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IJK vs. TPLC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IJK vs. TPLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P MidCap 400 Growth ETF (IJK) and Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund (TPLC). The values are adjusted to include any dividend payments, if applicable.

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IJK vs. TPLC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IJK
iShares S&P MidCap 400 Growth ETF
3.97%7.28%15.68%17.41%-19.03%18.68%22.45%7.40%
TPLC
Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund
2.36%7.08%13.10%15.17%-12.58%26.34%14.55%9.83%

Returns By Period

In the year-to-date period, IJK achieves a 3.97% return, which is significantly higher than TPLC's 2.36% return.


IJK

1D
3.50%
1M
-5.52%
YTD
3.97%
6M
5.26%
1Y
21.61%
3Y*
13.00%
5Y*
5.68%
10Y*
10.44%

TPLC

1D
1.98%
1M
-5.59%
YTD
2.36%
6M
0.74%
1Y
10.43%
3Y*
11.50%
5Y*
7.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IJK vs. TPLC - Expense Ratio Comparison

IJK has a 0.24% expense ratio, which is lower than TPLC's 0.52% expense ratio.


Return for Risk

IJK vs. TPLC — Risk / Return Rank

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

IJK
IJK Risk / Return Rank: 6262
Overall Rank
IJK Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IJK Sortino Ratio Rank: 6161
Sortino Ratio Rank
IJK Omega Ratio Rank: 5757
Omega Ratio Rank
IJK Calmar Ratio Rank: 6666
Calmar Ratio Rank
IJK Martin Ratio Rank: 7070
Martin Ratio Rank

TPLC
TPLC Risk / Return Rank: 3636
Overall Rank
TPLC Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TPLC Sortino Ratio Rank: 3535
Sortino Ratio Rank
TPLC Omega Ratio Rank: 3535
Omega Ratio Rank
TPLC Calmar Ratio Rank: 3535
Calmar Ratio Rank
TPLC Martin Ratio Rank: 4343
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.

IJK vs. TPLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P MidCap 400 Growth ETF (IJK) and Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund (TPLC). 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.


IJKTPLCDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.62

+0.35

Sortino ratio

Return per unit of downside risk

1.50

0.99

+0.52

Omega ratio

Gain probability vs. loss probability

1.20

1.14

+0.07

Calmar ratio

Return relative to maximum drawdown

1.59

0.89

+0.70

Martin ratio

Return relative to average drawdown

6.85

3.99

+2.86

IJK vs. TPLC - Sharpe Ratio Comparison

The current IJK Sharpe Ratio is 0.97, which is higher than the TPLC Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of IJK and TPLC, 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


IJKTPLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

0.62

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.49

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.52

-0.17

Correlation

The correlation between IJK and TPLC is 0.93, 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

IJK vs. TPLC - Dividend Comparison

IJK's dividend yield for the trailing twelve months is around 0.62%, less than TPLC's 0.89% yield.


TTM20252024202320222021202020192018201720162015
IJK
iShares S&P MidCap 400 Growth ETF
0.62%0.66%0.79%1.13%1.08%0.50%0.70%1.09%1.13%0.93%1.15%1.12%
TPLC
Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund
0.89%0.89%0.88%0.89%1.06%0.61%0.81%0.67%0.00%0.00%0.00%0.00%

Drawdowns

IJK vs. TPLC - Drawdown Comparison

The maximum IJK drawdown since its inception was -54.47%, which is greater than TPLC's maximum drawdown of -38.02%. Use the drawdown chart below to compare losses from any high point for IJK and TPLC.


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Drawdown Indicators


IJKTPLCDifference

Max Drawdown

Largest peak-to-trough decline

-54.47%

-38.02%

-16.45%

Max Drawdown (1Y)

Largest decline over 1 year

-13.71%

-12.42%

-1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-29.24%

-21.63%

-7.61%

Max Drawdown (10Y)

Largest decline over 10 years

-39.25%

Current Drawdown

Current decline from peak

-6.77%

-5.76%

-1.01%

Average Drawdown

Average peak-to-trough decline

-10.86%

-5.38%

-5.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

2.76%

+0.42%

Volatility

IJK vs. TPLC - Volatility Comparison

iShares S&P MidCap 400 Growth ETF (IJK) has a higher volatility of 7.99% compared to Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund (TPLC) at 4.44%. This indicates that IJK's price experiences larger fluctuations and is considered to be riskier than TPLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IJKTPLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

4.44%

+3.55%

Volatility (6M)

Calculated over the trailing 6-month period

13.33%

8.79%

+4.54%

Volatility (1Y)

Calculated over the trailing 1-year period

22.37%

16.90%

+5.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.64%

16.16%

+4.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.01%

20.06%

+0.95%