PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Timothy Plan Strategic Growth Fund (TSGAX) Sharpe Ratio: 1.61

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The investment seeks to generate medium to high levels of long-term capital growth. The fund normally invests at least 75% of its total assets in the traditional funds. The advisor will determine the specific asset allocation program on a continuous basis, based on its forecast of the overall market. On each day that the fund is open for business, the advisor will review the asset allocation program and reallocate, as necessary, and will reallocate for any new underlying funds in which the fund may elect to invest.

TSGAX's Sharpe Ratio of 1.61 indicates that for each unit of volatility, it generates 1.61 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

TSGAX Sharpe Ratio Rank

TSGAX Sharpe Ratio Rank: 31.231
Below Average

TSGAX ranks above 31.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

TSGAX Sharpe Ratio Market Positioning

The chart shows TSGAX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.64+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Timothy Plan Strategic Growth Fund's Sharpe Ratio with other mutual funds in the Diversified Portfolio category across multiple time periods, showing how TSGAX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
STDAXSEI Asset Allocation Trust Defensive Strategy Allocation Fund4.78
TIBIXThornburg Investment Income Builder Fund Class I4.76
NWQIXNuveen Flexible Income Fund3.98
EKBAXAllspring Diversified Capital Builder Fund3.97
FSRKXFidelity Strategic Real Return Fund Class K63.67
FIQDXFidelity Advisor Strategic Real Return Fund Class Z3.65
FSRRXFidelity Strategic Real Return Fund3.61
FMUAXFederated Hermes Municipal and Stock Advantage Fund3.56
AYBLXPioneer Balanced ESG Fund3.55
FSIRXFidelity Advisor Strategic Real Return Fund Class I3.54
TSGAXTimothy Plan Strategic Growth Fund1.61

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows TSGAX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when TSGAX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does TSGAX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio