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TFIAX vs. CRAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TFIAX vs. CRAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Timothy Plan Fixed Income Fund (TFIAX) and CCM Community Impact Bond Fund (CRAIX). The values are adjusted to include any dividend payments, if applicable.

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TFIAX vs. CRAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TFIAX
Timothy Plan Fixed Income Fund
-0.36%6.41%0.12%4.85%-12.11%-2.45%5.24%6.14%-0.67%1.72%
CRAIX
CCM Community Impact Bond Fund
-0.01%6.40%1.97%3.98%-10.19%-1.72%3.99%5.44%0.10%2.81%

Returns By Period

In the year-to-date period, TFIAX achieves a -0.36% return, which is significantly lower than CRAIX's -0.01% return. Over the past 10 years, TFIAX has underperformed CRAIX with an annualized return of 0.69%, while CRAIX has yielded a comparatively higher 1.04% annualized return.


TFIAX

1D
0.51%
1M
-2.05%
YTD
-0.36%
6M
0.74%
1Y
3.54%
3Y*
2.87%
5Y*
-0.43%
10Y*
0.69%

CRAIX

1D
0.42%
1M
-1.54%
YTD
-0.01%
6M
1.17%
1Y
4.02%
3Y*
3.34%
5Y*
0.19%
10Y*
1.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TFIAX vs. CRAIX - Expense Ratio Comparison

TFIAX has a 1.34% expense ratio, which is higher than CRAIX's 0.88% expense ratio.


Return for Risk

TFIAX vs. CRAIX — Risk / Return Rank

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

TFIAX
TFIAX Risk / Return Rank: 4040
Overall Rank
TFIAX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
TFIAX Sortino Ratio Rank: 3535
Sortino Ratio Rank
TFIAX Omega Ratio Rank: 2828
Omega Ratio Rank
TFIAX Calmar Ratio Rank: 6262
Calmar Ratio Rank
TFIAX Martin Ratio Rank: 3838
Martin Ratio Rank

CRAIX
CRAIX Risk / Return Rank: 7373
Overall Rank
CRAIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CRAIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
CRAIX Omega Ratio Rank: 6060
Omega Ratio Rank
CRAIX Calmar Ratio Rank: 8787
Calmar Ratio Rank
CRAIX Martin Ratio Rank: 6969
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.

TFIAX vs. CRAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Fixed Income Fund (TFIAX) and CCM Community Impact Bond Fund (CRAIX). 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.


TFIAXCRAIXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.25

-0.41

Sortino ratio

Return per unit of downside risk

1.21

1.86

-0.66

Omega ratio

Gain probability vs. loss probability

1.15

1.23

-0.07

Calmar ratio

Return relative to maximum drawdown

1.46

2.28

-0.82

Martin ratio

Return relative to average drawdown

4.02

6.53

-2.51

TFIAX vs. CRAIX - Sharpe Ratio Comparison

The current TFIAX Sharpe Ratio is 0.84, which is lower than the CRAIX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of TFIAX and CRAIX, 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


TFIAXCRAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.25

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.04

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.29

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.56

-0.05

Correlation

The correlation between TFIAX and CRAIX is 0.87, 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

TFIAX vs. CRAIX - Dividend Comparison

TFIAX's dividend yield for the trailing twelve months is around 3.06%, more than CRAIX's 2.79% yield.


TTM20252024202320222021202020192018201720162015
TFIAX
Timothy Plan Fixed Income Fund
3.06%3.00%3.04%2.48%1.28%0.84%1.21%1.60%1.92%1.62%1.75%2.03%
CRAIX
CCM Community Impact Bond Fund
2.79%3.01%2.92%2.48%1.61%1.18%1.77%2.32%2.30%2.78%2.28%2.12%

Drawdowns

TFIAX vs. CRAIX - Drawdown Comparison

The maximum TFIAX drawdown since its inception was -18.62%, which is greater than CRAIX's maximum drawdown of -14.53%. Use the drawdown chart below to compare losses from any high point for TFIAX and CRAIX.


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Drawdown Indicators


TFIAXCRAIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.62%

-14.53%

-4.09%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-1.98%

-0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-17.30%

-14.28%

-3.02%

Max Drawdown (10Y)

Largest decline over 10 years

-18.62%

-14.53%

-4.09%

Current Drawdown

Current decline from peak

-5.38%

-1.54%

-3.84%

Average Drawdown

Average peak-to-trough decline

-2.90%

-2.47%

-0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

0.69%

+0.38%

Volatility

TFIAX vs. CRAIX - Volatility Comparison

Timothy Plan Fixed Income Fund (TFIAX) has a higher volatility of 1.50% compared to CCM Community Impact Bond Fund (CRAIX) at 1.22%. This indicates that TFIAX's price experiences larger fluctuations and is considered to be riskier than CRAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TFIAXCRAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

1.22%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.43%

1.98%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

4.38%

3.27%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.60%

4.56%

+1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.43%

3.63%

+0.80%