PFJDX vs. TPDAX

Last updated Apr 1, 2026

Compare and contrast key facts about PFG JP Morgan Tactical Moderate Strategy Fund (PFJDX) and Timothy Plan Defensive Strategies Fund (TPDAX).

PFJDX is managed by The Pacific Financial Group. It was launched on Mar 14, 2018. TPDAX is managed by Timothy Plan. It was launched on Nov 3, 2009.

Performance

PFJDX vs. TPDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PFG JP Morgan Tactical Moderate Strategy Fund (PFJDX) and Timothy Plan Defensive Strategies Fund (TPDAX). The values are adjusted to include any dividend payments, if applicable.

PFJDX vs. TPDAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
PFJDX PFG JP Morgan Tactical Moderate Strategy Fund	-4.37%	13.15%	9.96%	12.71%	-15.77%	11.10%	8.40%	16.33%	-11.06%
TPDAX Timothy Plan Defensive Strategies Fund	7.48%	23.97%	5.29%	7.71%	-5.63%	12.15%	8.83%	13.77%	-5.71%

Returns By Period

In the year-to-date period, PFJDX achieves a -4.37% return, which is significantly lower than TPDAX's 7.48% return.

PFJDX

• 1D: -0.09%
• 1M: -6.72%
• YTD: -4.37%
• 6M: -2.94%
• 1Y: 8.69%
• 3Y*: 8.60%
• 5Y*: 3.76%
• 10Y*: —

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)

PFJDX vs. TPDAX - Expense Ratio Comparison

PFJDX has a 2.05% expense ratio, which is higher than TPDAX's 1.37% expense ratio.

PFJDX

PFG JP Morgan Tactical Moderate Strategy Fund

TPDAX

Timothy Plan Defensive Strategies Fund

Return for Risk

PFJDX vs. TPDAX — Risk / Return Rank

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

PFJDX

PFJDX Risk / Return Rank: 37
PFJDX Sharpe Ratio Rank: 36
PFJDX Sortino Ratio Rank: 35
PFJDX Omega Ratio Rank: 36
PFJDX Calmar Ratio Rank: 37
PFJDX Martin Ratio Rank: 41

TPDAX

TPDAX Risk / Return Rank: 93
TPDAX Sharpe Ratio Rank: 93
TPDAX Sortino Ratio Rank: 91
TPDAX Omega Ratio Rank: 89
TPDAX Calmar Ratio Rank: 95
TPDAX Martin Ratio Rank: 95

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.

PFJDX vs. TPDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PFG JP Morgan Tactical Moderate Strategy Fund (PFJDX) 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.

	PFJDX	TPDAX	Difference
Sharpe ratio Return per unit of total volatility	0.80	2.07	-1.27
Sortino ratio Return per unit of downside risk	1.19	2.68	-1.49
Omega ratio Gain probability vs. loss probability	1.17	1.39	-0.22
Calmar ratio Return relative to maximum drawdown	0.98	3.33	-2.35
Martin ratio Return relative to average drawdown	4.23	12.75	-8.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PFJDX vs. TPDAX - Sharpe Ratio Comparison

The current PFJDX Sharpe Ratio is 0.80, which is lower than the TPDAX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of PFJDX 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.

Sharpe Ratios by Period

	PFJDX	TPDAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.80	2.07	-1.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	0.95	-0.64
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.72	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.58	-0.22

Correlation

The correlation between PFJDX and TPDAX is 0.65, 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

PFJDX vs. TPDAX - Dividend Comparison

PFJDX's dividend yield for the trailing twelve months is around 6.23%, more than TPDAX's 0.75% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
PFJDX PFG JP Morgan Tactical Moderate Strategy Fund	6.23%	5.96%	1.19%	0.52%	8.75%	6.40%	0.35%	0.45%	0.04%	0.00%	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

PFJDX vs. TPDAX - Drawdown Comparison

The maximum PFJDX drawdown since its inception was -25.97%, which is greater than TPDAX's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for PFJDX and TPDAX.

Drawdown Indicators

	PFJDX	TPDAX	Difference
Max Drawdown Largest peak-to-trough decline	-25.97%	-22.29%	-3.68%
Max Drawdown (1Y) Largest decline over 1 year	-8.05%	-7.58%	-0.47%
Max Drawdown (5Y) Largest decline over 5 years	-25.97%	-17.58%	-8.39%
Max Drawdown (10Y) Largest decline over 10 years	—	-22.29%	—
Current Drawdown Current decline from peak	-7.17%	-6.56%	-0.61%
Average Drawdown Average peak-to-trough decline	-6.85%	-4.94%	-1.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.87%	1.98%	-0.11%

Volatility

PFJDX vs. TPDAX - Volatility Comparison

The current volatility for PFG JP Morgan Tactical Moderate Strategy Fund (PFJDX) is 3.64%, while Timothy Plan Defensive Strategies Fund (TPDAX) has a volatility of 4.00%. This indicates that PFJDX 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.

Volatility by Period

	PFJDX	TPDAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.64%	4.00%	-0.36%
Volatility (6M) Calculated over the trailing 6-month period	6.39%	9.73%	-3.34%
Volatility (1Y) Calculated over the trailing 1-year period	11.17%	12.21%	-1.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.09%	10.12%	+1.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.72%	9.86%	+2.86%