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WWJD vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WWJD and FXAIX is 0.75, 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

WWJD vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire International ESG ETF (WWJD) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-2.05%
7.90%
WWJD
FXAIX

Key characteristics

Sharpe Ratio

WWJD:

0.16

FXAIX:

1.97

Sortino Ratio

WWJD:

0.31

FXAIX:

2.63

Omega Ratio

WWJD:

1.04

FXAIX:

1.37

Calmar Ratio

WWJD:

0.18

FXAIX:

2.93

Martin Ratio

WWJD:

0.57

FXAIX:

12.99

Ulcer Index

WWJD:

3.70%

FXAIX:

1.90%

Daily Std Dev

WWJD:

13.23%

FXAIX:

12.58%

Max Drawdown

WWJD:

-35.76%

FXAIX:

-33.79%

Current Drawdown

WWJD:

-11.49%

FXAIX:

-3.62%

Returns By Period

In the year-to-date period, WWJD achieves a -0.25% return, which is significantly lower than FXAIX's 24.65% return.


WWJD

YTD

-0.25%

1M

-3.71%

6M

-1.92%

1Y

0.91%

5Y*

5.73%

10Y*

N/A

FXAIX

YTD

24.65%

1M

-0.72%

6M

7.90%

1Y

26.58%

5Y*

14.57%

10Y*

12.79%

Compare stocks, funds, or ETFs

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


WWJD vs. FXAIX - Expense Ratio Comparison

WWJD has a 0.80% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


WWJD
Inspire International ESG ETF
Expense ratio chart for WWJD: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

WWJD vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire International ESG ETF (WWJD) and Fidelity 500 Index Fund (FXAIX). 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 WWJD, currently valued at 0.07, compared to the broader market0.002.004.000.071.97
The chart of Sortino ratio for WWJD, currently valued at 0.18, compared to the broader market-2.000.002.004.006.008.0010.000.182.63
The chart of Omega ratio for WWJD, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.37
The chart of Calmar ratio for WWJD, currently valued at 0.08, compared to the broader market0.005.0010.0015.000.082.93
The chart of Martin ratio for WWJD, currently valued at 0.24, compared to the broader market0.0020.0040.0060.0080.00100.000.2412.99
WWJD
FXAIX

The current WWJD Sharpe Ratio is 0.16, which is lower than the FXAIX Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of WWJD and FXAIX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.07
1.97
WWJD
FXAIX

Dividends

WWJD vs. FXAIX - Dividend Comparison

WWJD's dividend yield for the trailing twelve months is around 2.31%, more than FXAIX's 0.89% yield.


TTM20232022202120202019201820172016201520142013
WWJD
Inspire International ESG ETF
2.31%2.56%2.09%15.21%1.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
0.89%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

WWJD vs. FXAIX - Drawdown Comparison

The maximum WWJD drawdown since its inception was -35.76%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for WWJD and FXAIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.49%
-3.62%
WWJD
FXAIX

Volatility

WWJD vs. FXAIX - Volatility Comparison

Inspire International ESG ETF (WWJD) and Fidelity 500 Index Fund (FXAIX) have volatilities of 3.63% and 3.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.63%
3.62%
WWJD
FXAIX
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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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