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LNOIX vs. TPDAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LNOIX vs. TPDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ladenburg Income & Growth Fund (LNOIX) and Timothy Plan Defensive Strategies Fund (TPDAX). The values are adjusted to include any dividend payments, if applicable.

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LNOIX vs. TPDAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LNOIX
Ladenburg Income & Growth Fund
-2.00%9.40%1.50%11.87%-14.51%8.43%8.21%15.32%-5.05%9.48%
TPDAX
Timothy Plan Defensive Strategies Fund
7.48%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, LNOIX achieves a -2.00% return, which is significantly lower than TPDAX's 7.48% return. Over the past 10 years, LNOIX has underperformed TPDAX with an annualized return of 4.30%, while TPDAX has yielded a comparatively higher 7.10% annualized return.


LNOIX

1D
0.10%
1M
-4.80%
YTD
-2.00%
6M
-0.43%
1Y
8.10%
3Y*
5.33%
5Y*
2.24%
10Y*
4.30%

TPDAX

1D
0.05%
1M
-6.08%
YTD
7.48%
6M
12.53%
1Y
24.49%
3Y*
13.72%
5Y*
9.55%
10Y*
7.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LNOIX vs. TPDAX - Expense Ratio Comparison

LNOIX has a 0.85% expense ratio, which is lower than TPDAX's 1.37% expense ratio.


Return for Risk

LNOIX vs. TPDAX — Risk / Return Rank

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

LNOIX
LNOIX Risk / Return Rank: 5353
Overall Rank
LNOIX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
LNOIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
LNOIX Omega Ratio Rank: 5050
Omega Ratio Rank
LNOIX Calmar Ratio Rank: 5353
Calmar Ratio Rank
LNOIX Martin Ratio Rank: 5555
Martin Ratio Rank

TPDAX
TPDAX Risk / Return Rank: 9393
Overall Rank
TPDAX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TPDAX Sortino Ratio Rank: 9191
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.

LNOIX vs. TPDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ladenburg Income & Growth Fund (LNOIX) 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.


LNOIXTPDAXDifference

Sharpe ratio

Return per unit of total volatility

1.01

2.07

-1.06

Sortino ratio

Return per unit of downside risk

1.46

2.68

-1.22

Omega ratio

Gain probability vs. loss probability

1.21

1.39

-0.18

Calmar ratio

Return relative to maximum drawdown

1.29

3.33

-2.05

Martin ratio

Return relative to average drawdown

5.41

12.75

-7.34

LNOIX vs. TPDAX - Sharpe Ratio Comparison

The current LNOIX Sharpe Ratio is 1.01, which is lower than the TPDAX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of LNOIX 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


LNOIXTPDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

2.07

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.95

-0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.72

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.58

-0.09

Correlation

The correlation between LNOIX 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

LNOIX vs. TPDAX - Dividend Comparison

LNOIX's dividend yield for the trailing twelve months is around 3.75%, more than TPDAX's 0.75% yield.


TTM2025202420232022202120202019201820172016
LNOIX
Ladenburg Income & Growth Fund
3.75%3.65%1.65%1.80%2.60%1.76%1.06%1.91%1.67%1.94%0.00%
TPDAX
Timothy Plan Defensive Strategies Fund
0.75%0.80%2.76%2.35%4.48%0.50%0.00%2.89%2.69%0.13%0.33%

Drawdowns

LNOIX vs. TPDAX - Drawdown Comparison

The maximum LNOIX drawdown since its inception was -19.03%, smaller than the maximum TPDAX drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for LNOIX and TPDAX.


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Drawdown Indicators


LNOIXTPDAXDifference

Max Drawdown

Largest peak-to-trough decline

-19.03%

-22.29%

+3.26%

Max Drawdown (1Y)

Largest decline over 1 year

-6.16%

-7.58%

+1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-19.03%

-17.58%

-1.45%

Max Drawdown (10Y)

Largest decline over 10 years

-19.03%

-22.29%

+3.26%

Current Drawdown

Current decline from peak

-4.95%

-6.56%

+1.61%

Average Drawdown

Average peak-to-trough decline

-4.10%

-4.94%

+0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

1.98%

-0.52%

Volatility

LNOIX vs. TPDAX - Volatility Comparison

The current volatility for Ladenburg Income & Growth Fund (LNOIX) is 2.64%, while Timothy Plan Defensive Strategies Fund (TPDAX) has a volatility of 4.00%. This indicates that LNOIX experiences smaller price fluctuations and is considered to be less risky than TPDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LNOIXTPDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

4.00%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

4.81%

9.73%

-4.92%

Volatility (1Y)

Calculated over the trailing 1-year period

8.41%

12.21%

-3.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.45%

10.12%

-0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.93%

9.86%

-0.93%