GCSVX vs. TAAGX
GCSVX (Geneva SMID Cap Growth Fund) and TAAGX (Timothy Plan Aggressive Growth Fund) are both Mid Cap Growth Equities funds. Over the past 3 years, GCSVX returned 2.48%/yr vs 27.60%/yr for TAAGX. Their correlation of 0.81 means they have usually moved in the same direction. GCSVX charges 0.43%/yr vs 1.61%/yr for TAAGX.
Performance
GCSVX vs. TAAGX - Performance Comparison
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Returns By Period
In the year-to-date period, GCSVX achieves a -2.18% return, which is significantly lower than TAAGX's 25.18% return.
GCSVX
- 1D
- -0.33%
- 1M
- -2.18%
- 6M
- -3.86%
- YTD
- -2.18%
- 1Y
- -4.78%
- 3Y*
- 2.48%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -0.84%
TAAGX
- 1D
- 3.59%
- 1M
- -5.26%
- 6M
- 14.57%
- YTD
- 25.18%
- 1Y
- 40.21%
- 3Y*
- 27.60%
- 5Y*
- 13.88%
- 10Y*
- 15.35%
- ALL TIME*
- 6.19%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
GCSVX vs. TAAGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GCSVX Geneva SMID Cap Growth Fund | -2.18% | -8.94% | 14.70% | 19.92% | -24.73% | 4.24% |
TAAGX Timothy Plan Aggressive Growth Fund | 25.18% | 16.01% | 36.81% | 26.46% | -25.98% | 2.98% |
Correlation
The correlation between GCSVX and TAAGX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.56 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2021 | 0.81 |
Over the past year, the correlation between GCSVX and TAAGX has dropped to 0.56 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
GCSVX vs. TAAGX — Risk / Return Rank
GCSVX
TAAGX
GCSVX vs. TAAGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Geneva SMID Cap Growth Fund (GCSVX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GCSVX | TAAGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.86 | ||
| Sortino ratioReturn per unit of downside risk | -2.46 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.25 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 2.43 | -2.84 |
| Martin ratioReturn relative to average drawdown | -1.00 | 9.82 | -10.83 |
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Drawdowns
GCSVX vs. TAAGX - Drawdown Comparison
The maximum GCSVX drawdown since its inception was -33.50%, smaller than the maximum TAAGX drawdown of -62.13%. Use the drawdown chart below to compare losses from any high point for GCSVX and TAAGX.
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Drawdown Indicators
| GCSVX | TAAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -62.13% | +28.63% |
Max Drawdown (1Y)Largest decline over 1 year | -14.70% | -14.93% | +0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -24.07% | -29.24% | +5.17% |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.47% | — |
Current DrawdownCurrent decline from peak | -18.03% | -11.87% | -6.16% |
Average DrawdownAverage peak-to-trough decline | -14.54% | -18.61% | +4.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.12% | 3.72% | +2.40% |
Volatility
GCSVX vs. TAAGX - Volatility Comparison
The current volatility for Geneva SMID Cap Growth Fund (GCSVX) is 3.60%, while Timothy Plan Aggressive Growth Fund (TAAGX) has a volatility of 8.51%. This indicates that GCSVX 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
| GCSVX | TAAGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 8.51% | -4.91% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 20.25% | -7.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.80% | 24.34% | -7.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.62% | 24.00% | -2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.62% | 22.54% | -0.92% |
GCSVX vs. TAAGX - Expense Ratio Comparison
GCSVX has a 0.43% expense ratio, which is lower than TAAGX's 1.61% expense ratio.
Dividends
GCSVX vs. TAAGX - Dividend Comparison
GCSVX's dividend yield for the trailing twelve months is around 3.27%, more than TAAGX's 2.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCSVX Geneva SMID Cap Growth Fund | 3.27% | 3.20% | 0.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TAAGX Timothy Plan Aggressive Growth Fund | 2.75% | 3.44% | 17.62% | 3.12% | 3.06% | 8.89% | 5.75% | 0.00% | 7.57% | 0.00% | 0.00% | 15.71% |
Frequently Asked Questions
GCSVX and TAAGX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TAAGX has higher volatility (8.51%) compared to GCSVX (3.60%). In terms of maximum drawdown, GCSVX dropped -33.50% vs TAAGX's -62.13%.
TAAGX currently has the higher Sharpe Ratio (1.49 vs -0.37), 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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