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SCSAX vs. TLVAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCSAX vs. TLVAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allspring Common Stock Fund (SCSAX) and Timothy Plan Large/Mid Cap Value Fund (TLVAX). The values are adjusted to include any dividend payments, if applicable.

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SCSAX vs. TLVAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCSAX
Allspring Common Stock Fund
-6.69%1.44%6.51%15.90%-17.71%21.14%15.34%47.23%-10.02%17.54%
TLVAX
Timothy Plan Large/Mid Cap Value Fund
1.75%4.80%11.64%13.21%-11.70%26.86%13.07%26.39%-8.93%17.50%

Returns By Period

In the year-to-date period, SCSAX achieves a -6.69% return, which is significantly lower than TLVAX's 1.75% return. Over the past 10 years, SCSAX has underperformed TLVAX with an annualized return of 8.90%, while TLVAX has yielded a comparatively higher 9.37% annualized return.


SCSAX

1D
-1.08%
1M
-10.28%
YTD
-6.69%
6M
-4.29%
1Y
3.75%
3Y*
3.24%
5Y*
1.65%
10Y*
8.90%

TLVAX

1D
-0.50%
1M
-7.27%
YTD
1.75%
6M
-0.26%
1Y
7.30%
3Y*
9.08%
5Y*
7.32%
10Y*
9.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SCSAX vs. TLVAX - Expense Ratio Comparison

SCSAX has a 1.25% expense ratio, which is lower than TLVAX's 1.58% expense ratio.


Return for Risk

SCSAX vs. TLVAX — Risk / Return Rank

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

SCSAX
SCSAX Risk / Return Rank: 88
Overall Rank
SCSAX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
SCSAX Sortino Ratio Rank: 99
Sortino Ratio Rank
SCSAX Omega Ratio Rank: 99
Omega Ratio Rank
SCSAX Calmar Ratio Rank: 88
Calmar Ratio Rank
SCSAX Martin Ratio Rank: 88
Martin Ratio Rank

TLVAX
TLVAX Risk / Return Rank: 2121
Overall Rank
TLVAX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TLVAX Sortino Ratio Rank: 2020
Sortino Ratio Rank
TLVAX Omega Ratio Rank: 1919
Omega Ratio Rank
TLVAX Calmar Ratio Rank: 2121
Calmar Ratio Rank
TLVAX Martin Ratio Rank: 2222
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.

SCSAX vs. TLVAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Allspring Common Stock Fund (SCSAX) and Timothy Plan Large/Mid Cap Value Fund (TLVAX). 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.


SCSAXTLVAXDifference

Sharpe ratio

Return per unit of total volatility

0.17

0.51

-0.35

Sortino ratio

Return per unit of downside risk

0.40

0.85

-0.45

Omega ratio

Gain probability vs. loss probability

1.05

1.11

-0.06

Calmar ratio

Return relative to maximum drawdown

0.11

0.62

-0.51

Martin ratio

Return relative to average drawdown

0.39

2.41

-2.02

SCSAX vs. TLVAX - Sharpe Ratio Comparison

The current SCSAX Sharpe Ratio is 0.17, which is lower than the TLVAX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of SCSAX and TLVAX, 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


SCSAXTLVAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

0.51

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.48

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.55

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.43

-0.07

Correlation

The correlation between SCSAX and TLVAX is 0.91, 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

SCSAX vs. TLVAX - Dividend Comparison

SCSAX's dividend yield for the trailing twelve months is around 4.73%, less than TLVAX's 9.01% yield.


TTM20252024202320222021202020192018201720162015
SCSAX
Allspring Common Stock Fund
4.73%4.42%6.38%3.56%17.66%19.38%4.87%26.88%18.74%11.05%3.82%12.95%
TLVAX
Timothy Plan Large/Mid Cap Value Fund
9.01%9.16%10.05%0.86%5.52%4.35%3.39%11.83%10.96%6.78%1.25%12.89%

Drawdowns

SCSAX vs. TLVAX - Drawdown Comparison

The maximum SCSAX drawdown since its inception was -53.49%, roughly equal to the maximum TLVAX drawdown of -55.23%. Use the drawdown chart below to compare losses from any high point for SCSAX and TLVAX.


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Drawdown Indicators


SCSAXTLVAXDifference

Max Drawdown

Largest peak-to-trough decline

-53.49%

-55.23%

+1.74%

Max Drawdown (1Y)

Largest decline over 1 year

-13.83%

-11.09%

-2.74%

Max Drawdown (5Y)

Largest decline over 5 years

-38.46%

-20.69%

-17.77%

Max Drawdown (10Y)

Largest decline over 10 years

-45.63%

-37.34%

-8.29%

Current Drawdown

Current decline from peak

-19.30%

-7.46%

-11.84%

Average Drawdown

Average peak-to-trough decline

-10.30%

-8.30%

-2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

2.87%

+1.15%

Volatility

SCSAX vs. TLVAX - Volatility Comparison

Allspring Common Stock Fund (SCSAX) has a higher volatility of 6.31% compared to Timothy Plan Large/Mid Cap Value Fund (TLVAX) at 3.72%. This indicates that SCSAX's price experiences larger fluctuations and is considered to be riskier than TLVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCSAXTLVAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

3.72%

+2.59%

Volatility (6M)

Calculated over the trailing 6-month period

12.89%

8.56%

+4.33%

Volatility (1Y)

Calculated over the trailing 1-year period

21.97%

15.87%

+6.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.65%

15.41%

+8.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.89%

17.01%

+6.88%