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

Correlation

The correlation between YALL 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.


-0.50.00.51.00.8

Performance

YALL vs. FDLS - Performance Comparison

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

20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
103.13%
40.52%
YALL
FDLS

Key characteristics

Sharpe Ratio

YALL:

2.34

FDLS:

0.57

Sortino Ratio

YALL:

3.16

FDLS:

0.88

Omega Ratio

YALL:

1.40

FDLS:

1.11

Calmar Ratio

YALL:

4.16

FDLS:

1.07

Martin Ratio

YALL:

14.68

FDLS:

3.07

Ulcer Index

YALL:

2.47%

FDLS:

3.08%

Daily Std Dev

YALL:

15.46%

FDLS:

16.64%

Max Drawdown

YALL:

-12.03%

FDLS:

-15.20%

Current Drawdown

YALL:

-4.41%

FDLS:

-8.53%

Returns By Period

In the year-to-date period, YALL achieves a 32.89% return, which is significantly higher than FDLS's 7.53% return.


YALL

YTD

32.89%

1M

-1.52%

6M

13.52%

1Y

33.77%

5Y*

N/A

10Y*

N/A

FDLS

YTD

7.53%

1M

-5.01%

6M

7.31%

1Y

8.00%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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


YALL vs. FDLS - Expense Ratio Comparison

YALL has a 0.65% expense ratio, which is lower than FDLS's 0.76% expense ratio.


FDLS
Inspire Fidelis Multi Factor ETF
Expense ratio chart for FDLS: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
Expense ratio chart for YALL: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

YALL vs. FDLS - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for YALL, currently valued at 2.34, compared to the broader market0.002.004.002.340.57
The chart of Sortino ratio for YALL, currently valued at 3.16, compared to the broader market-2.000.002.004.006.008.0010.003.160.88
The chart of Omega ratio for YALL, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.11
The chart of Calmar ratio for YALL, currently valued at 4.16, compared to the broader market0.005.0010.0015.004.161.07
The chart of Martin ratio for YALL, currently valued at 14.68, compared to the broader market0.0020.0040.0060.0080.00100.0014.683.07
YALL
FDLS

The current YALL Sharpe Ratio is 2.34, which is higher than the FDLS Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of YALL and FDLS, 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
2.34
0.57
YALL
FDLS

Dividends

YALL vs. FDLS - Dividend Comparison

YALL has not paid dividends to shareholders, while FDLS's dividend yield for the trailing twelve months is around 7.25%.


TTM20232022
YALL
God Bless America ETF
0.00%3.51%0.19%
FDLS
Inspire Fidelis Multi Factor ETF
7.25%0.97%0.31%

Drawdowns

YALL vs. FDLS - Drawdown Comparison

The maximum YALL drawdown since its inception was -12.03%, smaller than the maximum FDLS drawdown of -15.20%. Use the drawdown chart below to compare losses from any high point for YALL and FDLS. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.41%
-8.53%
YALL
FDLS

Volatility

YALL vs. FDLS - Volatility Comparison

God Bless America ETF (YALL) and Inspire Fidelis Multi Factor ETF (FDLS) have volatilities of 5.47% and 5.38%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.47%
5.38%
YALL
FDLS
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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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