EFAV vs. TPDAX
EFAV (iShares Edge MSCI Min Vol EAFE ETF) and TPDAX (Timothy Plan Defensive Strategies Fund) are both funds - EFAV is a Foreign Large Cap Equities fund tracking the MSCI EAFE Minimum Volatility Index, while TPDAX is a Diversified Portfolio fund managed by Timothy Plan. Over the past 10 years, EFAV returned 5.92%/yr vs 7.13%/yr for TPDAX. A 0.61 correlation means they provide meaningful diversification when combined. EFAV charges 0.20%/yr vs 1.37%/yr for TPDAX.
Performance
EFAV vs. TPDAX - Performance Comparison
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Returns By Period
In the year-to-date period, EFAV achieves a 4.42% return, which is significantly lower than TPDAX's 10.43% return. Over the past 10 years, EFAV has underperformed TPDAX with an annualized return of 5.92%, while TPDAX has yielded a comparatively higher 7.13% annualized return.
EFAV
- 1D
- 0.57%
- 1M
- -1.23%
- YTD
- 4.42%
- 6M
- 5.83%
- 1Y
- 9.78%
- 3Y*
- 13.24%
- 5Y*
- 6.29%
- 10Y*
- 5.92%
TPDAX
- 1D
- -0.48%
- 1M
- -1.21%
- YTD
- 10.43%
- 6M
- 11.52%
- 1Y
- 24.53%
- 3Y*
- 15.25%
- 5Y*
- 8.42%
- 10Y*
- 7.13%
EFAV vs. TPDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFAV iShares Edge MSCI Min Vol EAFE ETF | 4.42% | 26.00% | 5.30% | 12.52% | -15.11% | 7.20% | -0.06% | 16.67% | -5.74% | 22.24% |
TPDAX Timothy Plan Defensive Strategies Fund | 10.43% | 23.97% | 5.29% | 7.71% | -5.63% | 12.15% | 8.83% | 13.77% | -7.24% | 4.14% |
Correlation
The correlation between EFAV and TPDAX is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2011 | 0.61 |
The correlation between EFAV and TPDAX has been stable across timeframes, ranging from 0.52 to 0.62 - a consistent structural relationship.
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Return for Risk
EFAV vs. TPDAX — Risk / Return Rank
EFAV
TPDAX
EFAV vs. TPDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Min Vol EAFE ETF (EFAV) 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.
| EFAV | TPDAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.42 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | 3.28 | -1.76 |
| Martin ratioReturn relative to average drawdown | 4.22 | 11.23 | -7.01 |
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
| EFAV | TPDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 2.23 | -1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.83 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.72 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.59 | -0.06 |
Drawdowns
EFAV vs. TPDAX - Drawdown Comparison
The maximum EFAV drawdown since its inception was -27.56%, which is greater than TPDAX's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for EFAV and TPDAX.
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Drawdown Indicators
| EFAV | TPDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.56% | -22.29% | -5.27% |
Max Drawdown (1Y)Largest decline over 1 year | -6.46% | -7.58% | +1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -8.75% | -7.58% | -1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -27.46% | -17.58% | -9.88% |
Max Drawdown (10Y)Largest decline over 10 years | -27.56% | -22.29% | -5.27% |
Current DrawdownCurrent decline from peak | -5.07% | -4.00% | -1.07% |
Average DrawdownAverage peak-to-trough decline | -4.77% | -4.92% | +0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.21% | +0.11% |
Volatility
EFAV vs. TPDAX - Volatility Comparison
iShares Edge MSCI Min Vol EAFE ETF (EFAV) has a higher volatility of 3.14% compared to Timothy Plan Defensive Strategies Fund (TPDAX) at 2.84%. This indicates that EFAV'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
| EFAV | TPDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 2.84% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 8.19% | 9.48% | -1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.32% | 11.14% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.79% | 10.17% | +1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.21% | 9.89% | +3.32% |
EFAV vs. TPDAX - Expense Ratio Comparison
EFAV has a 0.20% expense ratio, which is lower than TPDAX's 1.37% expense ratio.
Dividends
EFAV vs. TPDAX - Dividend Comparison
EFAV's dividend yield for the trailing twelve months is around 3.06%, more than TPDAX's 0.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAV iShares Edge MSCI Min Vol EAFE ETF | 3.06% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
TPDAX Timothy Plan Defensive Strategies Fund | 0.73% | 0.80% | 2.76% | 2.35% | 4.48% | 0.50% | 0.00% | 2.89% | 2.69% | 0.13% | 0.33% | 0.00% |
Frequently Asked Questions
EFAV and TPDAX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EFAV has higher volatility (3.14%) compared to TPDAX (2.84%). In terms of maximum drawdown, EFAV dropped -27.56% vs TPDAX's -22.29%.
TPDAX currently has the higher Sharpe Ratio (2.23 vs 0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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