MMGPX vs. TAAGX
MMGPX (Morgan Stanley Discovery Portfolio) and TAAGX (Timothy Plan Aggressive Growth Fund) are both Mid Cap Growth Equities funds. Over the past 5 years, MMGPX returned -6.17%/yr vs 13.88%/yr for TAAGX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. MMGPX charges 0.04%/yr vs 1.61%/yr for TAAGX.
Performance
MMGPX vs. TAAGX - Performance Comparison
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Returns By Period
In the year-to-date period, MMGPX achieves a -0.96% return, which is significantly lower than TAAGX's 25.18% return.
MMGPX
- 1D
- 2.26%
- 1M
- -3.86%
- 6M
- 4.78%
- YTD
- -0.96%
- 1Y
- -10.52%
- 3Y*
- 17.63%
- 5Y*
- -6.17%
- 10Y*
- —
- ALL TIME*
- 14.86%
TAAGX
- 1D
- 3.59%
- 1M
- -5.26%
- 6M
- 14.57%
- YTD
- 25.18%
- 1Y
- 40.21%
- 3Y*
- 27.60%
- 5Y*
- 13.88%
- 10Y*
- 15.35%
- ALL TIME*
- 6.19%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MMGPX vs. TAAGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MMGPX Morgan Stanley Discovery Portfolio | -0.96% | 12.58% | 41.83% | 44.34% | -63.37% | -11.55% | 152.67% | 40.20% | 10.89% | 28.18% |
TAAGX Timothy Plan Aggressive Growth Fund | 25.18% | 16.01% | 36.81% | 26.46% | -25.98% | 17.90% | 36.11% | 27.71% | -12.17% | 13.76% |
Correlation
The correlation between MMGPX and TAAGX is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.75 |
The correlation between MMGPX and TAAGX shifts across timeframes, from 0.57 (1 year) to 0.75 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MMGPX vs. TAAGX — Risk / Return Rank
MMGPX
TAAGX
MMGPX vs. TAAGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Discovery Portfolio (MMGPX) 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.
| MMGPX | TAAGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -2.32 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.25 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 2.43 | -2.77 |
| Martin ratioReturn relative to average drawdown | -0.66 | 9.82 | -10.48 |
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Drawdowns
MMGPX vs. TAAGX - Drawdown Comparison
The maximum MMGPX drawdown since its inception was -75.38%, which is greater than TAAGX's maximum drawdown of -62.13%. Use the drawdown chart below to compare losses from any high point for MMGPX and TAAGX.
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Drawdown Indicators
| MMGPX | TAAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.38% | -62.13% | -13.25% |
Max Drawdown (1Y)Largest decline over 1 year | -27.79% | -14.93% | -12.86% |
Max Drawdown (3Y)Largest decline over 3 years | -29.27% | -29.24% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | -72.70% | -34.47% | -38.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.47% | — |
Current DrawdownCurrent decline from peak | -40.82% | -11.87% | -28.95% |
Average DrawdownAverage peak-to-trough decline | -30.40% | -18.61% | -11.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.47% | 3.72% | +10.75% |
Volatility
MMGPX vs. TAAGX - Volatility Comparison
The current volatility for Morgan Stanley Discovery Portfolio (MMGPX) is 6.84%, while Timothy Plan Aggressive Growth Fund (TAAGX) has a volatility of 8.51%. This indicates that MMGPX 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.
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Volatility by Period
| MMGPX | TAAGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.84% | 8.51% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 21.99% | 20.25% | +1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.90% | 24.34% | +4.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.83% | 24.00% | +15.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.11% | 22.54% | +12.57% |
MMGPX vs. TAAGX - Expense Ratio Comparison
MMGPX has a 0.04% expense ratio, which is lower than TAAGX's 1.61% expense ratio.
Dividends
MMGPX vs. TAAGX - Dividend Comparison
MMGPX has not paid dividends to shareholders, while TAAGX's dividend yield for the trailing twelve months is around 2.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MMGPX Morgan Stanley Discovery Portfolio | 0.00% | 0.43% | 0.00% | 0.00% | 125.40% | 64.53% | 7.93% | 15.63% | 28.02% | 0.00% | 0.00% | 0.00% |
TAAGX Timothy Plan Aggressive Growth Fund | 2.75% | 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
MMGPX and TAAGX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TAAGX has higher volatility (8.51%) compared to MMGPX (6.84%). In terms of maximum drawdown, MMGPX dropped -75.38% vs TAAGX's -62.13%.
TAAGX currently has the higher Sharpe Ratio (1.49 vs -0.33), 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.
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