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BUFMX vs. TAAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BUFMX vs. TAAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Buffalo Mid Cap Fund (BUFMX) and Timothy Plan Aggressive Growth Fund (TAAGX). The values are adjusted to include any dividend payments, if applicable.

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BUFMX vs. TAAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BUFMX
Buffalo Mid Cap Fund
-9.21%-1.68%6.73%26.92%-27.89%14.39%34.24%37.96%-7.29%13.59%
TAAGX
Timothy Plan Aggressive Growth Fund
10.71%16.01%25.45%26.46%-25.98%17.90%36.11%27.71%-12.17%19.12%

Returns By Period

In the year-to-date period, BUFMX achieves a -9.21% return, which is significantly lower than TAAGX's 10.71% return. Over the past 10 years, BUFMX has underperformed TAAGX with an annualized return of 7.63%, while TAAGX has yielded a comparatively higher 13.08% annualized return.


BUFMX

1D
2.56%
1M
-6.91%
YTD
-9.21%
6M
-13.70%
1Y
-6.91%
3Y*
3.58%
5Y*
-1.32%
10Y*
7.63%

TAAGX

1D
4.08%
1M
-4.43%
YTD
10.71%
6M
13.01%
1Y
48.03%
3Y*
22.34%
5Y*
11.13%
10Y*
13.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BUFMX vs. TAAGX - Expense Ratio Comparison

BUFMX has a 1.02% expense ratio, which is lower than TAAGX's 1.61% expense ratio.


Return for Risk

BUFMX vs. TAAGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BUFMX
BUFMX Risk / Return Rank: 22
Overall Rank
BUFMX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BUFMX Sortino Ratio Rank: 22
Sortino Ratio Rank
BUFMX Omega Ratio Rank: 22
Omega Ratio Rank
BUFMX Calmar Ratio Rank: 22
Calmar Ratio Rank
BUFMX Martin Ratio Rank: 22
Martin Ratio Rank

TAAGX
TAAGX Risk / Return Rank: 9292
Overall Rank
TAAGX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
TAAGX Sortino Ratio Rank: 9090
Sortino Ratio Rank
TAAGX Omega Ratio Rank: 8585
Omega Ratio Rank
TAAGX Calmar Ratio Rank: 9797
Calmar Ratio Rank
TAAGX Martin Ratio Rank: 9797
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.

BUFMX vs. TAAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Buffalo Mid Cap Fund (BUFMX) and Timothy Plan Aggressive Growth Fund (TAAGX). 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.


BUFMXTAAGXDifference

Sharpe ratio

Return per unit of total volatility

-0.34

2.01

-2.35

Sortino ratio

Return per unit of downside risk

-0.36

2.66

-3.02

Omega ratio

Gain probability vs. loss probability

0.95

1.36

-0.41

Calmar ratio

Return relative to maximum drawdown

-0.35

4.06

-4.41

Martin ratio

Return relative to average drawdown

-0.94

17.43

-18.38

BUFMX vs. TAAGX - Sharpe Ratio Comparison

The current BUFMX Sharpe Ratio is -0.34, which is lower than the TAAGX Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of BUFMX and TAAGX, 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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Sharpe Ratios by Period


BUFMXTAAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.34

2.01

-2.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.49

-0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.60

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.23

+0.13

Correlation

The correlation between BUFMX and TAAGX is 0.90, 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.


Dividends

BUFMX vs. TAAGX - Dividend Comparison

BUFMX's dividend yield for the trailing twelve months is around 11.35%, more than TAAGX's 3.10% yield.


TTM20252024202320222021202020192018201720162015
BUFMX
Buffalo Mid Cap Fund
11.35%10.31%6.93%5.21%5.46%11.45%6.91%8.20%4.47%25.22%8.49%13.06%
TAAGX
Timothy Plan Aggressive Growth Fund
3.10%3.44%8.81%3.12%3.06%8.89%5.75%0.00%7.57%0.00%0.00%15.71%

Drawdowns

BUFMX vs. TAAGX - Drawdown Comparison

The maximum BUFMX drawdown since its inception was -58.44%, smaller than the maximum TAAGX drawdown of -62.13%. Use the drawdown chart below to compare losses from any high point for BUFMX and TAAGX.


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Drawdown Indicators


BUFMXTAAGXDifference

Max Drawdown

Largest peak-to-trough decline

-58.44%

-62.13%

+3.69%

Max Drawdown (1Y)

Largest decline over 1 year

-18.37%

-12.13%

-6.24%

Max Drawdown (5Y)

Largest decline over 5 years

-35.58%

-34.47%

-1.11%

Max Drawdown (10Y)

Largest decline over 10 years

-35.58%

-34.47%

-1.11%

Current Drawdown

Current decline from peak

-16.76%

-5.56%

-11.20%

Average Drawdown

Average peak-to-trough decline

-9.38%

-18.82%

+9.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.76%

2.83%

+3.93%

Volatility

BUFMX vs. TAAGX - Volatility Comparison

The current volatility for Buffalo Mid Cap Fund (BUFMX) is 5.70%, while Timothy Plan Aggressive Growth Fund (TAAGX) has a volatility of 9.62%. This indicates that BUFMX experiences smaller price fluctuations and is considered to be less risky than TAAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUFMXTAAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

9.62%

-3.92%

Volatility (6M)

Calculated over the trailing 6-month period

11.68%

16.80%

-5.12%

Volatility (1Y)

Calculated over the trailing 1-year period

19.42%

24.69%

-5.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.11%

22.94%

-2.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.70%

22.02%

-2.32%