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TCGAX vs. TPHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TCGAX vs. TPHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Timothy Plan Conservative Growth Fund (TCGAX) and Timothy Plan High Yield Bond Fund (TPHAX). The values are adjusted to include any dividend payments, if applicable.

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TCGAX vs. TPHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TCGAX
Timothy Plan Conservative Growth Fund
-0.09%10.54%4.29%6.59%-12.86%7.61%7.71%14.78%-9.25%8.29%
TPHAX
Timothy Plan High Yield Bond Fund
-1.27%7.57%7.95%12.24%-12.24%5.69%6.12%16.60%-4.66%6.22%

Returns By Period

In the year-to-date period, TCGAX achieves a -0.09% return, which is significantly higher than TPHAX's -1.27% return. Over the past 10 years, TCGAX has underperformed TPHAX with an annualized return of 3.75%, while TPHAX has yielded a comparatively higher 5.07% annualized return.


TCGAX

1D
0.00%
1M
-5.32%
YTD
-0.09%
6M
0.50%
1Y
8.83%
3Y*
6.27%
5Y*
2.38%
10Y*
3.75%

TPHAX

1D
0.27%
1M
-1.92%
YTD
-1.27%
6M
0.08%
1Y
5.78%
3Y*
7.50%
5Y*
3.23%
10Y*
5.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TCGAX vs. TPHAX - Expense Ratio Comparison

TCGAX has a 1.04% expense ratio, which is lower than TPHAX's 1.39% expense ratio.


Return for Risk

TCGAX vs. TPHAX — Risk / Return Rank

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

TCGAX
TCGAX Risk / Return Rank: 5050
Overall Rank
TCGAX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
TCGAX Sortino Ratio Rank: 5151
Sortino Ratio Rank
TCGAX Omega Ratio Rank: 4747
Omega Ratio Rank
TCGAX Calmar Ratio Rank: 4949
Calmar Ratio Rank
TCGAX Martin Ratio Rank: 5252
Martin Ratio Rank

TPHAX
TPHAX Risk / Return Rank: 8282
Overall Rank
TPHAX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
TPHAX Sortino Ratio Rank: 8484
Sortino Ratio Rank
TPHAX Omega Ratio Rank: 8686
Omega Ratio Rank
TPHAX Calmar Ratio Rank: 7575
Calmar Ratio Rank
TPHAX 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. TPHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Conservative Growth Fund (TCGAX) and Timothy Plan High Yield Bond Fund (TPHAX). 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.


TCGAXTPHAXDifference

Sharpe ratio

Return per unit of total volatility

1.01

1.63

-0.62

Sortino ratio

Return per unit of downside risk

1.44

2.23

-0.79

Omega ratio

Gain probability vs. loss probability

1.20

1.37

-0.16

Calmar ratio

Return relative to maximum drawdown

1.22

1.76

-0.54

Martin ratio

Return relative to average drawdown

5.17

8.05

-2.88

TCGAX vs. TPHAX - Sharpe Ratio Comparison

The current TCGAX Sharpe Ratio is 1.01, which is lower than the TPHAX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of TCGAX and TPHAX, 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


TCGAXTPHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

1.63

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.75

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

1.05

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.88

-0.59

Correlation

The correlation between TCGAX and TPHAX is 0.42, 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

TCGAX vs. TPHAX - Dividend Comparison

TCGAX's dividend yield for the trailing twelve months is around 1.15%, less than TPHAX's 5.87% yield.


TTM20252024202320222021202020192018201720162015
TCGAX
Timothy Plan Conservative Growth Fund
1.15%1.14%3.45%1.65%5.35%4.01%2.56%3.64%2.47%0.31%0.00%7.45%
TPHAX
Timothy Plan High Yield Bond Fund
5.87%5.39%5.75%5.35%4.60%4.23%4.26%4.11%4.13%3.55%3.88%4.72%

Drawdowns

TCGAX vs. TPHAX - Drawdown Comparison

The maximum TCGAX drawdown since its inception was -40.54%, which is greater than TPHAX's maximum drawdown of -35.48%. Use the drawdown chart below to compare losses from any high point for TCGAX and TPHAX.


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Drawdown Indicators


TCGAXTPHAXDifference

Max Drawdown

Largest peak-to-trough decline

-40.54%

-35.48%

-5.06%

Max Drawdown (1Y)

Largest decline over 1 year

-6.87%

-3.05%

-3.82%

Max Drawdown (5Y)

Largest decline over 5 years

-17.77%

-15.98%

-1.79%

Max Drawdown (10Y)

Largest decline over 10 years

-20.35%

-22.38%

+2.03%

Current Drawdown

Current decline from peak

-5.40%

-2.24%

-3.16%

Average Drawdown

Average peak-to-trough decline

-6.31%

-3.28%

-3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

0.67%

+0.95%

Volatility

TCGAX vs. TPHAX - Volatility Comparison

Timothy Plan Conservative Growth Fund (TCGAX) has a higher volatility of 2.96% compared to Timothy Plan High Yield Bond Fund (TPHAX) at 1.47%. This indicates that TCGAX's price experiences larger fluctuations and is considered to be riskier than TPHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCGAXTPHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.96%

1.47%

+1.49%

Volatility (6M)

Calculated over the trailing 6-month period

5.11%

2.10%

+3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

8.87%

3.49%

+5.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.69%

4.31%

+3.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.28%

4.86%

+3.42%