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POCAX vs. TPDAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

POCAX vs. TPDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Funds Portfolio Optimization Moderate (POCAX) and Timothy Plan Defensive Strategies Fund (TPDAX). The values are adjusted to include any dividend payments, if applicable.

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POCAX vs. TPDAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POCAX
Pacific Funds Portfolio Optimization Moderate
-3.86%12.91%11.62%13.95%-18.67%11.94%14.65%20.36%-7.41%13.51%
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, POCAX achieves a -3.86% return, which is significantly lower than TPDAX's 7.48% return. Both investments have delivered pretty close results over the past 10 years, with POCAX having a 6.87% annualized return and TPDAX not far ahead at 7.10%.


POCAX

1D
-0.09%
1M
-6.09%
YTD
-3.86%
6M
-2.17%
1Y
10.46%
3Y*
9.80%
5Y*
4.08%
10Y*
6.87%

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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POCAX vs. TPDAX - Expense Ratio Comparison

POCAX has a 0.60% expense ratio, which is lower than TPDAX's 1.37% expense ratio.


Return for Risk

POCAX vs. TPDAX — Risk / Return Rank

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

POCAX
POCAX Risk / Return Rank: 4949
Overall Rank
POCAX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
POCAX Sortino Ratio Rank: 4848
Sortino Ratio Rank
POCAX Omega Ratio Rank: 4949
Omega Ratio Rank
POCAX Calmar Ratio Rank: 4646
Calmar Ratio Rank
POCAX 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.

POCAX vs. TPDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Funds Portfolio Optimization Moderate (POCAX) 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.


POCAXTPDAXDifference

Sharpe ratio

Return per unit of total volatility

0.93

2.07

-1.14

Sortino ratio

Return per unit of downside risk

1.37

2.68

-1.31

Omega ratio

Gain probability vs. loss probability

1.20

1.39

-0.19

Calmar ratio

Return relative to maximum drawdown

1.14

3.33

-2.20

Martin ratio

Return relative to average drawdown

5.31

12.75

-7.44

POCAX vs. TPDAX - Sharpe Ratio Comparison

The current POCAX Sharpe Ratio is 0.93, which is lower than the TPDAX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of POCAX 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


POCAXTPDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

2.07

-1.14

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

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.58

-0.12

Correlation

The correlation between POCAX and TPDAX is 0.68, 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

POCAX vs. TPDAX - Dividend Comparison

POCAX's dividend yield for the trailing twelve months is around 7.67%, more than TPDAX's 0.75% yield.


TTM20252024202320222021202020192018201720162015
POCAX
Pacific Funds Portfolio Optimization Moderate
7.67%7.37%2.97%1.68%22.92%8.62%3.11%5.02%22.38%3.85%5.44%6.68%
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%0.00%

Drawdowns

POCAX vs. TPDAX - Drawdown Comparison

The maximum POCAX drawdown since its inception was -40.19%, which is greater than TPDAX's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for POCAX and TPDAX.


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Drawdown Indicators


POCAXTPDAXDifference

Max Drawdown

Largest peak-to-trough decline

-40.19%

-22.29%

-17.90%

Max Drawdown (1Y)

Largest decline over 1 year

-8.20%

-7.58%

-0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-24.92%

-17.58%

-7.34%

Max Drawdown (10Y)

Largest decline over 10 years

-26.59%

-22.29%

-4.30%

Current Drawdown

Current decline from peak

-6.47%

-6.56%

+0.09%

Average Drawdown

Average peak-to-trough decline

-4.97%

-4.94%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

1.98%

-0.23%

Volatility

POCAX vs. TPDAX - Volatility Comparison

The current volatility for Pacific Funds Portfolio Optimization Moderate (POCAX) is 3.47%, while Timothy Plan Defensive Strategies Fund (TPDAX) has a volatility of 4.00%. This indicates that POCAX 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


POCAXTPDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

4.00%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

6.24%

9.73%

-3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

11.33%

12.21%

-0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.86%

10.12%

+6.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.43%

9.86%

+4.57%