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QQJG vs. TPLC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQJG vs. TPLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) and Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund (TPLC). The values are adjusted to include any dividend payments, if applicable.

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QQJG vs. TPLC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
QQJG
Invesco ESG NASDAQ Next Gen 100 ETF
1.44%18.05%14.67%17.20%-27.69%0.91%
TPLC
Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund
2.36%7.08%13.10%15.17%-12.58%6.31%

Returns By Period

In the year-to-date period, QQJG achieves a 1.44% return, which is significantly lower than TPLC's 2.36% return.


QQJG

1D
0.00%
1M
0.00%
YTD
1.44%
6M
3.93%
1Y
28.17%
3Y*
14.20%
5Y*
10Y*

TPLC

1D
1.98%
1M
-5.59%
YTD
2.36%
6M
0.74%
1Y
10.43%
3Y*
11.50%
5Y*
7.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QQJG vs. TPLC - Expense Ratio Comparison

QQJG has a 0.20% expense ratio, which is lower than TPLC's 0.52% expense ratio.


Return for Risk

QQJG vs. TPLC — Risk / Return Rank

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

QQJG
QQJG Risk / Return Rank: 7373
Overall Rank
QQJG Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
QQJG Sortino Ratio Rank: 7575
Sortino Ratio Rank
QQJG Omega Ratio Rank: 7777
Omega Ratio Rank
QQJG Calmar Ratio Rank: 6464
Calmar Ratio Rank
QQJG Martin Ratio Rank: 7575
Martin Ratio Rank

TPLC
TPLC Risk / Return Rank: 3636
Overall Rank
TPLC Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TPLC Sortino Ratio Rank: 3535
Sortino Ratio Rank
TPLC Omega Ratio Rank: 3535
Omega Ratio Rank
TPLC Calmar Ratio Rank: 3535
Calmar Ratio Rank
TPLC Martin Ratio Rank: 4343
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.

QQJG vs. TPLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) and Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund (TPLC). 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.


QQJGTPLCDifference

Sharpe ratio

Return per unit of total volatility

1.31

0.62

+0.69

Sortino ratio

Return per unit of downside risk

1.92

0.99

+0.93

Omega ratio

Gain probability vs. loss probability

1.29

1.14

+0.15

Calmar ratio

Return relative to maximum drawdown

1.63

0.89

+0.75

Martin ratio

Return relative to average drawdown

7.94

3.99

+3.95

QQJG vs. TPLC - Sharpe Ratio Comparison

The current QQJG Sharpe Ratio is 1.31, which is higher than the TPLC Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of QQJG and TPLC, 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


QQJGTPLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

0.62

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.52

-0.35

Correlation

The correlation between QQJG and TPLC is 0.85, 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.


Dividends

QQJG vs. TPLC - Dividend Comparison

QQJG's dividend yield for the trailing twelve months is around 13.86%, more than TPLC's 0.89% yield.


TTM2025202420232022202120202019
QQJG
Invesco ESG NASDAQ Next Gen 100 ETF
13.86%0.68%0.65%0.54%0.70%0.08%0.00%0.00%
TPLC
Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund
0.89%0.89%0.88%0.89%1.06%0.61%0.81%0.67%

Drawdowns

QQJG vs. TPLC - Drawdown Comparison

The maximum QQJG drawdown since its inception was -36.76%, roughly equal to the maximum TPLC drawdown of -38.02%. Use the drawdown chart below to compare losses from any high point for QQJG and TPLC.


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Drawdown Indicators


QQJGTPLCDifference

Max Drawdown

Largest peak-to-trough decline

-36.76%

-38.02%

+1.26%

Max Drawdown (1Y)

Largest decline over 1 year

-14.51%

-12.42%

-2.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.63%

Current Drawdown

Current decline from peak

-2.09%

-5.76%

+3.67%

Average Drawdown

Average peak-to-trough decline

-15.85%

-5.38%

-10.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

2.76%

+0.36%

Volatility

QQJG vs. TPLC - Volatility Comparison

The current volatility for Invesco ESG NASDAQ Next Gen 100 ETF (QQJG) is 0.00%, while Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund (TPLC) has a volatility of 4.44%. This indicates that QQJG experiences smaller price fluctuations and is considered to be less risky than TPLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQJGTPLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

4.44%

-4.44%

Volatility (6M)

Calculated over the trailing 6-month period

11.78%

8.79%

+2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

21.80%

16.90%

+4.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.13%

16.16%

+5.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.13%

20.06%

+2.07%