TAAGX vs. BMDSX

Last updated Jun 4, 2026

TAAGX (Timothy Plan Aggressive Growth Fund) and BMDSX (Baird Mid Cap Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, TAAGX returned 16.33%/yr vs 8.67%/yr for BMDSX. Their correlation of 0.92 suggests significant overlap in exposure. TAAGX charges 1.61%/yr vs 1.05%/yr for BMDSX.

Performance

TAAGX vs. BMDSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Timothy Plan Aggressive Growth Fund (TAAGX) and Baird Mid Cap Growth Fund (BMDSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TAAGX achieves a 36.54% return, which is significantly higher than BMDSX's 6.27% return. Over the past 10 years, TAAGX has outperformed BMDSX with an annualized return of 16.33%, while BMDSX has yielded a comparatively lower 8.67% annualized return.

TAAGX

• 1D: 2.55%
• 1M: 6.85%
• YTD: 36.54%
• 6M: 34.76%
• 1Y: 62.49%
• 3Y*: 35.37%
• 5Y*: 18.22%
• 10Y*: 16.33%

BMDSX

• 1D: 0.17%
• 1M: 2.80%
• YTD: 6.27%
• 6M: 4.43%
• 1Y: 0.97%
• 3Y*: 0.84%
• 5Y*: -0.61%
• 10Y*: 8.67%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TAAGX vs. BMDSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TAAGX Timothy Plan Aggressive Growth Fund	36.54%	16.01%	36.81%	26.46%	-25.98%	17.90%	36.11%	27.71%	-12.17%	19.12%
BMDSX Baird Mid Cap Growth Fund	6.27%	-9.55%	-1.16%	19.91%	-27.86%	21.81%	34.56%	35.94%	-1.52%	26.61%

Correlation

The correlation between TAAGX and BMDSX is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001	0.92

Over the past year, the correlation between TAAGX and BMDSX has dropped to 0.71 - well below their long-term average of 0.92, suggesting their price drivers have been diverging.

Return for Risk

TAAGX vs. BMDSX — Risk / Return Rank

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

TAAGX

TAAGX Risk / Return Rank: 90
TAAGX Sharpe Ratio Rank: 92
TAAGX Sortino Ratio Rank: 84
TAAGX Omega Ratio Rank: 77
TAAGX Calmar Ratio Rank: 97
TAAGX Martin Ratio Rank: 97

BMDSX

BMDSX Risk / Return Rank: 3
BMDSX Sharpe Ratio Rank: 3
BMDSX Sortino Ratio Rank: 3
BMDSX Omega Ratio Rank: 3
BMDSX Calmar Ratio Rank: 3
BMDSX Martin Ratio Rank: 3

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.

TAAGX vs. BMDSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Aggressive Growth Fund (TAAGX) and Baird Mid Cap Growth Fund (BMDSX). 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.

	TAAGX	BMDSX	Difference
Sharpe ratio Return per unit of total volatility	3.12	0.15	+2.97
Sortino ratio Return per unit of downside risk	3.95	0.33	+3.62
Omega ratio Gain probability vs. loss probability	1.51	1.04	+0.47
Calmar ratio Return relative to maximum drawdown	7.07	0.16	+6.91
Martin ratio Return relative to average drawdown	28.22	0.35	+27.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TAAGX vs. BMDSX - Sharpe Ratio Comparison

The current TAAGX Sharpe Ratio is 3.12, which is higher than the BMDSX Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of TAAGX and BMDSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TAAGX	BMDSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.12	0.15	+2.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	-0.03	+0.81
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	0.42	+0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.34	-0.05

Drawdowns

TAAGX vs. BMDSX - Drawdown Comparison

The maximum TAAGX drawdown since its inception was -62.13%, which is greater than BMDSX's maximum drawdown of -53.96%. Use the drawdown chart below to compare losses from any high point for TAAGX and BMDSX.

Drawdown Indicators

	TAAGX	BMDSX	Difference
Max Drawdown Largest peak-to-trough decline	-62.13%	-53.96%	-8.17%
Max Drawdown (1Y) Largest decline over 1 year	-9.26%	-14.54%	+5.28%
Max Drawdown (3Y) Largest decline over 3 years	-29.24%	-25.04%	-4.20%
Max Drawdown (5Y) Largest decline over 5 years	-34.47%	-36.24%	+1.77%
Max Drawdown (10Y) Largest decline over 10 years	-34.47%	-36.24%	+1.77%
Current Drawdown Current decline from peak	0.00%	-20.93%	+20.93%
Average Drawdown Average peak-to-trough decline	-18.69%	-10.95%	-7.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.31%	6.75%	-4.44%

Volatility

TAAGX vs. BMDSX - Volatility Comparison

Timothy Plan Aggressive Growth Fund (TAAGX) has a higher volatility of 6.86% compared to Baird Mid Cap Growth Fund (BMDSX) at 3.87%. This indicates that TAAGX's price experiences larger fluctuations and is considered to be riskier than BMDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TAAGX	BMDSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.86%	3.87%	+2.99%
Volatility (6M) Calculated over the trailing 6-month period	16.92%	11.62%	+5.30%
Volatility (1Y) Calculated over the trailing 1-year period	20.98%	15.22%	+5.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.37%	21.03%	+2.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.31%	20.79%	+1.52%

TAAGX vs. BMDSX - Expense Ratio Comparison

TAAGX has a 1.61% expense ratio, which is higher than BMDSX's 1.05% expense ratio.

Dividends

TAAGX vs. BMDSX - Dividend Comparison

TAAGX's dividend yield for the trailing twelve months is around 2.52%, less than BMDSX's 13.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BMDSX Baird Mid Cap Growth Fund	13.06%	13.88%	4.57%	2.44%	1.79%	17.82%	10.09%	5.77%	6.62%	4.87%	0.00%	0.15%
TAAGX Timothy Plan Aggressive Growth Fund	2.52%	3.44%	17.62%	3.12%	3.06%	8.89%	5.75%	0.00%	7.57%	0.00%	0.00%	15.71%

Frequently Asked Questions

Can I hold both TAAGX and BMDSX in my portfolio?

TAAGX and BMDSX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TAAGX or BMDSX?

TAAGX has higher volatility (6.86%) compared to BMDSX (3.87%). In terms of maximum drawdown, TAAGX dropped -62.13% vs BMDSX's -53.96%.

Which has better risk-adjusted returns?

TAAGX currently has the higher Sharpe Ratio (3.12 vs 0.15), 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.