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TSEL vs. BIBL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSEL vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Sands Capital US Select Growth ETF (TSEL) 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, TSEL achieves a 4.15% return, which is significantly lower than BIBL's 27.35% return.


TSEL

1D
-0.29%
1M
3.04%
YTD
4.15%
6M
2.65%
1Y
10.32%
3Y*
5Y*
10Y*

BIBL

1D
1.71%
1M
6.75%
YTD
27.35%
6M
26.01%
1Y
44.87%
3Y*
23.31%
5Y*
10.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSEL vs. BIBL - Yearly Performance Comparison


2026 (YTD)2025
TSEL
Touchstone Sands Capital US Select Growth ETF
4.15%12.41%
BIBL
Inspire 100 ETF
27.35%17.71%

Correlation

The correlation between TSEL and BIBL is 0.53, 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

0.53

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2025

0.60

The correlation between TSEL and BIBL has been stable across timeframes, ranging from 0.53 to 0.60 - a consistent structural relationship.

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Return for Risk

TSEL vs. BIBL — Risk / Return Rank

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

TSEL
TSEL Risk / Return Rank: 1515
Overall Rank
TSEL Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TSEL Sortino Ratio Rank: 1515
Sortino Ratio Rank
TSEL Omega Ratio Rank: 1515
Omega Ratio Rank
TSEL Calmar Ratio Rank: 1313
Calmar Ratio Rank
TSEL Martin Ratio Rank: 1313
Martin Ratio Rank

BIBL
BIBL Risk / Return Rank: 8787
Overall Rank
BIBL Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 8585
Sortino Ratio Rank
BIBL Omega Ratio Rank: 8383
Omega Ratio Rank
BIBL Calmar Ratio Rank: 8989
Calmar Ratio Rank
BIBL Martin Ratio Rank: 9292
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.

TSEL vs. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Sands Capital US Select Growth ETF (TSEL) 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.


TSELBIBLDifference
Sharpe ratioReturn per unit of total volatility

-2.28

Sortino ratioReturn per unit of downside risk

-2.84

Omega ratioGain probability vs. loss probability

1.10

1.47

-0.38

Calmar ratioReturn relative to maximum drawdown

0.44

5.04

-4.60

Martin ratioReturn relative to average drawdown

1.08

21.50

-20.42

TSEL vs. BIBL - Sharpe Ratio Comparison

The current TSEL Sharpe Ratio is 0.49, which is lower than the BIBL Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of TSEL 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

TSEL vs. BIBL - Drawdown Comparison

The maximum TSEL drawdown since its inception was -28.95%, smaller than the maximum BIBL drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for TSEL and BIBL.


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Drawdown Indicators


TSELBIBLDifference

Max Drawdown

Largest peak-to-trough decline

-28.95%

-36.12%

+7.17%

Max Drawdown (1Y)

Largest decline over 1 year

-23.47%

-8.94%

-14.53%

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

-4.59%

0.00%

-4.59%

Average Drawdown

Average peak-to-trough decline

-8.18%

-7.01%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.57%

2.09%

+7.48%

Volatility

TSEL vs. BIBL - Volatility Comparison

Touchstone Sands Capital US Select Growth ETF (TSEL) has a higher volatility of 7.60% compared to Inspire 100 ETF (BIBL) at 6.40%. This indicates that TSEL'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


TSELBIBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.60%

6.40%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

16.55%

13.46%

+3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

21.28%

16.33%

+4.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.89%

19.74%

+7.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.89%

21.10%

+5.79%

TSEL vs. BIBL - Expense Ratio Comparison

TSEL has a 0.67% expense ratio, which is higher than BIBL's 0.35% expense ratio.


Dividends

TSEL vs. BIBL - Dividend Comparison

TSEL has not paid dividends to shareholders, while BIBL's dividend yield for the trailing twelve months is around 0.93%.


PositionTTM202520242023202220212020201920182017
BIBL
Inspire 100 ETF
0.93%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%
TSEL
Touchstone Sands Capital US Select Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TSEL and BIBL have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TSEL has higher volatility (7.60%) compared to BIBL (6.40%). In terms of maximum drawdown, TSEL dropped -28.95% vs BIBL's -36.12%.

On 1-year performance, BIBL leads with 44.87% vs 10.32% for TSEL. On fees, BIBL is cheaper at 0.35% per year. On volatility, BIBL has been the lower-risk option at 6.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BIBL has performed better with a 44.87% return vs 10.32%. 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 0.67% for TSEL.

BIBL has the higher dividend yield at 0.93%, compared with 0.00% for TSEL.

They also come from different issuers: Touchstone and Inspire. Their fees differ too: 0.67% for TSEL and 0.35% for BIBL.

BIBL currently has the higher Sharpe Ratio (2.77 vs 0.49), 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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