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TAAGX vs. TGFRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TAAGX vs. TGFRX - Performance Comparison

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

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TAAGX vs. TGFRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAAGX
Timothy Plan Aggressive Growth Fund
6.37%16.01%25.45%26.46%-25.98%17.90%36.11%27.71%-12.17%19.12%
TGFRX
Tanaka Growth Fund
-3.59%39.56%17.98%50.24%-22.62%26.54%50.87%18.78%-25.18%7.28%

Returns By Period

In the year-to-date period, TAAGX achieves a 6.37% return, which is significantly higher than TGFRX's -3.59% return. Both investments have delivered pretty close results over the past 10 years, with TAAGX having a 12.63% annualized return and TGFRX not far ahead at 13.08%.


TAAGX

1D
-2.07%
1M
-8.35%
YTD
6.37%
6M
9.99%
1Y
43.44%
3Y*
20.72%
5Y*
10.68%
10Y*
12.63%

TGFRX

1D
-1.92%
1M
-9.89%
YTD
-3.59%
6M
1.02%
1Y
26.15%
3Y*
28.80%
5Y*
10.69%
10Y*
13.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TAAGX vs. TGFRX - Expense Ratio Comparison

TAAGX has a 1.61% expense ratio, which is lower than TGFRX's 2.19% expense ratio.


Return for Risk

TAAGX vs. TGFRX — Risk / Return Rank

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

TAAGX
TAAGX Risk / Return Rank: 9090
Overall Rank
TAAGX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
TAAGX Sortino Ratio Rank: 8888
Sortino Ratio Rank
TAAGX Omega Ratio Rank: 8282
Omega Ratio Rank
TAAGX Calmar Ratio Rank: 9595
Calmar Ratio Rank
TAAGX Martin Ratio Rank: 9696
Martin Ratio Rank

TGFRX
TGFRX Risk / Return Rank: 7474
Overall Rank
TGFRX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
TGFRX Sortino Ratio Rank: 8080
Sortino Ratio Rank
TGFRX Omega Ratio Rank: 7070
Omega Ratio Rank
TGFRX Calmar Ratio Rank: 8787
Calmar Ratio Rank
TGFRX Martin Ratio Rank: 6161
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. TGFRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Aggressive Growth Fund (TAAGX) and Tanaka Growth Fund (TGFRX). 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.


TAAGXTGFRXDifference

Sharpe ratio

Return per unit of total volatility

1.79

1.31

+0.48

Sortino ratio

Return per unit of downside risk

2.41

2.02

+0.39

Omega ratio

Gain probability vs. loss probability

1.33

1.26

+0.07

Calmar ratio

Return relative to maximum drawdown

3.36

2.24

+1.12

Martin ratio

Return relative to average drawdown

14.54

5.75

+8.79

TAAGX vs. TGFRX - Sharpe Ratio Comparison

The current TAAGX Sharpe Ratio is 1.79, which is higher than the TGFRX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of TAAGX and TGFRX, 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


TAAGXTGFRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.31

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.01

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.02

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.02

+0.20

Correlation

The correlation between TAAGX and TGFRX is 0.80, 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. TGFRX - Dividend Comparison

TAAGX's dividend yield for the trailing twelve months is around 3.23%, less than TGFRX's 13.51% yield.


TTM20252024202320222021202020192018201720162015
TAAGX
Timothy Plan Aggressive Growth Fund
3.23%3.44%8.81%3.12%3.06%8.89%5.75%0.00%7.57%0.00%0.00%15.71%
TGFRX
Tanaka Growth Fund
13.51%13.02%6.89%0.00%0.11%7.44%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TAAGX vs. TGFRX - Drawdown Comparison

The maximum TAAGX drawdown since its inception was -62.13%, smaller than the maximum TGFRX drawdown of -95.35%. Use the drawdown chart below to compare losses from any high point for TAAGX and TGFRX.


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Drawdown Indicators


TAAGXTGFRXDifference

Max Drawdown

Largest peak-to-trough decline

-62.13%

-95.35%

+33.22%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-16.01%

+3.88%

Max Drawdown (5Y)

Largest decline over 5 years

-34.47%

-95.35%

+60.88%

Max Drawdown (10Y)

Largest decline over 10 years

-34.47%

-95.35%

+60.88%

Current Drawdown

Current decline from peak

-9.26%

-92.80%

+83.54%

Average Drawdown

Average peak-to-trough decline

-18.82%

-31.67%

+12.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

7.21%

-4.40%

Volatility

TAAGX vs. TGFRX - Volatility Comparison

The current volatility for Timothy Plan Aggressive Growth Fund (TAAGX) is 8.55%, while Tanaka Growth Fund (TGFRX) has a volatility of 11.19%. This indicates that TAAGX experiences smaller price fluctuations and is considered to be less risky than TGFRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TAAGXTGFRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.55%

11.19%

-2.64%

Volatility (6M)

Calculated over the trailing 6-month period

16.33%

23.73%

-7.40%

Volatility (1Y)

Calculated over the trailing 1-year period

24.42%

34.96%

-10.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.88%

793.45%

-770.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.98%

561.16%

-539.18%