FCUS vs. TPLC

Last updated Jun 4, 2026

FCUS (Pinnacle Focused Opportunities ETF) and TPLC (Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund) are both Mid Cap Growth Equities funds. FCUS is actively managed, while TPLC is passively managed. Over the past 3 years, FCUS returned 37.64%/yr vs 13.91%/yr for TPLC. A 0.64 correlation means they provide meaningful diversification when combined. FCUS charges 0.79%/yr vs 0.52%/yr for TPLC.

Performance

FCUS vs. TPLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pinnacle Focused Opportunities ETF (FCUS) and Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund (TPLC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FCUS achieves a 50.06% return, which is significantly higher than TPLC's 8.78% return.

FCUS

• 1D: 0.90%
• 1M: 10.76%
• YTD: 50.06%
• 6M: 52.19%
• 1Y: 96.08%
• 3Y*: 37.64%
• 5Y*: —
• 10Y*: —

TPLC

• 1D: -0.12%
• 1M: 1.66%
• YTD: 8.78%
• 6M: 7.78%
• 1Y: 12.59%
• 3Y*: 13.91%
• 5Y*: 8.22%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FCUS vs. TPLC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FCUS Pinnacle Focused Opportunities ETF	50.06%	13.69%	30.59%	21.13%
TPLC Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund	8.78%	7.08%	13.10%	15.17%

Correlation

The correlation between FCUS and TPLC is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (All Time) Calculated using the full available price history since Jan 3, 2023	0.64

The correlation between FCUS and TPLC shifts across timeframes, from 0.48 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.

FCUS vs. TPLC - Sectors Allocation Comparison

Sectors	FCUS	TPLC
Technology	40.7%	16.7%
Energy	18.2%	8.2%
Industrials	15.3%	23.2%
Basic Materials	10.1%	5.9%
Healthcare	6.2%	9.3%
Consumer Defensive	4.4%	3.8%
Consumer Cyclical	2.9%	9.0%
Communication Services	2.2%	0.2%
Financial Services	-	11.8%
Real Estate	-	0.3%
Utilities	-	11.6%

Return for Risk

FCUS vs. TPLC — Risk / Return Rank

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

FCUS

FCUS Risk / Return Rank: 81
FCUS Sharpe Ratio Rank: 86
FCUS Sortino Ratio Rank: 68
FCUS Omega Ratio Rank: 74
FCUS Calmar Ratio Rank: 89
FCUS Martin Ratio Rank: 88

TPLC

TPLC Risk / Return Rank: 32
TPLC Sharpe Ratio Rank: 31
TPLC Sortino Ratio Rank: 30
TPLC Omega Ratio Rank: 28
TPLC Calmar Ratio Rank: 34
TPLC Martin Ratio Rank: 38

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.

FCUS vs. TPLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pinnacle Focused Opportunities ETF (FCUS) 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.

	FCUS	TPLC	Difference
Sharpe ratio: Return per unit of total volatility	2.85	1.10	+1.75
Sortino ratio: Return per unit of downside risk	3.13	1.65	+1.49
Omega ratio: Gain probability vs. loss probability	1.44	1.19	+0.25
Calmar ratio: Return relative to maximum drawdown	5.46	1.67	+3.79
Martin ratio: Return relative to average drawdown	19.54	5.94	+13.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FCUS vs. TPLC - Sharpe Ratio Comparison

The current FCUS Sharpe Ratio is 2.85, which is higher than the TPLC Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of FCUS and TPLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FCUS	TPLC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.85	1.10	+1.75
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.51	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.13	0.56	+0.57

Drawdowns

FCUS vs. TPLC - Drawdown Comparison

The maximum FCUS drawdown since its inception was -39.89%, roughly equal to the maximum TPLC drawdown of -38.02%. Use the drawdown chart below to compare losses from any high point for FCUS and TPLC.

Drawdown Indicators

	FCUS	TPLC	Difference
Max Drawdown Largest peak-to-trough decline	-39.89%	-38.02%	-1.87%
Max Drawdown (1Y) Largest decline over 1 year	-17.70%	-7.58%	-10.12%
Max Drawdown (3Y) Largest decline over 3 years	-39.89%	-18.18%	-21.71%
Max Drawdown (5Y) Largest decline over 5 years	—	-21.63%	—
Current Drawdown Current decline from peak	0.00%	-0.12%	+0.12%
Average Drawdown Average peak-to-trough decline	-7.55%	-5.29%	-2.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.93%	2.13%	+2.80%

Volatility

FCUS vs. TPLC - Volatility Comparison

Pinnacle Focused Opportunities ETF (FCUS) has a higher volatility of 10.14% compared to Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund (TPLC) at 2.70%. This indicates that FCUS'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.

Volatility by Period

	FCUS	TPLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.14%	2.70%	+7.44%
Volatility (6M) Calculated over the trailing 6-month period	25.37%	8.45%	+16.92%
Volatility (1Y) Calculated over the trailing 1-year period	33.92%	11.50%	+22.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.98%	16.14%	+13.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.98%	19.89%	+10.09%

FCUS vs. TPLC - Expense Ratio Comparison

FCUS has a 0.79% expense ratio, which is higher than TPLC's 0.52% expense ratio.

Dividends

FCUS vs. TPLC - Dividend Comparison

FCUS's dividend yield for the trailing twelve months is around 2.89%, more than TPLC's 0.84% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
FCUS Pinnacle Focused Opportunities ETF	2.89%	4.33%	11.19%	0.00%	0.00%	0.00%	0.00%	0.00%
TPLC Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund	0.84%	0.89%	0.88%	0.89%	1.06%	0.61%	0.81%	0.67%

Frequently Asked Questions

Can I hold both FCUS and TPLC in my portfolio?

FCUS and TPLC have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FCUS or TPLC?

FCUS has higher volatility (10.14%) compared to TPLC (2.70%). In terms of maximum drawdown, FCUS dropped -39.89% vs TPLC's -38.02%.

Which ETF is better, FCUS or TPLC?

On 3-year performance, FCUS leads with 37.64% vs 13.91% for TPLC. On fees, TPLC is cheaper at 0.52% per year. On volatility, TPLC has been the lower-risk option at 2.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FCUS or TPLC?

Over the 3-year period, FCUS has performed better with a 37.64% return vs 13.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FCUS or TPLC?

TPLC is cheaper with a 0.52% expense ratio, compared with 0.79% for FCUS.

Which ETF pays a higher dividend yield, FCUS or TPLC?

FCUS has the higher dividend yield at 2.89%, compared with 0.84% for TPLC.

What is the main difference between FCUS and TPLC?

They also come from different issuers: Pinnacle and Timothy Plan. Their fees differ too: 0.79% for FCUS and 0.52% for TPLC.

Which has better risk-adjusted returns?

FCUS currently has the higher Sharpe Ratio (2.85 vs 1.10), 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.