ISMD vs. TAAGX

Last updated Jun 23, 2026

ISMD (Inspire Small/Mid Cap Impact ETF) and TAAGX (Timothy Plan Aggressive Growth Fund) are both funds - ISMD is a Small Cap Blend Equities fund tracking the Inspire Small/Mid Cap Impact Equal Weight Index, while TAAGX is a Mid Cap Growth Equities fund managed by Timothy Plan. Over the past 5 years, ISMD returned 8.71%/yr vs 18.07%/yr for TAAGX. A 0.72 correlation means they provide meaningful diversification when combined. ISMD charges 0.57%/yr vs 1.61%/yr for TAAGX.

Performance

ISMD vs. TAAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Small/Mid Cap Impact ETF (ISMD) and Timothy Plan Aggressive Growth Fund (TAAGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ISMD achieves a 25.75% return, which is significantly lower than TAAGX's 39.80% return.

ISMD

• 1D: 0.09%
• 1M: 4.88%
• YTD: 25.75%
• 6M: 23.26%
• 1Y: 41.83%
• 3Y*: 17.53%
• 5Y*: 8.71%
• 10Y*: —

TAAGX

• 1D: 2.22%
• 1M: 7.39%
• YTD: 39.80%
• 6M: 37.61%
• 1Y: 64.86%
• 3Y*: 34.69%
• 5Y*: 18.07%
• 10Y*: 16.71%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ISMD vs. TAAGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ISMD Inspire Small/Mid Cap Impact ETF	25.75%	4.14%	9.53%	16.74%	-13.44%	29.38%	7.45%	24.62%	-12.63%	8.73%
TAAGX Timothy Plan Aggressive Growth Fund	39.80%	16.01%	36.81%	26.46%	-25.98%	17.90%	36.11%	27.71%	-12.17%	10.89%

Correlation

The correlation between ISMD and TAAGX is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.76
Correlation (All Time) Calculated using the full available price history since Feb 28, 2017	0.72

The correlation between ISMD and TAAGX shifts across timeframes, from 0.64 (1 year) to 0.76 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

ISMD vs. TAAGX — Risk / Return Rank

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

ISMD

ISMD Risk / Return Rank: 74
ISMD Sharpe Ratio Rank: 73
ISMD Sortino Ratio Rank: 72
ISMD Omega Ratio Rank: 65
ISMD Calmar Ratio Rank: 84
ISMD Martin Ratio Rank: 75

TAAGX

TAAGX Risk / Return Rank: 90
TAAGX Sharpe Ratio Rank: 93
TAAGX Sortino Ratio Rank: 84
TAAGX Omega Ratio Rank: 80
TAAGX Calmar Ratio Rank: 98
TAAGX Martin Ratio Rank: 98

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.

ISMD vs. TAAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Small/Mid Cap Impact ETF (ISMD) 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.

	ISMD	TAAGX	Difference
Sharpe ratio: Return per unit of total volatility	2.24	2.93	-0.69
Sortino ratio: Return per unit of downside risk	3.11	3.67	-0.56
Omega ratio: Gain probability vs. loss probability	1.38	1.48	-0.10
Calmar ratio: Return relative to maximum drawdown	4.36	7.04	-2.68
Martin ratio: Return relative to average drawdown	13.71	27.01	-13.30

ISMD vs. TAAGX - Sharpe Ratio Comparison

The current ISMD Sharpe Ratio is 2.24, which is comparable to the TAAGX Sharpe Ratio of 2.93. The chart below compares the historical Sharpe Ratios of ISMD and TAAGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ISMD vs. TAAGX - Drawdown Comparison

The maximum ISMD drawdown since its inception was -44.60%, smaller than the maximum TAAGX drawdown of -62.13%. Use the drawdown chart below to compare losses from any high point for ISMD and TAAGX.

Drawdown Indicators

	ISMD	TAAGX	Difference
Max Drawdown Largest peak-to-trough decline	-44.60%	-62.13%	+17.53%
Max Drawdown (1Y) Largest decline over 1 year	-9.64%	-9.26%	-0.38%
Max Drawdown (3Y) Largest decline over 3 years	-26.64%	-29.24%	+2.60%
Max Drawdown (5Y) Largest decline over 5 years	-26.64%	-34.47%	+7.83%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.47%	—
Current Drawdown Current decline from peak	-0.17%	0.00%	-0.17%
Average Drawdown Average peak-to-trough decline	-8.13%	-18.66%	+10.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.06%	2.41%	+0.65%

Volatility

ISMD vs. TAAGX - Volatility Comparison

The current volatility for Inspire Small/Mid Cap Impact ETF (ISMD) is 5.62%, while Timothy Plan Aggressive Growth Fund (TAAGX) has a volatility of 9.06%. This indicates that ISMD 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.

Volatility by Period

	ISMD	TAAGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.62%	9.06%	-3.44%
Volatility (6M) Calculated over the trailing 6-month period	13.04%	18.33%	-5.29%
Volatility (1Y) Calculated over the trailing 1-year period	18.79%	22.24%	-3.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.88%	23.62%	-2.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.72%	22.43%	+1.29%

ISMD vs. TAAGX - Expense Ratio Comparison

ISMD has a 0.57% expense ratio, which is lower than TAAGX's 1.61% expense ratio.

Dividends

ISMD vs. TAAGX - Dividend Comparison

ISMD's dividend yield for the trailing twelve months is around 0.92%, less than TAAGX's 2.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ISMD Inspire Small/Mid Cap Impact ETF	0.92%	1.21%	1.24%	1.17%	1.28%	9.35%	0.99%	0.88%	1.35%	2.02%	0.00%	0.00%
TAAGX Timothy Plan Aggressive Growth Fund	2.46%	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

Can I hold both ISMD and TAAGX in my portfolio?

ISMD and TAAGX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ISMD or TAAGX?

TAAGX has higher volatility (9.06%) compared to ISMD (5.62%). In terms of maximum drawdown, ISMD dropped -44.60% vs TAAGX's -62.13%.

Which has better risk-adjusted returns?

TAAGX currently has the higher Sharpe Ratio (2.93 vs 2.24), 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.