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GENIX vs. TLVAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GENIX vs. TLVAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gotham Enhanced Return Fund (GENIX) and Timothy Plan Large/Mid Cap Value Fund (TLVAX). The values are adjusted to include any dividend payments, if applicable.

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GENIX vs. TLVAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GENIX
Gotham Enhanced Return Fund
-2.93%21.16%27.31%25.26%-12.02%39.66%-8.21%21.54%-5.97%18.21%
TLVAX
Timothy Plan Large/Mid Cap Value Fund
1.75%4.80%11.64%13.21%-11.70%26.86%13.07%26.39%-8.93%17.50%

Returns By Period

In the year-to-date period, GENIX achieves a -2.93% return, which is significantly lower than TLVAX's 1.75% return. Over the past 10 years, GENIX has outperformed TLVAX with an annualized return of 12.02%, while TLVAX has yielded a comparatively lower 9.37% annualized return.


GENIX

1D
-0.49%
1M
-6.38%
YTD
-2.93%
6M
0.80%
1Y
20.93%
3Y*
21.55%
5Y*
15.72%
10Y*
12.02%

TLVAX

1D
-0.50%
1M
-7.27%
YTD
1.75%
6M
-0.26%
1Y
7.30%
3Y*
9.08%
5Y*
7.32%
10Y*
9.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GENIX vs. TLVAX - Expense Ratio Comparison

GENIX has a 1.50% expense ratio, which is lower than TLVAX's 1.58% expense ratio.


Return for Risk

GENIX vs. TLVAX — Risk / Return Rank

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

GENIX
GENIX Risk / Return Rank: 7070
Overall Rank
GENIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GENIX Sortino Ratio Rank: 7070
Sortino Ratio Rank
GENIX Omega Ratio Rank: 7171
Omega Ratio Rank
GENIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
GENIX Martin Ratio Rank: 7979
Martin Ratio Rank

TLVAX
TLVAX Risk / Return Rank: 2121
Overall Rank
TLVAX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TLVAX Sortino Ratio Rank: 2020
Sortino Ratio Rank
TLVAX Omega Ratio Rank: 1919
Omega Ratio Rank
TLVAX Calmar Ratio Rank: 2121
Calmar Ratio Rank
TLVAX Martin Ratio Rank: 2222
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.

GENIX vs. TLVAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gotham Enhanced Return Fund (GENIX) and Timothy Plan Large/Mid Cap Value Fund (TLVAX). 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.


GENIXTLVAXDifference

Sharpe ratio

Return per unit of total volatility

1.17

0.51

+0.66

Sortino ratio

Return per unit of downside risk

1.72

0.85

+0.87

Omega ratio

Gain probability vs. loss probability

1.27

1.11

+0.15

Calmar ratio

Return relative to maximum drawdown

1.44

0.62

+0.82

Martin ratio

Return relative to average drawdown

7.68

2.41

+5.27

GENIX vs. TLVAX - Sharpe Ratio Comparison

The current GENIX Sharpe Ratio is 1.17, which is higher than the TLVAX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of GENIX and TLVAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GENIXTLVAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

0.51

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.48

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.55

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.43

+0.16

Correlation

The correlation between GENIX and TLVAX is 0.87, 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.


Dividends

GENIX vs. TLVAX - Dividend Comparison

GENIX's dividend yield for the trailing twelve months is around 2.13%, less than TLVAX's 9.01% yield.


TTM20252024202320222021202020192018201720162015
GENIX
Gotham Enhanced Return Fund
2.13%2.07%19.28%9.82%8.02%19.31%0.14%32.49%9.60%0.97%0.00%1.85%
TLVAX
Timothy Plan Large/Mid Cap Value Fund
9.01%9.16%10.05%0.86%5.52%4.35%3.39%11.83%10.96%6.78%1.25%12.89%

Drawdowns

GENIX vs. TLVAX - Drawdown Comparison

The maximum GENIX drawdown since its inception was -39.35%, smaller than the maximum TLVAX drawdown of -55.23%. Use the drawdown chart below to compare losses from any high point for GENIX and TLVAX.


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Drawdown Indicators


GENIXTLVAXDifference

Max Drawdown

Largest peak-to-trough decline

-39.35%

-55.23%

+15.88%

Max Drawdown (1Y)

Largest decline over 1 year

-12.80%

-11.09%

-1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-20.74%

-20.69%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-39.35%

-37.34%

-2.01%

Current Drawdown

Current decline from peak

-6.44%

-7.46%

+1.02%

Average Drawdown

Average peak-to-trough decline

-5.72%

-8.30%

+2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

2.87%

-0.47%

Volatility

GENIX vs. TLVAX - Volatility Comparison

Gotham Enhanced Return Fund (GENIX) and Timothy Plan Large/Mid Cap Value Fund (TLVAX) have volatilities of 3.65% and 3.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GENIXTLVAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

3.72%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.16%

8.56%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

18.67%

15.87%

+2.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.20%

15.41%

+1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.50%

17.01%

+1.49%