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YALL vs. BLES
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between YALL and BLES is 0.84, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

YALL vs. BLES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in God Bless America ETF (YALL) and Inspire Global Hope ETF (BLES). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
97.76%
42.88%
YALL
BLES

Key characteristics

Sharpe Ratio

YALL:

0.80

BLES:

0.34

Sortino Ratio

YALL:

1.29

BLES:

0.60

Omega Ratio

YALL:

1.17

BLES:

1.08

Calmar Ratio

YALL:

0.87

BLES:

0.38

Martin Ratio

YALL:

3.20

BLES:

1.61

Ulcer Index

YALL:

5.37%

BLES:

3.69%

Daily Std Dev

YALL:

21.30%

BLES:

17.60%

Max Drawdown

YALL:

-19.72%

BLES:

-40.35%

Current Drawdown

YALL:

-6.95%

BLES:

-3.67%

Returns By Period

In the year-to-date period, YALL achieves a -0.48% return, which is significantly lower than BLES's 3.18% return.


YALL

YTD

-0.48%

1M

3.09%

6M

3.66%

1Y

20.19%

5Y*

N/A

10Y*

N/A

BLES

YTD

3.18%

1M

0.48%

6M

0.35%

1Y

7.88%

5Y*

13.89%

10Y*

N/A

*Annualized

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YALL vs. BLES - Expense Ratio Comparison

YALL has a 0.65% expense ratio, which is higher than BLES's 0.52% expense ratio.


Expense ratio chart for YALL: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
YALL: 0.65%
Expense ratio chart for BLES: current value is 0.52%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BLES: 0.52%

Risk-Adjusted Performance

YALL vs. BLES — Risk-Adjusted Performance Rank

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

YALL
The Risk-Adjusted Performance Rank of YALL is 7575
Overall Rank
The Sharpe Ratio Rank of YALL is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of YALL is 7575
Sortino Ratio Rank
The Omega Ratio Rank of YALL is 7474
Omega Ratio Rank
The Calmar Ratio Rank of YALL is 7979
Calmar Ratio Rank
The Martin Ratio Rank of YALL is 7474
Martin Ratio Rank

BLES
The Risk-Adjusted Performance Rank of BLES is 4646
Overall Rank
The Sharpe Ratio Rank of BLES is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of BLES is 4343
Sortino Ratio Rank
The Omega Ratio Rank of BLES is 4343
Omega Ratio Rank
The Calmar Ratio Rank of BLES is 5151
Calmar Ratio Rank
The Martin Ratio Rank of BLES is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

YALL vs. BLES - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for God Bless America ETF (YALL) and Inspire Global Hope ETF (BLES). 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.


The chart of Sharpe ratio for YALL, currently valued at 0.80, compared to the broader market-1.000.001.002.003.004.00
YALL: 0.80
BLES: 0.34
The chart of Sortino ratio for YALL, currently valued at 1.29, compared to the broader market-2.000.002.004.006.008.00
YALL: 1.29
BLES: 0.60
The chart of Omega ratio for YALL, currently valued at 1.17, compared to the broader market0.501.001.502.002.50
YALL: 1.17
BLES: 1.08
The chart of Calmar ratio for YALL, currently valued at 0.87, compared to the broader market0.002.004.006.008.0010.00
YALL: 0.87
BLES: 0.38
The chart of Martin ratio for YALL, currently valued at 3.20, compared to the broader market0.0020.0040.0060.00
YALL: 3.20
BLES: 1.61

The current YALL Sharpe Ratio is 0.80, which is higher than the BLES Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of YALL and BLES, 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 Ratio-1.000.001.002.003.004.00December2025FebruaryMarchAprilMay
0.80
0.34
YALL
BLES

Dividends

YALL vs. BLES - Dividend Comparison

YALL's dividend yield for the trailing twelve months is around 0.50%, less than BLES's 1.68% yield.


TTM20242023202220212020201920182017
YALL
God Bless America ETF
0.50%0.50%3.51%0.19%0.00%0.00%0.00%0.00%0.00%
BLES
Inspire Global Hope ETF
1.68%1.90%1.81%1.64%9.28%1.61%2.15%2.39%1.99%

Drawdowns

YALL vs. BLES - Drawdown Comparison

The maximum YALL drawdown since its inception was -19.72%, smaller than the maximum BLES drawdown of -40.35%. Use the drawdown chart below to compare losses from any high point for YALL and BLES. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-6.95%
-3.67%
YALL
BLES

Volatility

YALL vs. BLES - Volatility Comparison

God Bless America ETF (YALL) has a higher volatility of 14.26% compared to Inspire Global Hope ETF (BLES) at 12.04%. This indicates that YALL's price experiences larger fluctuations and is considered to be riskier than BLES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
14.26%
12.04%
YALL
BLES