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ISIN
US8874326155
CUSIP
887432615
Inception Date
May 7, 2007
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

TPHAX Performance Chart

Timothy Plan High Yield Bond Fund (TPHAX) is up 2.0% since the beginning of the year. TPHAX is currently trading at $9 per share. Investors who bought $1,000 worth of TPHAX shares 5 years ago would now be looking at an investment worth $1,189.


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S&P 500 Index

Returns By Period

Timothy Plan High Yield Bond Fund (TPHAX) has returned 1.98% so far this year and 6.25% over the past 12 months. Over the last ten years, TPHAX has returned 4.99% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Timothy Plan High Yield Bond Fund

1D
0.00%
1M
0.77%
YTD
1.98%
6M
2.31%
1Y
6.25%
3Y*
8.03%
5Y*
3.53%
10Y*
4.99%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TPHAX Monthly Returns History

Based on dividend-adjusted daily data since May 10, 2007, TPHAX's average daily return is +0.02%, while the average monthly return is +0.42%. At this rate, an investment would double in approximately 13.8 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2009 with a return of +11.5%, while the worst month was Oct 2008 at -18.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, TPHAX closed higher 45% of trading days. The best single day was Jan 6, 2009 with a return of +3.2%, while the worst single day was Oct 10, 2008 at -4.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.44%0.22%-1.36%2.03%0.44%0.22%1.98%
20251.12%0.55%-1.26%0.23%1.69%1.84%0.11%1.21%0.49%-0.11%0.77%0.70%7.57%
20240.46%0.11%1.30%-0.46%1.26%1.03%1.70%1.34%1.10%-0.66%0.89%-0.36%7.95%
20233.64%-0.82%0.77%1.19%-0.35%0.93%1.54%-0.00%-1.49%-1.80%4.65%3.58%12.24%
2022-2.14%-1.14%-1.35%-3.45%-0.33%-7.26%5.99%-2.31%-4.61%2.63%1.95%-0.30%-12.24%
20210.72%0.51%0.55%1.23%-0.00%1.36%-0.00%0.60%0.08%-0.30%-0.91%1.73%5.69%

Benchmark Metrics

Timothy Plan High Yield Bond Fund has an annualized alpha of 3.80%, beta of 0.10, and R2 of 0.14 versus S&P 500 Index. Calculated based on daily prices since May 10, 2007.

  • This fund participated in 43.65% of S&P 500 Index downside but only 38.67% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.10 may look defensive, but with R2 of 0.14 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.14 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3.80%
Beta
0.10
0.14
Upside Capture
38.67%
Downside Capture
43.65%

Expense Ratio

TPHAX has a high expense ratio of 1.39%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

TPHAX ranks 71 for risk / return — better than 71% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


TPHAX Risk / Return Rank: 7171
Overall Rank
TPHAX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
TPHAX Sortino Ratio Rank: 7979
Sortino Ratio Rank
TPHAX Omega Ratio Rank: 8282
Omega Ratio Rank
TPHAX Calmar Ratio Rank: 4949
Calmar Ratio Rank
TPHAX Martin Ratio Rank: 7070
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Timothy Plan High Yield Bond Fund (TPHAX) and compare them to S&P 500 Index.

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.


TPHAXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.50

1.37

+0.13

Calmar ratioReturn relative to maximum drawdown

2.55

2.78

-0.23

Martin ratioReturn relative to average drawdown

12.67

12.44

+0.23

Dividends

Dividend History

Timothy Plan High Yield Bond Fund provided a 5.68% dividend yield over the last twelve months, with an annual payout of $0.52 per share.


3.50%4.00%4.50%5.00%5.50%$0.00$0.10$0.20$0.30$0.40$0.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.52$0.49$0.51$0.47$0.38$0.42$0.41$0.39$0.35$0.33$0.35$0.40

Dividend yield

5.68%5.39%5.75%5.35%4.60%4.23%4.26%4.11%4.13%3.55%3.88%4.72%

Monthly Dividends

The table displays the monthly dividend distributions for Timothy Plan High Yield Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.16$0.00$0.00$0.00$0.16
2025$0.00$0.00$0.14$0.00$0.00$0.12$0.00$0.00$0.13$0.00$0.00$0.11$0.49
2024$0.00$0.00$0.13$0.00$0.00$0.14$0.00$0.00$0.13$0.00$0.00$0.11$0.51
2023$0.00$0.00$0.13$0.00$0.00$0.11$0.00$0.00$0.13$0.00$0.00$0.09$0.47
2022$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.08$0.38
2021$0.00$0.00$0.08$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.13$0.42

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Timothy Plan High Yield Bond Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Timothy Plan High Yield Bond Fund was 35.48%, occurring on Dec 15, 2008. Recovery took 196 trading sessions.

The current Timothy Plan High Yield Bond Fund drawdown is 0.11%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-35.48%Dec 2008
1y 2mo9mo 14d
1y 11moOct 2007 - Sep 2009
COVID crash2020
-22.38%Mar 2020
2mo 1d5mo 5d
7mo 6dJan 2020 - Aug 2020
Bear market2022
-15.98%Sep 2022
8mo 28d1y 5mo
2y 2moJan 2022 - Mar 2024
2016 correction2016
-13.18%Feb 2016
1y 7mo5mo 2d
2y 5dJul 2014 - Jul 2016
2011 pullback2011
-9.56%Oct 2011
4mo 14d4mo 5d
8mo 19dMay 2011 - Feb 2012

Drawdown Indicators


TPHAXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-35.48%

-56.78%

+21.30%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-9.10%

+6.60%

Max Drawdown (3Y)

Largest decline over 3 years

-3.94%

-18.90%

+14.96%

Max Drawdown (5Y)

Largest decline over 5 years

-15.98%

-25.43%

+9.45%

Max Drawdown (10Y)

Largest decline over 10 years

-22.38%

-33.92%

+11.54%

Current Drawdown

Current decline from peak

-0.11%

-1.80%

+1.69%

Average Drawdown

Average peak-to-trough decline

-3.25%

-10.71%

+7.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

2.03%

-1.53%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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