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TAAGX vs. BUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TAAGX vs. BUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Timothy Plan Aggressive Growth Fund (TAAGX) and Global X Cybersecurity ETF (BUG). The values are adjusted to include any dividend payments, if applicable.

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TAAGX vs. BUG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TAAGX
Timothy Plan Aggressive Growth Fund
10.71%16.01%25.45%26.46%-25.98%17.90%36.11%7.40%
BUG
Global X Cybersecurity ETF
-16.81%-5.04%9.59%41.40%-33.63%13.24%70.83%6.55%

Returns By Period

In the year-to-date period, TAAGX achieves a 10.71% return, which is significantly higher than BUG's -16.81% return.


TAAGX

1D
4.08%
1M
-4.43%
YTD
10.71%
6M
13.01%
1Y
48.03%
3Y*
22.34%
5Y*
11.13%
10Y*
13.08%

BUG

1D
0.92%
1M
-0.04%
YTD
-16.81%
6M
-28.11%
1Y
-22.41%
3Y*
2.70%
5Y*
0.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TAAGX vs. BUG - Expense Ratio Comparison

TAAGX has a 1.61% expense ratio, which is higher than BUG's 0.50% expense ratio.


Return for Risk

TAAGX vs. BUG — Risk / Return Rank

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

TAAGX
TAAGX Risk / Return Rank: 9292
Overall Rank
TAAGX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
TAAGX Sortino Ratio Rank: 9090
Sortino Ratio Rank
TAAGX Omega Ratio Rank: 8585
Omega Ratio Rank
TAAGX Calmar Ratio Rank: 9797
Calmar Ratio Rank
TAAGX Martin Ratio Rank: 9797
Martin Ratio Rank

BUG
BUG Risk / Return Rank: 22
Overall Rank
BUG Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BUG Sortino Ratio Rank: 22
Sortino Ratio Rank
BUG Omega Ratio Rank: 22
Omega Ratio Rank
BUG Calmar Ratio Rank: 33
Calmar Ratio Rank
BUG Martin Ratio Rank: 22
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.

TAAGX vs. BUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Aggressive Growth Fund (TAAGX) and Global X Cybersecurity ETF (BUG). 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.


TAAGXBUGDifference

Sharpe ratio

Return per unit of total volatility

2.01

-0.80

+2.80

Sortino ratio

Return per unit of downside risk

2.66

-1.01

+3.67

Omega ratio

Gain probability vs. loss probability

1.36

0.88

+0.49

Calmar ratio

Return relative to maximum drawdown

4.06

-0.61

+4.67

Martin ratio

Return relative to average drawdown

17.43

-1.40

+18.83

TAAGX vs. BUG - Sharpe Ratio Comparison

The current TAAGX Sharpe Ratio is 2.01, which is higher than the BUG Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of TAAGX and BUG, 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


TAAGXBUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

-0.80

+2.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.01

+0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.29

-0.06

Correlation

The correlation between TAAGX and BUG is 0.74, 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

TAAGX vs. BUG - Dividend Comparison

TAAGX's dividend yield for the trailing twelve months is around 3.10%, more than BUG's 0.05% yield.


TTM20252024202320222021202020192018201720162015
TAAGX
Timothy Plan Aggressive Growth Fund
3.10%3.44%8.81%3.12%3.06%8.89%5.75%0.00%7.57%0.00%0.00%15.71%
BUG
Global X Cybersecurity ETF
0.05%0.04%0.09%0.10%1.56%0.66%0.46%0.24%0.00%0.00%0.00%0.00%

Drawdowns

TAAGX vs. BUG - Drawdown Comparison

The maximum TAAGX drawdown since its inception was -62.13%, which is greater than BUG's maximum drawdown of -41.66%. Use the drawdown chart below to compare losses from any high point for TAAGX and BUG.


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Drawdown Indicators


TAAGXBUGDifference

Max Drawdown

Largest peak-to-trough decline

-62.13%

-41.66%

-20.47%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-35.69%

+23.56%

Max Drawdown (5Y)

Largest decline over 5 years

-34.47%

-41.66%

+7.19%

Max Drawdown (10Y)

Largest decline over 10 years

-34.47%

Current Drawdown

Current decline from peak

-5.56%

-32.24%

+26.68%

Average Drawdown

Average peak-to-trough decline

-18.82%

-14.22%

-4.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

15.46%

-12.63%

Volatility

TAAGX vs. BUG - Volatility Comparison

Timothy Plan Aggressive Growth Fund (TAAGX) has a higher volatility of 9.62% compared to Global X Cybersecurity ETF (BUG) at 8.56%. This indicates that TAAGX's price experiences larger fluctuations and is considered to be riskier than BUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TAAGXBUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.62%

8.56%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

16.80%

19.92%

-3.12%

Volatility (1Y)

Calculated over the trailing 1-year period

24.69%

28.19%

-3.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.94%

27.44%

-4.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.02%

28.69%

-6.67%