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TCGAX vs. SIFAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TCGAX vs. SIFAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Timothy Plan Conservative Growth Fund (TCGAX) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX). The values are adjusted to include any dividend payments, if applicable.

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TCGAX vs. SIFAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TCGAX
Timothy Plan Conservative Growth Fund
1.27%10.54%4.29%6.59%-12.86%7.61%7.71%14.78%-9.25%8.29%
SIFAX
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund
8.96%7.82%4.08%-1.74%8.48%10.83%-1.59%5.68%-3.64%-1.96%

Returns By Period

In the year-to-date period, TCGAX achieves a 1.27% return, which is significantly lower than SIFAX's 8.96% return. Both investments have delivered pretty close results over the past 10 years, with TCGAX having a 3.89% annualized return and SIFAX not far ahead at 3.91%.


TCGAX

1D
1.36%
1M
-3.62%
YTD
1.27%
6M
1.68%
1Y
9.88%
3Y*
6.75%
5Y*
2.52%
10Y*
3.89%

SIFAX

1D
-0.35%
1M
1.77%
YTD
8.96%
6M
10.57%
1Y
10.85%
3Y*
7.16%
5Y*
6.83%
10Y*
3.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TCGAX vs. SIFAX - Expense Ratio Comparison

TCGAX has a 1.04% expense ratio, which is higher than SIFAX's 0.90% expense ratio.


Return for Risk

TCGAX vs. SIFAX — Risk / Return Rank

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

TCGAX
TCGAX Risk / Return Rank: 5454
Overall Rank
TCGAX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
TCGAX Sortino Ratio Rank: 5555
Sortino Ratio Rank
TCGAX Omega Ratio Rank: 5050
Omega Ratio Rank
TCGAX Calmar Ratio Rank: 5252
Calmar Ratio Rank
TCGAX Martin Ratio Rank: 5656
Martin Ratio Rank

SIFAX
SIFAX Risk / Return Rank: 8989
Overall Rank
SIFAX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SIFAX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SIFAX Omega Ratio Rank: 8888
Omega Ratio Rank
SIFAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
SIFAX Martin Ratio Rank: 8181
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.

TCGAX vs. SIFAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Conservative Growth Fund (TCGAX) and SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX). 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.


TCGAXSIFAXDifference

Sharpe ratio

Return per unit of total volatility

1.16

2.03

-0.88

Sortino ratio

Return per unit of downside risk

1.64

2.86

-1.21

Omega ratio

Gain probability vs. loss probability

1.23

1.40

-0.17

Calmar ratio

Return relative to maximum drawdown

1.52

3.49

-1.97

Martin ratio

Return relative to average drawdown

6.33

8.92

-2.59

TCGAX vs. SIFAX - Sharpe Ratio Comparison

The current TCGAX Sharpe Ratio is 1.16, which is lower than the SIFAX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of TCGAX and SIFAX, 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


TCGAXSIFAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

2.03

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

1.25

-0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.76

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.36

-0.06

Correlation

The correlation between TCGAX and SIFAX is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TCGAX vs. SIFAX - Dividend Comparison

TCGAX's dividend yield for the trailing twelve months is around 1.13%, less than SIFAX's 4.18% yield.


TTM20252024202320222021202020192018201720162015
TCGAX
Timothy Plan Conservative Growth Fund
1.13%1.14%3.45%1.65%5.35%4.01%2.56%3.64%2.47%0.31%0.00%7.45%
SIFAX
SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund
4.18%4.55%3.25%3.82%11.90%7.89%1.45%1.49%1.90%1.39%1.15%0.48%

Drawdowns

TCGAX vs. SIFAX - Drawdown Comparison

The maximum TCGAX drawdown since its inception was -40.54%, which is greater than SIFAX's maximum drawdown of -23.62%. Use the drawdown chart below to compare losses from any high point for TCGAX and SIFAX.


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Drawdown Indicators


TCGAXSIFAXDifference

Max Drawdown

Largest peak-to-trough decline

-40.54%

-23.62%

-16.92%

Max Drawdown (1Y)

Largest decline over 1 year

-6.87%

-3.07%

-3.80%

Max Drawdown (5Y)

Largest decline over 5 years

-17.77%

-8.32%

-9.45%

Max Drawdown (10Y)

Largest decline over 10 years

-20.35%

-14.69%

-5.66%

Current Drawdown

Current decline from peak

-4.11%

-0.35%

-3.76%

Average Drawdown

Average peak-to-trough decline

-6.31%

-8.65%

+2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

1.25%

+0.40%

Volatility

TCGAX vs. SIFAX - Volatility Comparison

Timothy Plan Conservative Growth Fund (TCGAX) has a higher volatility of 3.36% compared to SEI Institutional Managed Trust Multi-Asset Inflation Managed Fund (SIFAX) at 2.04%. This indicates that TCGAX's price experiences larger fluctuations and is considered to be riskier than SIFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCGAXSIFAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

2.04%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

5.28%

3.93%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

8.95%

5.30%

+3.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.71%

5.50%

+2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.29%

5.16%

+3.13%