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IBNAX vs. TPDAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBNAX vs. TPDAX - Performance Comparison

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

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IBNAX vs. TPDAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBNAX
Delaware Ivy Balanced Fund
-3.32%12.17%15.68%16.19%-16.41%16.22%14.34%22.13%-3.32%11.37%
TPDAX
Timothy Plan Defensive Strategies Fund
9.31%23.97%5.29%7.71%-5.63%12.15%8.83%13.77%-7.24%4.14%

Returns By Period

In the year-to-date period, IBNAX achieves a -3.32% return, which is significantly lower than TPDAX's 9.31% return. Over the past 10 years, IBNAX has outperformed TPDAX with an annualized return of 8.26%, while TPDAX has yielded a comparatively lower 7.28% annualized return.


IBNAX

1D
2.19%
1M
-3.99%
YTD
-3.32%
6M
-3.01%
1Y
9.17%
3Y*
11.71%
5Y*
6.07%
10Y*
8.26%

TPDAX

1D
1.70%
1M
-4.97%
YTD
9.31%
6M
14.16%
1Y
26.35%
3Y*
14.37%
5Y*
9.70%
10Y*
7.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IBNAX vs. TPDAX - Expense Ratio Comparison

IBNAX has a 1.10% expense ratio, which is lower than TPDAX's 1.37% expense ratio.


Return for Risk

IBNAX vs. TPDAX — Risk / Return Rank

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

IBNAX
IBNAX Risk / Return Rank: 3838
Overall Rank
IBNAX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IBNAX Sortino Ratio Rank: 3535
Sortino Ratio Rank
IBNAX Omega Ratio Rank: 3131
Omega Ratio Rank
IBNAX Calmar Ratio Rank: 4747
Calmar Ratio Rank
IBNAX Martin Ratio Rank: 4444
Martin Ratio Rank

TPDAX
TPDAX Risk / Return Rank: 9393
Overall Rank
TPDAX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TPDAX Sortino Ratio Rank: 9292
Sortino Ratio Rank
TPDAX Omega Ratio Rank: 8989
Omega Ratio Rank
TPDAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
TPDAX Martin Ratio Rank: 9595
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.

IBNAX vs. TPDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Ivy Balanced Fund (IBNAX) 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.


IBNAXTPDAXDifference

Sharpe ratio

Return per unit of total volatility

0.87

2.18

-1.31

Sortino ratio

Return per unit of downside risk

1.28

2.82

-1.54

Omega ratio

Gain probability vs. loss probability

1.18

1.41

-0.23

Calmar ratio

Return relative to maximum drawdown

1.36

3.59

-2.23

Martin ratio

Return relative to average drawdown

5.15

13.57

-8.42

IBNAX vs. TPDAX - Sharpe Ratio Comparison

The current IBNAX Sharpe Ratio is 0.87, which is lower than the TPDAX Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of IBNAX and TPDAX, 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


IBNAXTPDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

2.18

-1.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.96

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.74

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.59

-0.25

Correlation

The correlation between IBNAX and TPDAX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IBNAX vs. TPDAX - Dividend Comparison

IBNAX's dividend yield for the trailing twelve months is around 3.21%, more than TPDAX's 0.73% yield.


TTM20252024202320222021202020192018201720162015
IBNAX
Delaware Ivy Balanced Fund
3.21%3.10%1.86%1.11%26.49%11.58%6.76%7.70%11.85%4.62%2.31%6.20%
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%

Drawdowns

IBNAX vs. TPDAX - Drawdown Comparison

The maximum IBNAX drawdown since its inception was -52.04%, which is greater than TPDAX's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for IBNAX and TPDAX.


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Drawdown Indicators


IBNAXTPDAXDifference

Max Drawdown

Largest peak-to-trough decline

-52.04%

-22.29%

-29.75%

Max Drawdown (1Y)

Largest decline over 1 year

-7.42%

-7.58%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-28.04%

-17.58%

-10.46%

Max Drawdown (10Y)

Largest decline over 10 years

-28.04%

-22.29%

-5.75%

Current Drawdown

Current decline from peak

-5.39%

-4.97%

-0.42%

Average Drawdown

Average peak-to-trough decline

-10.52%

-4.94%

-5.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

2.01%

-0.04%

Volatility

IBNAX vs. TPDAX - Volatility Comparison

Delaware Ivy Balanced Fund (IBNAX) and Timothy Plan Defensive Strategies Fund (TPDAX) have volatilities of 4.28% and 4.40%, 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


IBNAXTPDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

4.40%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

7.04%

9.86%

-2.82%

Volatility (1Y)

Calculated over the trailing 1-year period

11.25%

12.29%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.05%

10.14%

+9.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.62%

9.87%

+6.75%