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FPACX vs. TPDAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FPACX vs. TPDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FPA Crescent Fund (FPACX) and Timothy Plan Defensive Strategies Fund (TPDAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FPACX achieves a -1.37% return, which is significantly lower than TPDAX's 9.78% return. Over the past 10 years, FPACX has outperformed TPDAX with an annualized return of 9.59%, while TPDAX has yielded a comparatively lower 7.38% annualized return.


FPACX

1D
-0.23%
1M
-1.96%
YTD
-1.37%
6M
1.23%
1Y
23.06%
3Y*
14.12%
5Y*
8.16%
10Y*
9.59%

TPDAX

1D
-0.11%
1M
-2.05%
YTD
9.78%
6M
14.59%
1Y
32.45%
3Y*
14.33%
5Y*
9.80%
10Y*
7.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FPACX vs. TPDAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FPACX
FPA Crescent Fund
-1.37%17.69%12.42%20.30%-9.20%15.09%12.14%20.03%-7.42%10.38%
TPDAX
Timothy Plan Defensive Strategies Fund
9.78%23.97%5.29%7.71%-5.63%12.15%8.83%13.77%-7.24%4.14%

Correlation

The correlation between FPACX and TPDAX is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.


FPACX vs. TPDAX - Expense Ratio Comparison

FPACX has a 1.00% expense ratio, which is lower than TPDAX's 1.37% expense ratio.


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Return for Risk

FPACX vs. TPDAX — Risk / Return Rank

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

FPACX
FPACX Risk / Return Rank: 6969
Overall Rank
FPACX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FPACX Sortino Ratio Rank: 7070
Sortino Ratio Rank
FPACX Omega Ratio Rank: 6767
Omega Ratio Rank
FPACX Calmar Ratio Rank: 7777
Calmar Ratio Rank
FPACX Martin Ratio Rank: 6363
Martin Ratio Rank

TPDAX
TPDAX Risk / Return Rank: 9292
Overall Rank
TPDAX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TPDAX Sortino Ratio Rank: 9191
Sortino Ratio Rank
TPDAX Omega Ratio Rank: 8888
Omega Ratio Rank
TPDAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
TPDAX Martin Ratio Rank: 9494
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.

FPACX vs. TPDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FPA Crescent Fund (FPACX) 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.


FPACXTPDAXDifference

Sharpe ratio

Return per unit of total volatility

1.39

2.17

-0.78

Sortino ratio

Return per unit of downside risk

2.02

2.82

-0.80

Omega ratio

Gain probability vs. loss probability

1.29

1.41

-0.12

Calmar ratio

Return relative to maximum drawdown

2.19

3.55

-1.36

Martin ratio

Return relative to average drawdown

7.62

13.15

-5.53

FPACX vs. TPDAX - Sharpe Ratio Comparison

The current FPACX Sharpe Ratio is 1.39, which is lower than the TPDAX Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of FPACX and TPDAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FPACXTPDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

2.17

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.97

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.75

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.60

+0.27

Drawdowns

FPACX vs. TPDAX - Drawdown Comparison

The maximum FPACX drawdown since its inception was -31.60%, which is greater than TPDAX's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for FPACX and TPDAX.


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Drawdown Indicators


FPACXTPDAXDifference

Max Drawdown

Largest peak-to-trough decline

-31.60%

-22.29%

-9.31%

Max Drawdown (1Y)

Largest decline over 1 year

-7.37%

-7.58%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-18.47%

-17.58%

-0.89%

Max Drawdown (10Y)

Largest decline over 10 years

-29.46%

-22.29%

-7.17%

Current Drawdown

Current decline from peak

-5.37%

-4.56%

-0.81%

Average Drawdown

Average peak-to-trough decline

-3.89%

-4.94%

+1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

2.05%

+0.07%

Volatility

FPACX vs. TPDAX - Volatility Comparison

The current volatility for FPA Crescent Fund (FPACX) is 3.67%, while Timothy Plan Defensive Strategies Fund (TPDAX) has a volatility of 3.96%. This indicates that FPACX experiences smaller price fluctuations and is considered to be less risky 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


FPACXTPDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

3.96%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

6.62%

9.87%

-3.25%

Volatility (1Y)

Calculated over the trailing 1-year period

11.20%

12.30%

-1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.87%

10.13%

+1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.18%

9.87%

+3.31%

Dividends

FPACX vs. TPDAX - Dividend Comparison

FPACX's dividend yield for the trailing twelve months is around 9.73%, more than TPDAX's 0.73% yield.


TTM20252024202320222021202020192018201720162015
FPACX
FPA Crescent Fund
9.73%9.60%7.95%3.72%0.77%11.62%4.80%4.65%8.87%3.70%4.98%6.34%
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%