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TIGIX vs. FFNOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TIGIX and FFNOX is 0.76, 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.


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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Key characteristics

Sharpe Ratio

TIGIX:

0.60

FFNOX:

0.83

Sortino Ratio

TIGIX:

0.82

FFNOX:

1.14

Omega Ratio

TIGIX:

1.11

FFNOX:

1.16

Calmar Ratio

TIGIX:

0.58

FFNOX:

0.79

Martin Ratio

TIGIX:

1.75

FFNOX:

3.51

Ulcer Index

TIGIX:

2.83%

FFNOX:

3.18%

Daily Std Dev

TIGIX:

8.81%

FFNOX:

14.98%

Max Drawdown

TIGIX:

-25.03%

FFNOX:

-49.77%

Current Drawdown

TIGIX:

-3.30%

FFNOX:

-0.38%

Returns By Period

In the year-to-date period, TIGIX achieves a 1.77% return, which is significantly lower than FFNOX's 5.39% return. Over the past 10 years, TIGIX has underperformed FFNOX with an annualized return of 1.95%, while FFNOX has yielded a comparatively higher 8.86% annualized return.


TIGIX

YTD

1.77%

1M

1.41%

6M

-3.30%

1Y

4.16%

3Y*

-0.26%

5Y*

4.73%

10Y*

1.95%

FFNOX

YTD

5.39%

1M

4.48%

6M

2.35%

1Y

11.70%

3Y*

10.96%

5Y*

11.44%

10Y*

8.86%

*Annualized

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Timothy Plan Growth & Income Fund

Fidelity Multi-Asset Index Fund

TIGIX vs. FFNOX - Expense Ratio Comparison

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


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TIGIX vs. FFNOX — Risk-Adjusted Performance Rank

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

TIGIX
The Risk-Adjusted Performance Rank of TIGIX is 4242
Overall Rank
The Sharpe Ratio Rank of TIGIX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of TIGIX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of TIGIX is 3838
Omega Ratio Rank
The Calmar Ratio Rank of TIGIX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of TIGIX is 4040
Martin Ratio Rank

FFNOX
The Risk-Adjusted Performance Rank of FFNOX is 6565
Overall Rank
The Sharpe Ratio Rank of FFNOX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FFNOX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of FFNOX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FFNOX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FFNOX is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TIGIX vs. FFNOX - Risk-Adjusted Performance 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.


The current TIGIX Sharpe Ratio is 0.60, which is comparable to the FFNOX Sharpe Ratio of 0.83. 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

TIGIX vs. FFNOX - Dividend Comparison

TIGIX's dividend yield for the trailing twelve months is around 2.02%, less than FFNOX's 6.22% yield.


TTM20242023202220212020201920182017201620152014
TIGIX
Timothy Plan Growth & Income Fund
2.02%2.04%2.34%7.81%1.81%1.26%0.64%2.16%2.61%0.30%0.16%0.00%
FFNOX
Fidelity Multi-Asset Index Fund
6.22%6.43%4.98%7.14%5.71%2.87%2.96%2.90%2.49%2.50%2.78%2.46%

Drawdowns

TIGIX vs. FFNOX - Drawdown Comparison

The maximum TIGIX drawdown since its inception was -25.03%, smaller than the maximum FFNOX drawdown of -49.77%. Use the drawdown chart below to compare losses from any high point for TIGIX and FFNOX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TIGIX vs. FFNOX - Volatility Comparison

The current volatility for Timothy Plan Growth & Income Fund (TIGIX) is 2.63%, while Fidelity Multi-Asset Index Fund (FFNOX) has a volatility of 3.17%. 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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