PMEFX vs. TPDAX
PMEFX (Penn Mutual AM 1847 Income Fund) and TPDAX (Timothy Plan Defensive Strategies Fund) are both Diversified Portfolio funds. Over the past 5 years, PMEFX returned 2.89%/yr vs 8.10%/yr for TPDAX. Their 0.61 correlation means they have sometimes moved together and sometimes differently. PMEFX charges 0.65%/yr vs 1.37%/yr for TPDAX.
Performance
PMEFX vs. TPDAX - Performance Comparison
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Returns By Period
PMEFX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 0.00%
- YTD
- 0.00%
- 1Y
- -3.78%
- 3Y*
- 4.63%
- 5Y*
- 2.89%
- 10Y*
- —
- ALL TIME*
- 5.31%
TPDAX
- 1D
- 0.38%
- 1M
- 1.95%
- 6M
- -3.22%
- YTD
- 7.96%
- 1Y
- 21.42%
- 3Y*
- 13.23%
- 5Y*
- 8.10%
- 10Y*
- 6.44%
- ALL TIME*
- 5.48%
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 |
PMEFX vs. TPDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PMEFX Penn Mutual AM 1847 Income Fund | 0.00% | 1.11% | 9.80% | 9.80% | -4.30% | 9.78% | 6.47% |
TPDAX Timothy Plan Defensive Strategies Fund | 7.96% | 23.97% | 5.29% | 7.71% | -5.63% | 12.15% | 5.75% |
Correlation
The correlation between PMEFX and TPDAX is 0.18, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.18 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2020 | 0.61 |
Over the past year, the correlation between PMEFX and TPDAX has dropped to 0.18 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
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Return for Risk
PMEFX vs. TPDAX — Risk / Return Rank
PMEFX
TPDAX
PMEFX vs. TPDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Penn Mutual AM 1847 Income Fund (PMEFX) 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.
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.
| PMEFX | TPDAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.38 | ||
| Sortino ratioReturn per unit of downside risk | -2.91 | ||
| Omega ratioGain probability vs. loss probability | 0.68 | 1.32 | -0.63 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 2.49 | -3.16 |
| Martin ratioReturn relative to average drawdown | -0.83 | 6.06 | -6.89 |
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Drawdowns
PMEFX vs. TPDAX - Drawdown Comparison
The maximum PMEFX drawdown since its inception was -13.27%, smaller than the maximum TPDAX drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for PMEFX and TPDAX.
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Drawdown Indicators
| PMEFX | TPDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.27% | -22.29% | +9.02% |
Max Drawdown (1Y)Largest decline over 1 year | -7.19% | -8.09% | +0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -10.04% | -8.09% | -1.95% |
Max Drawdown (5Y)Largest decline over 5 years | -12.12% | -17.58% | +5.46% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.29% | — |
Current DrawdownCurrent decline from peak | -7.19% | -6.15% | -1.04% |
Average DrawdownAverage peak-to-trough decline | -3.19% | -4.93% | +1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.30% | 3.33% | +1.97% |
Volatility
PMEFX vs. TPDAX - Volatility Comparison
The current volatility for Penn Mutual AM 1847 Income Fund (PMEFX) is 0.00%, while Timothy Plan Defensive Strategies Fund (TPDAX) has a volatility of 2.31%. This indicates that PMEFX 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
| PMEFX | TPDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 2.31% | -2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 9.58% | -9.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.48% | 11.64% | -4.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.83% | 10.25% | -2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.61% | 9.95% | -2.34% |
PMEFX vs. TPDAX - Expense Ratio Comparison
PMEFX has a 0.65% expense ratio, which is lower than TPDAX's 1.37% expense ratio.
Dividends
PMEFX vs. TPDAX - Dividend Comparison
PMEFX's dividend yield for the trailing twelve months is around 5.89%, more than TPDAX's 0.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
PMEFX Penn Mutual AM 1847 Income Fund | 5.89% | 8.73% | 6.16% | 4.41% | 3.25% | 13.55% | 1.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TPDAX Timothy Plan Defensive Strategies Fund | 0.74% | 0.80% | 2.76% | 2.35% | 4.48% | 0.50% | 0.00% | 2.89% | 2.69% | 0.13% | 0.33% |
Frequently Asked Questions
PMEFX and TPDAX have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TPDAX has higher volatility (2.31%) compared to PMEFX (0.00%). In terms of maximum drawdown, PMEFX dropped -13.27% vs TPDAX's -22.29%.
TPDAX currently has the higher Sharpe Ratio (1.73 vs -0.64), 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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