TFIAX vs. TPHAX
TFIAX (Timothy Plan Fixed Income Fund) and TPHAX (Timothy Plan High Yield Bond Fund) are both mutual funds - TFIAX is a Intermediate Core Bond fund managed by Timothy Plan, while TPHAX is a High Yield Bonds fund managed by Timothy Plan. Over the past 10 years, TFIAX returned 0.65%/yr vs 4.99%/yr for TPHAX. At a 0.12 correlation, their price movements are largely independent. TFIAX charges 1.34%/yr vs 1.39%/yr for TPHAX.
Performance
TFIAX vs. TPHAX - Performance Comparison
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Returns By Period
In the year-to-date period, TFIAX achieves a 0.41% return, which is significantly lower than TPHAX's 1.98% return. Over the past 10 years, TFIAX has underperformed TPHAX with an annualized return of 0.65%, while TPHAX has yielded a comparatively higher 4.99% annualized return.
TFIAX
- 1D
- 0.00%
- 1M
- 0.99%
- YTD
- 0.41%
- 6M
- 0.74%
- 1Y
- 4.34%
- 3Y*
- 3.32%
- 5Y*
- -0.41%
- 10Y*
- 0.65%
TPHAX
- 1D
- 0.00%
- 1M
- 0.77%
- YTD
- 1.98%
- 6M
- 2.31%
- 1Y
- 6.25%
- 3Y*
- 8.03%
- 5Y*
- 3.53%
- 10Y*
- 4.99%
TFIAX vs. TPHAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TFIAX Timothy Plan Fixed Income Fund | 0.41% | 6.41% | 0.12% | 4.85% | -12.11% | -2.45% | 5.24% | 6.14% | -0.67% | 1.72% |
TPHAX Timothy Plan High Yield Bond Fund | 1.98% | 7.57% | 7.95% | 12.24% | -12.24% | 5.69% | 6.12% | 16.60% | -4.66% | 6.22% |
Correlation
The correlation between TFIAX and TPHAX is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 10, 2007 | 0.12 |
Over the past year, TFIAX and TPHAX have become more correlated (0.51) than their long-term average of 0.12, meaning their price movements have been converging.
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Return for Risk
TFIAX vs. TPHAX — Risk / Return Rank
TFIAX
TPHAX
TFIAX vs. TPHAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Fixed Income Fund (TFIAX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TFIAX | TPHAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.50 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 2.55 | -1.02 |
| Martin ratioReturn relative to average drawdown | 4.43 | 12.67 | -8.24 |
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Drawdowns
TFIAX vs. TPHAX - Drawdown Comparison
The maximum TFIAX drawdown since its inception was -18.62%, smaller than the maximum TPHAX drawdown of -35.48%. Use the drawdown chart below to compare losses from any high point for TFIAX and TPHAX.
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Drawdown Indicators
| TFIAX | TPHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.62% | -35.48% | +16.86% |
Max Drawdown (1Y)Largest decline over 1 year | -2.91% | -2.50% | -0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -6.49% | -3.94% | -2.55% |
Max Drawdown (5Y)Largest decline over 5 years | -17.30% | -15.98% | -1.32% |
Max Drawdown (10Y)Largest decline over 10 years | -18.62% | -22.38% | +3.76% |
Current DrawdownCurrent decline from peak | -4.65% | -0.11% | -4.54% |
Average DrawdownAverage peak-to-trough decline | -2.92% | -3.25% | +0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 0.50% | +0.51% |
Volatility
TFIAX vs. TPHAX - Volatility Comparison
Timothy Plan Fixed Income Fund (TFIAX) has a higher volatility of 1.04% compared to Timothy Plan High Yield Bond Fund (TPHAX) at 0.74%. This indicates that TFIAX'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
| TFIAX | TPHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.04% | 0.74% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 2.70% | 2.28% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.71% | 2.79% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.65% | 4.35% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.46% | 4.86% | -0.40% |
TFIAX vs. TPHAX - Expense Ratio Comparison
TFIAX has a 1.34% expense ratio, which is lower than TPHAX's 1.39% expense ratio.
Dividends
TFIAX vs. TPHAX - Dividend Comparison
TFIAX's dividend yield for the trailing twelve months is around 3.04%, less than TPHAX's 5.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TFIAX Timothy Plan Fixed Income Fund | 3.04% | 3.00% | 3.04% | 2.48% | 1.28% | 0.84% | 1.21% | 1.60% | 1.92% | 1.62% | 1.75% | 2.03% |
TPHAX Timothy Plan High Yield Bond Fund | 5.68% | 5.39% | 5.75% | 5.35% | 4.60% | 4.23% | 4.26% | 4.11% | 4.13% | 3.55% | 3.88% | 4.72% |
Frequently Asked Questions
TFIAX and TPHAX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TFIAX has higher volatility (1.04%) compared to TPHAX (0.74%). In terms of maximum drawdown, TFIAX dropped -18.62% vs TPHAX's -35.48%.
TPHAX currently has the higher Sharpe Ratio (2.29 vs 1.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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