IBGIX vs. TAAGX
IBGIX (VY Baron Growth Portfolio) and TAAGX (Timothy Plan Aggressive Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, IBGIX returned 14.33%/yr vs 15.35%/yr for TAAGX. Their correlation of 0.84 means they have usually moved in the same direction. IBGIX charges 0.99%/yr vs 1.61%/yr for TAAGX.
Performance
IBGIX vs. TAAGX - Performance Comparison
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Returns By Period
In the year-to-date period, IBGIX achieves a -14.46% return, which is significantly lower than TAAGX's 25.18% return. Over the past 10 years, IBGIX has underperformed TAAGX with an annualized return of 14.33%, while TAAGX has yielded a comparatively higher 15.35% annualized return.
IBGIX
- 1D
- -0.73%
- 1M
- -5.19%
- 6M
- -10.65%
- YTD
- -14.46%
- 1Y
- -19.23%
- 3Y*
- -7.10%
- 5Y*
- -4.62%
- 10Y*
- 14.33%
- ALL TIME*
- 8.56%
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 |
IBGIX vs. TAAGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBGIX VY Baron Growth Portfolio | -14.46% | -10.40% | 4.84% | 15.02% | -23.40% | 20.76% | 33.55% | 166.57% | -1.63% | 28.50% |
TAAGX Timothy Plan Aggressive Growth Fund | 25.18% | 16.01% | 36.81% | 26.46% | -25.98% | 17.90% | 36.11% | 27.71% | -12.17% | 19.12% |
Correlation
The correlation between IBGIX and TAAGX is 0.18, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.18 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2002 | 0.84 |
Over the past year, the correlation between IBGIX and TAAGX has dropped to 0.18 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
IBGIX vs. TAAGX — Risk / Return Rank
IBGIX
TAAGX
IBGIX vs. TAAGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY Baron Growth Portfolio (IBGIX) 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.
| IBGIX | TAAGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.64 | ||
| Sortino ratioReturn per unit of downside risk | -3.63 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.25 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 2.43 | -3.37 |
| Martin ratioReturn relative to average drawdown | -1.60 | 9.82 | -11.42 |
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Drawdowns
IBGIX vs. TAAGX - Drawdown Comparison
The maximum IBGIX drawdown since its inception was -57.44%, smaller than the maximum TAAGX drawdown of -62.13%. Use the drawdown chart below to compare losses from any high point for IBGIX and TAAGX.
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Drawdown Indicators
| IBGIX | TAAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.44% | -62.13% | +4.69% |
Max Drawdown (1Y)Largest decline over 1 year | -23.13% | -14.93% | -8.20% |
Max Drawdown (3Y)Largest decline over 3 years | -30.02% | -29.24% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -34.38% | -34.47% | +0.09% |
Max Drawdown (10Y)Largest decline over 10 years | -40.82% | -34.47% | -6.35% |
Current DrawdownCurrent decline from peak | -30.18% | -11.87% | -18.31% |
Average DrawdownAverage peak-to-trough decline | -14.21% | -18.61% | +4.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.37% | 3.72% | +10.65% |
Volatility
IBGIX vs. TAAGX - Volatility Comparison
The current volatility for VY Baron Growth Portfolio (IBGIX) is 6.58%, while Timothy Plan Aggressive Growth Fund (TAAGX) has a volatility of 8.51%. This indicates that IBGIX 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
| IBGIX | TAAGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.58% | 8.51% | -1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 14.71% | 20.25% | -5.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.17% | 24.34% | -5.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.93% | 24.00% | -3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.99% | 22.54% | +13.45% |
IBGIX vs. TAAGX - Expense Ratio Comparison
IBGIX has a 0.99% expense ratio, which is lower than TAAGX's 1.61% expense ratio.
Dividends
IBGIX vs. TAAGX - Dividend Comparison
IBGIX's dividend yield for the trailing twelve months is around 301.33%, more than TAAGX's 2.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBGIX VY Baron Growth Portfolio | 301.33% | 24.66% | 4.13% | 5.23% | 11.56% | 6.89% | 0.00% | 107.13% | 11.51% | 12.13% | 11.71% | 8.93% |
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
IBGIX and TAAGX have a correlation of 0.18, 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 IBGIX (6.58%). In terms of maximum drawdown, IBGIX dropped -57.44% vs TAAGX's -62.13%.
TAAGX currently has the higher Sharpe Ratio (1.49 vs -1.15), 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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