdown Comparison

The maximum SAWG drawdown since its inception was -18.68%, smaller than the maximum BIBL drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for SAWG and BIBL.

Drawdown Indicators

	SAWG	BIBL	Difference
Max Drawdown Largest peak-to-trough decline	-18.68%	-36.12%	+17.44%
Max Drawdown (1Y) Largest decline over 1 year	-11.33%	-8.94%	-2.39%
Max Drawdown (3Y) Largest decline over 3 years	—	-20.60%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-30.85%	—
Current Drawdown Current decline from peak	-0.27%	0.00%	-0.27%
Average Drawdown Average peak-to-trough decline	-2.66%	-7.04%	+4.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.71%	2.06%	+0.65%

Volatility

SAWG vs. BIBL - Volatility Comparison

The current volatility for AAM Sawgrass U.S. Large Cap Quality Growth ETF (SAWG) is 3.58%, while Inspire 100 ETF (BIBL) has a volatility of 4.62%. This indicates that SAWG 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

	SAWG	BIBL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.58%	4.62%	-1.04%
Volatility (6M) Calculated over the trailing 6-month period	9.69%	12.63%	-2.94%
Volatility (1Y) Calculated over the trailing 1-year period	12.40%	15.47%	-3.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.21%	19.59%	-3.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.21%	21.08%	-4.87%

SAWG vs. BIBL - Expense Ratio Comparison

SAWG has a 0.49% expense ratio, which is higher than BIBL's 0.35% expense ratio.

Dividends

SAWG vs. BIBL - Dividend Comparison

SAWG's dividend yield for the trailing twelve months is around 0.25%, 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%
SAWG AAM Sawgrass U.S. Large Cap Quality Growth ETF	0.25%	0.27%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SAWG and BIBL in my portfolio?

SAWG and BIBL have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SAWG or BIBL?

BIBL has higher volatility (4.62%) compared to SAWG (3.58%). In terms of maximum drawdown, SAWG dropped -18.68% vs BIBL's -36.12%.

Which ETF is better, SAWG or BIBL?

On 1-year performance, BIBL leads with 40.34% vs 21.77% for SAWG. On fees, BIBL is cheaper at 0.35% per year. On volatility, SAWG has been the lower-risk option at 3.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SAWG or BIBL?

Over the 1-year period, BIBL has performed better with a 40.34% return vs 21.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SAWG or BIBL?

BIBL is cheaper with a 0.35% expense ratio, compared with 0.49% for SAWG.

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

BIBL has the higher dividend yield at 0.95%, compared with 0.25% for SAWG.

What is the main difference between SAWG and BIBL?

They also come from different issuers: AAM and Inspire. Their fees differ too: 0.49% for SAWG and 0.35% for BIBL.

Which has better risk-adjusted returns?

BIBL currently has the higher Sharpe Ratio (2.62 vs 1.76), 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.