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ETILX vs. TPLC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ETILXTPLC
YTD Return1.49%17.98%
1Y Return15.37%27.67%
3Y Return (Ann)-11.53%6.75%
5Y Return (Ann)5.27%12.04%
Sharpe Ratio0.822.37
Sortino Ratio1.243.28
Omega Ratio1.151.40
Calmar Ratio0.353.77
Martin Ratio2.5312.57
Ulcer Index5.81%2.23%
Daily Std Dev18.02%11.83%
Max Drawdown-46.69%-38.02%
Current Drawdown-31.83%-1.86%

Correlation

-0.50.00.51.00.8

The correlation between ETILX and TPLC is 0.78, 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.

Performance

ETILX vs. TPLC - Performance Comparison

In the year-to-date period, ETILX achieves a 1.49% return, which is significantly lower than TPLC's 17.98% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.84%
8.22%
ETILX
TPLC

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ETILX vs. TPLC - Expense Ratio Comparison

ETILX has a 1.11% expense ratio, which is higher than TPLC's 0.52% expense ratio.


ETILX
Eventide Gilead Class I
Expense ratio chart for ETILX: current value at 1.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.11%
Expense ratio chart for TPLC: current value at 0.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.52%

Risk-Adjusted Performance

ETILX vs. TPLC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eventide Gilead Class I (ETILX) and Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund (TPLC). 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.


ETILX
Sharpe ratio
The chart of Sharpe ratio for ETILX, currently valued at 0.82, compared to the broader market0.002.004.000.82
Sortino ratio
The chart of Sortino ratio for ETILX, currently valued at 1.24, compared to the broader market0.005.0010.001.24
Omega ratio
The chart of Omega ratio for ETILX, currently valued at 1.15, compared to the broader market1.002.003.004.001.15
Calmar ratio
The chart of Calmar ratio for ETILX, currently valued at 0.35, compared to the broader market0.005.0010.0015.0020.0025.000.35
Martin ratio
The chart of Martin ratio for ETILX, currently valued at 2.53, compared to the broader market0.0020.0040.0060.0080.00100.002.53
TPLC
Sharpe ratio
The chart of Sharpe ratio for TPLC, currently valued at 2.37, compared to the broader market0.002.004.002.37
Sortino ratio
The chart of Sortino ratio for TPLC, currently valued at 3.28, compared to the broader market0.005.0010.003.28
Omega ratio
The chart of Omega ratio for TPLC, currently valued at 1.40, compared to the broader market1.002.003.004.001.40
Calmar ratio
The chart of Calmar ratio for TPLC, currently valued at 3.77, compared to the broader market0.005.0010.0015.0020.0025.003.77
Martin ratio
The chart of Martin ratio for TPLC, currently valued at 12.57, compared to the broader market0.0020.0040.0060.0080.00100.0012.57

ETILX vs. TPLC - Sharpe Ratio Comparison

The current ETILX Sharpe Ratio is 0.82, which is lower than the TPLC Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of ETILX and TPLC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.82
2.37
ETILX
TPLC

Dividends

ETILX vs. TPLC - Dividend Comparison

ETILX has not paid dividends to shareholders, while TPLC's dividend yield for the trailing twelve months is around 0.83%.


TTM20232022202120202019
ETILX
Eventide Gilead Class I
0.00%0.00%0.00%0.00%0.00%0.00%
TPLC
Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund
0.83%0.89%1.07%0.61%0.81%0.67%

Drawdowns

ETILX vs. TPLC - Drawdown Comparison

The maximum ETILX drawdown since its inception was -46.69%, which is greater than TPLC's maximum drawdown of -38.02%. Use the drawdown chart below to compare losses from any high point for ETILX and TPLC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-31.83%
-1.86%
ETILX
TPLC

Volatility

ETILX vs. TPLC - Volatility Comparison

Eventide Gilead Class I (ETILX) has a higher volatility of 4.84% compared to Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund (TPLC) at 3.96%. This indicates that ETILX's price experiences larger fluctuations and is considered to be riskier than TPLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.84%
3.96%
ETILX
TPLC