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

Correlation

The correlation between YALL and FDLS is 0.80, 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.


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.

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Key characteristics

Sharpe Ratio

YALL:

1.08

FDLS:

0.28

Sortino Ratio

YALL:

1.68

FDLS:

0.47

Omega Ratio

YALL:

1.22

FDLS:

1.06

Calmar Ratio

YALL:

1.18

FDLS:

0.22

Martin Ratio

YALL:

4.28

FDLS:

0.72

Ulcer Index

YALL:

5.43%

FDLS:

7.17%

Daily Std Dev

YALL:

21.52%

FDLS:

22.79%

Max Drawdown

YALL:

-19.72%

FDLS:

-23.32%

Current Drawdown

YALL:

0.00%

FDLS:

-5.15%

Returns By Period

In the year-to-date period, YALL achieves a 8.15% return, which is significantly higher than FDLS's 3.81% return.


YALL

YTD

8.15%

1M

15.76%

6M

6.03%

1Y

22.96%

3Y*

N/A

5Y*

N/A

10Y*

N/A

FDLS

YTD

3.81%

1M

15.72%

6M

-0.50%

1Y

6.34%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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God Bless America ETF

Inspire Fidelis Multi Factor ETF

YALL vs. FDLS - Expense Ratio Comparison

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


Risk-Adjusted Performance

YALL vs. FDLS — 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 8484
Overall Rank
The Sharpe Ratio Rank of YALL is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of YALL is 8585
Sortino Ratio Rank
The Omega Ratio Rank of YALL is 8383
Omega Ratio Rank
The Calmar Ratio Rank of YALL is 8585
Calmar Ratio Rank
The Martin Ratio Rank of YALL is 8181
Martin Ratio Rank

FDLS
The Risk-Adjusted Performance Rank of FDLS is 2929
Overall Rank
The Sharpe Ratio Rank of FDLS is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of FDLS is 2828
Sortino Ratio Rank
The Omega Ratio Rank of FDLS is 2828
Omega Ratio Rank
The Calmar Ratio Rank of FDLS is 3131
Calmar Ratio Rank
The Martin Ratio Rank of FDLS is 2929
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. 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.


The current YALL Sharpe Ratio is 1.08, which is higher than the FDLS Sharpe Ratio of 0.28. 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.


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Dividends

YALL vs. FDLS - Dividend Comparison

YALL's dividend yield for the trailing twelve months is around 0.46%, less than FDLS's 6.93% yield.


TTM202420232022
YALL
God Bless America ETF
0.46%0.50%3.51%0.19%
FDLS
Inspire Fidelis Multi Factor ETF
6.93%7.26%0.97%0.31%

Drawdowns

YALL vs. FDLS - Drawdown Comparison

The maximum YALL drawdown since its inception was -19.72%, smaller than the maximum FDLS drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for YALL and FDLS. For additional features, visit the drawdowns tool.


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Volatility

YALL vs. FDLS - Volatility Comparison

The current volatility for God Bless America ETF (YALL) is 5.39%, while Inspire Fidelis Multi Factor ETF (FDLS) has a volatility of 6.06%. This indicates that YALL experiences smaller price fluctuations and is considered to be less risky than FDLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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