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TIGIX vs. FFNOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIGIX vs. FFNOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Timothy Plan Growth & Income Fund (TIGIX) and Fidelity Multi-Asset Index Fund (FFNOX). The values are adjusted to include any dividend payments, if applicable.

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TIGIX vs. FFNOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIGIX
Timothy Plan Growth & Income Fund
3.92%6.33%4.19%1.63%-9.93%15.90%1.47%14.11%-11.79%6.60%
FFNOX
Fidelity Multi-Asset Index Fund
-1.30%20.18%13.05%19.29%-18.02%17.05%16.30%25.09%-6.58%17.09%

Returns By Period

In the year-to-date period, TIGIX achieves a 3.92% return, which is significantly higher than FFNOX's -1.30% return. Over the past 10 years, TIGIX has underperformed FFNOX with an annualized return of 3.19%, while FFNOX has yielded a comparatively higher 10.18% annualized return.


TIGIX

1D
0.44%
1M
-2.81%
YTD
3.92%
6M
3.30%
1Y
6.89%
3Y*
4.85%
5Y*
2.60%
10Y*
3.19%

FFNOX

1D
2.57%
1M
-5.24%
YTD
-1.30%
6M
0.93%
1Y
18.17%
3Y*
14.42%
5Y*
7.82%
10Y*
10.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TIGIX vs. FFNOX - Expense Ratio Comparison

TIGIX has a 1.02% expense ratio, which is higher than FFNOX's 0.11% expense ratio.


Return for Risk

TIGIX vs. FFNOX — Risk / Return Rank

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

TIGIX
TIGIX Risk / Return Rank: 3232
Overall Rank
TIGIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
TIGIX Sortino Ratio Rank: 3131
Sortino Ratio Rank
TIGIX Omega Ratio Rank: 3030
Omega Ratio Rank
TIGIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
TIGIX Martin Ratio Rank: 3535
Martin Ratio Rank

FFNOX
FFNOX Risk / Return Rank: 7474
Overall Rank
FFNOX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FFNOX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FFNOX Omega Ratio Rank: 7171
Omega Ratio Rank
FFNOX Calmar Ratio Rank: 7474
Calmar Ratio Rank
FFNOX 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.

TIGIX vs. FFNOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Growth & Income Fund (TIGIX) and Fidelity Multi-Asset Index Fund (FFNOX). 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.


TIGIXFFNOXDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.28

-0.40

Sortino ratio

Return per unit of downside risk

1.25

1.85

-0.60

Omega ratio

Gain probability vs. loss probability

1.18

1.27

-0.10

Calmar ratio

Return relative to maximum drawdown

1.09

1.79

-0.69

Martin ratio

Return relative to average drawdown

4.49

8.08

-3.59

TIGIX vs. FFNOX - Sharpe Ratio Comparison

The current TIGIX Sharpe Ratio is 0.88, which is lower than the FFNOX Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of TIGIX and FFNOX, 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


TIGIXFFNOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.28

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.57

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.70

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.41

-0.08

Correlation

The correlation between TIGIX and FFNOX is 0.78, 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

TIGIX vs. FFNOX - Dividend Comparison

TIGIX's dividend yield for the trailing twelve months is around 1.89%, less than FFNOX's 3.73% yield.


TTM20252024202320222021202020192018201720162015
TIGIX
Timothy Plan Growth & Income Fund
1.89%1.89%2.04%2.34%7.81%1.80%1.26%0.65%2.16%2.62%0.30%0.15%
FFNOX
Fidelity Multi-Asset Index Fund
3.73%3.68%6.43%3.18%7.14%5.71%2.87%2.96%2.90%0.64%2.50%0.70%

Drawdowns

TIGIX vs. FFNOX - Drawdown Comparison

The maximum TIGIX drawdown since its inception was -25.03%, smaller than the maximum FFNOX drawdown of -49.84%. Use the drawdown chart below to compare losses from any high point for TIGIX and FFNOX.


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Drawdown Indicators


TIGIXFFNOXDifference

Max Drawdown

Largest peak-to-trough decline

-25.03%

-49.84%

+24.81%

Max Drawdown (1Y)

Largest decline over 1 year

-7.19%

-10.38%

+3.19%

Max Drawdown (5Y)

Largest decline over 5 years

-15.37%

-26.04%

+10.67%

Max Drawdown (10Y)

Largest decline over 10 years

-25.03%

-29.93%

+4.90%

Current Drawdown

Current decline from peak

-2.89%

-6.25%

+3.36%

Average Drawdown

Average peak-to-trough decline

-4.61%

-8.75%

+4.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

2.30%

-0.55%

Volatility

TIGIX vs. FFNOX - Volatility Comparison

The current volatility for Timothy Plan Growth & Income Fund (TIGIX) is 2.04%, while Fidelity Multi-Asset Index Fund (FFNOX) has a volatility of 5.63%. This indicates that TIGIX experiences smaller price fluctuations and is considered to be less risky than FFNOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIGIXFFNOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.04%

5.63%

-3.59%

Volatility (6M)

Calculated over the trailing 6-month period

4.46%

8.70%

-4.24%

Volatility (1Y)

Calculated over the trailing 1-year period

8.33%

14.66%

-6.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.36%

13.69%

-5.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.64%

14.52%

-4.88%