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TAAAX vs. TPDAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TAAAX vs. TPDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Aggressive Allocation Fund (TAAAX) and Timothy Plan Defensive Strategies Fund (TPDAX). The values are adjusted to include any dividend payments, if applicable.

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TAAAX vs. TPDAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAAAX
Thrivent Aggressive Allocation Fund
-4.87%15.18%23.46%18.79%-18.19%19.56%16.42%24.52%-6.90%14.30%
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, TAAAX achieves a -4.87% return, which is significantly lower than TPDAX's 7.48% return. Over the past 10 years, TAAAX has outperformed TPDAX with an annualized return of 10.35%, while TPDAX has yielded a comparatively lower 7.10% annualized return.


TAAAX

1D
-0.37%
1M
-8.15%
YTD
-4.87%
6M
-2.40%
1Y
13.66%
3Y*
15.00%
5Y*
8.42%
10Y*
10.35%

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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TAAAX vs. TPDAX - Expense Ratio Comparison

TAAAX has a 0.93% expense ratio, which is lower than TPDAX's 1.37% expense ratio.


Return for Risk

TAAAX vs. TPDAX — Risk / Return Rank

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

TAAAX
TAAAX Risk / Return Rank: 4343
Overall Rank
TAAAX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
TAAAX Sortino Ratio Rank: 4242
Sortino Ratio Rank
TAAAX Omega Ratio Rank: 4444
Omega Ratio Rank
TAAAX Calmar Ratio Rank: 4040
Calmar Ratio Rank
TAAAX Martin Ratio Rank: 4949
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.

TAAAX vs. TPDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Aggressive Allocation Fund (TAAAX) 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.


TAAAXTPDAXDifference

Sharpe ratio

Return per unit of total volatility

0.84

2.07

-1.22

Sortino ratio

Return per unit of downside risk

1.28

2.68

-1.40

Omega ratio

Gain probability vs. loss probability

1.19

1.39

-0.20

Calmar ratio

Return relative to maximum drawdown

1.03

3.33

-2.30

Martin ratio

Return relative to average drawdown

4.85

12.75

-7.90

TAAAX vs. TPDAX - Sharpe Ratio Comparison

The current TAAAX Sharpe Ratio is 0.84, which is lower than the TPDAX Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of TAAAX 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


TAAAXTPDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

2.07

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.95

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.72

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.58

-0.22

Correlation

The correlation between TAAAX and TPDAX is 0.64, 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

TAAAX vs. TPDAX - Dividend Comparison

TAAAX's dividend yield for the trailing twelve months is around 8.03%, more than TPDAX's 0.75% yield.


TTM20252024202320222021202020192018201720162015
TAAAX
Thrivent Aggressive Allocation Fund
8.03%7.64%15.10%3.64%2.40%10.30%3.01%6.32%9.31%0.39%0.52%0.28%
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

TAAAX vs. TPDAX - Drawdown Comparison

The maximum TAAAX drawdown since its inception was -56.23%, which is greater than TPDAX's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for TAAAX and TPDAX.


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Drawdown Indicators


TAAAXTPDAXDifference

Max Drawdown

Largest peak-to-trough decline

-56.23%

-22.29%

-33.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.59%

-7.58%

-4.01%

Max Drawdown (5Y)

Largest decline over 5 years

-29.84%

-17.58%

-12.26%

Max Drawdown (10Y)

Largest decline over 10 years

-33.33%

-22.29%

-11.04%

Current Drawdown

Current decline from peak

-8.63%

-6.56%

-2.07%

Average Drawdown

Average peak-to-trough decline

-9.84%

-4.94%

-4.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

1.98%

+0.49%

Volatility

TAAAX vs. TPDAX - Volatility Comparison

Thrivent Aggressive Allocation Fund (TAAAX) has a higher volatility of 4.63% compared to Timothy Plan Defensive Strategies Fund (TPDAX) at 4.00%. This indicates that TAAAX's price experiences larger fluctuations and is considered to be riskier 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


TAAAXTPDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

4.00%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

8.94%

9.73%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

16.60%

12.21%

+4.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.74%

10.12%

+6.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.71%

9.86%

+6.85%