MBOX vs. TPSC
Compare and contrast key facts about Freedom Day Dividend ETF (MBOX) and Timothy Plan US Small Cap Core ETF (TPSC).
MBOX and TPSC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MBOX is an actively managed fund by EMPIRICAL FINANCE LLC. It was launched on May 5, 2021. TPSC is a passively managed fund by Timothy Plan that tracks the performance of the Victory U.S. Small Cap Volatility Weighted BRI. It was launched on Dec 2, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MBOX or TPSC.
Key characteristics
| MBOX | TPSC | |
|---|---|---|
| YTD Return | 12.25% | 3.31% |
| 1Y Return | 33.21% | 22.35% |
| 3Y Return (Ann) | 10.53% | 3.81% |
| Sharpe Ratio | 3.08 | 1.39 |
| Daily Std Dev | 11.57% | 18.12% |
| Max Drawdown | -16.42% | -41.57% |
| Current Drawdown | -0.28% | -0.57% |
Correlation
The correlation between MBOX and TPSC is 0.82, 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.
Performance
MBOX vs. TPSC - Performance Comparison
In the year-to-date period, MBOX achieves a 12.25% return, which is significantly higher than TPSC's 3.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MBOX vs. TPSC - Expense Ratio Comparison
MBOX has a 0.39% expense ratio, which is lower than TPSC's 0.52% expense ratio.
Risk-Adjusted Performance
MBOX vs. TPSC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Freedom Day Dividend ETF (MBOX) and Timothy Plan US Small Cap Core ETF (TPSC). 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.
Dividends
MBOX vs. TPSC - Dividend Comparison
MBOX's dividend yield for the trailing twelve months is around 1.68%, more than TPSC's 1.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
MBOX Freedom Day Dividend ETF | 1.68% | 2.13% | 2.87% | 1.17% | 0.00% | 0.00% |
TPSC Timothy Plan US Small Cap Core ETF | 1.07% | 1.06% | 1.07% | 1.12% | 1.47% | 0.07% |
Drawdowns
MBOX vs. TPSC - Drawdown Comparison
The maximum MBOX drawdown since its inception was -16.42%, smaller than the maximum TPSC drawdown of -41.57%. Use the drawdown chart below to compare losses from any high point for MBOX and TPSC. For additional features, visit the drawdowns tool.
Volatility
MBOX vs. TPSC - Volatility Comparison
The current volatility for Freedom Day Dividend ETF (MBOX) is 2.50%, while Timothy Plan US Small Cap Core ETF (TPSC) has a volatility of 3.57%. This indicates that MBOX experiences smaller price fluctuations and is considered to be less risky than TPSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.