AADAX vs. TPDAX
Compare and contrast key facts about Invesco Select Risk: Growth Investor Fund (AADAX) and Timothy Plan Defensive Strategies Fund (TPDAX).
AADAX is managed by Invesco. It was launched on Apr 29, 2004. TPDAX is managed by Timothy Plan. It was launched on Nov 3, 2009.
Performance
AADAX vs. TPDAX - Performance Comparison
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AADAX vs. TPDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AADAX Invesco Select Risk: Growth Investor Fund | -3.23% | 15.52% | 9.61% | 13.38% | -18.74% | 13.66% | 11.79% | 20.63% | -8.29% | 15.76% |
TPDAX Timothy Plan Defensive Strategies Fund | 7.48% | 23.97% | 5.29% | 7.71% | -5.63% | 12.15% | 8.83% | 13.77% | -7.24% | 4.14% |
Returns By Period
In the year-to-date period, AADAX achieves a -3.23% return, which is significantly lower than TPDAX's 7.48% return. Both investments have delivered pretty close results over the past 10 years, with AADAX having a 7.00% annualized return and TPDAX not far ahead at 7.10%.
AADAX
- 1D
- -0.37%
- 1M
- -7.60%
- YTD
- -3.23%
- 6M
- -0.75%
- 1Y
- 13.83%
- 3Y*
- 9.88%
- 5Y*
- 4.26%
- 10Y*
- 7.00%
TPDAX
- 1D
- 0.05%
- 1M
- -6.08%
- YTD
- 7.48%
- 6M
- 12.53%
- 1Y
- 24.49%
- 3Y*
- 13.72%
- 5Y*
- 9.55%
- 10Y*
- 7.10%
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AADAX vs. TPDAX - Expense Ratio Comparison
AADAX has a 0.43% expense ratio, which is lower than TPDAX's 1.37% expense ratio.
Return for Risk
AADAX vs. TPDAX — Risk / Return Rank
AADAX
TPDAX
AADAX vs. TPDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Select Risk: Growth Investor Fund (AADAX) and Timothy Plan Defensive Strategies Fund (TPDAX). 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.
| AADAX | TPDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 2.07 | -1.05 |
Sortino ratioReturn per unit of downside risk | 1.50 | 2.68 | -1.18 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.39 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 3.33 | -2.06 |
Martin ratioReturn relative to average drawdown | 5.73 | 12.75 | -7.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AADAX | TPDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 2.07 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.95 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.72 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.58 | -0.20 |
Correlation
The correlation between AADAX and TPDAX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AADAX vs. TPDAX - Dividend Comparison
AADAX's dividend yield for the trailing twelve months is around 4.11%, more than TPDAX's 0.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AADAX Invesco Select Risk: Growth Investor Fund | 4.11% | 3.98% | 4.66% | 2.08% | 5.87% | 6.35% | 11.65% | 9.73% | 2.44% | 1.83% | 1.13% | 1.59% |
TPDAX Timothy Plan Defensive Strategies Fund | 0.75% | 0.80% | 2.76% | 2.35% | 4.48% | 0.50% | 0.00% | 2.89% | 2.69% | 0.13% | 0.33% | 0.00% |
Drawdowns
AADAX vs. TPDAX - Drawdown Comparison
The maximum AADAX drawdown since its inception was -55.79%, which is greater than TPDAX's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for AADAX and TPDAX.
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Drawdown Indicators
| AADAX | TPDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.79% | -22.29% | -33.50% |
Max Drawdown (1Y)Largest decline over 1 year | -9.32% | -7.58% | -1.74% |
Max Drawdown (5Y)Largest decline over 5 years | -26.59% | -17.58% | -9.01% |
Max Drawdown (10Y)Largest decline over 10 years | -31.26% | -22.29% | -8.97% |
Current DrawdownCurrent decline from peak | -7.82% | -6.56% | -1.26% |
Average DrawdownAverage peak-to-trough decline | -8.59% | -4.94% | -3.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 1.98% | +0.13% |
Volatility
AADAX vs. TPDAX - Volatility Comparison
Invesco Select Risk: Growth Investor Fund (AADAX) has a higher volatility of 4.28% compared to Timothy Plan Defensive Strategies Fund (TPDAX) at 4.00%. This indicates that AADAX's price experiences larger fluctuations and is considered to be riskier than TPDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AADAX | TPDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.28% | 4.00% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 9.73% | -1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 12.21% | +1.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.72% | 10.12% | +2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.57% | 9.86% | +3.71% |