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TLGAX vs. BIAFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLGAX vs. BIAFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Timothy Plan Large/Mid Cap Growth Fund (TLGAX) and Brown Advisory Flexible Equity Fund (BIAFX). The values are adjusted to include any dividend payments, if applicable.

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TLGAX vs. BIAFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLGAX
Timothy Plan Large/Mid Cap Growth Fund
-3.15%11.60%22.24%24.16%-21.44%29.00%22.21%30.73%-11.48%16.90%
BIAFX
Brown Advisory Flexible Equity Fund
-10.43%9.74%23.72%34.52%-21.07%24.95%19.89%42.29%-4.15%24.12%

Returns By Period

In the year-to-date period, TLGAX achieves a -3.15% return, which is significantly higher than BIAFX's -10.43% return. Over the past 10 years, TLGAX has underperformed BIAFX with an annualized return of 11.48%, while BIAFX has yielded a comparatively higher 13.69% annualized return.


TLGAX

1D
-1.29%
1M
-7.80%
YTD
-3.15%
6M
-4.44%
1Y
15.80%
3Y*
15.52%
5Y*
9.91%
10Y*
11.48%

BIAFX

1D
0.08%
1M
-8.34%
YTD
-10.43%
6M
-9.27%
1Y
1.48%
3Y*
14.42%
5Y*
8.33%
10Y*
13.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TLGAX vs. BIAFX - Expense Ratio Comparison

TLGAX has a 1.61% expense ratio, which is higher than BIAFX's 0.68% expense ratio.


Return for Risk

TLGAX vs. BIAFX — Risk / Return Rank

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

TLGAX
TLGAX Risk / Return Rank: 4242
Overall Rank
TLGAX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TLGAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
TLGAX Omega Ratio Rank: 3434
Omega Ratio Rank
TLGAX Calmar Ratio Rank: 5050
Calmar Ratio Rank
TLGAX Martin Ratio Rank: 5454
Martin Ratio Rank

BIAFX
BIAFX Risk / Return Rank: 77
Overall Rank
BIAFX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
BIAFX Sortino Ratio Rank: 88
Sortino Ratio Rank
BIAFX Omega Ratio Rank: 88
Omega Ratio Rank
BIAFX Calmar Ratio Rank: 66
Calmar Ratio Rank
BIAFX Martin Ratio Rank: 66
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.

TLGAX vs. BIAFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Large/Mid Cap Growth Fund (TLGAX) and Brown Advisory Flexible Equity Fund (BIAFX). 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.


TLGAXBIAFXDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.12

+0.66

Sortino ratio

Return per unit of downside risk

1.23

0.30

+0.93

Omega ratio

Gain probability vs. loss probability

1.17

1.04

+0.13

Calmar ratio

Return relative to maximum drawdown

1.23

-0.02

+1.24

Martin ratio

Return relative to average drawdown

5.24

-0.06

+5.30

TLGAX vs. BIAFX - Sharpe Ratio Comparison

The current TLGAX Sharpe Ratio is 0.78, which is higher than the BIAFX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of TLGAX and BIAFX, 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


TLGAXBIAFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.12

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.47

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.72

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.46

-0.27

Correlation

The correlation between TLGAX and BIAFX is 0.90, 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

TLGAX vs. BIAFX - Dividend Comparison

TLGAX's dividend yield for the trailing twelve months is around 13.00%, more than BIAFX's 6.49% yield.


TTM20252024202320222021202020192018201720162015
TLGAX
Timothy Plan Large/Mid Cap Growth Fund
13.00%12.59%6.98%5.89%10.34%5.99%1.69%4.03%5.81%2.54%1.21%10.79%
BIAFX
Brown Advisory Flexible Equity Fund
6.49%5.81%4.81%2.67%3.71%3.75%3.16%8.65%4.15%0.42%0.44%0.58%

Drawdowns

TLGAX vs. BIAFX - Drawdown Comparison

The maximum TLGAX drawdown since its inception was -61.24%, roughly equal to the maximum BIAFX drawdown of -60.32%. Use the drawdown chart below to compare losses from any high point for TLGAX and BIAFX.


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Drawdown Indicators


TLGAXBIAFXDifference

Max Drawdown

Largest peak-to-trough decline

-61.24%

-60.32%

-0.92%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-13.10%

+1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-28.82%

-27.44%

-1.38%

Max Drawdown (10Y)

Largest decline over 10 years

-35.72%

-35.49%

-0.23%

Current Drawdown

Current decline from peak

-8.08%

-13.03%

+4.95%

Average Drawdown

Average peak-to-trough decline

-18.97%

-10.22%

-8.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

3.72%

-1.03%

Volatility

TLGAX vs. BIAFX - Volatility Comparison

Timothy Plan Large/Mid Cap Growth Fund (TLGAX) has a higher volatility of 5.71% compared to Brown Advisory Flexible Equity Fund (BIAFX) at 4.86%. This indicates that TLGAX's price experiences larger fluctuations and is considered to be riskier than BIAFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLGAXBIAFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

4.86%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

12.89%

9.90%

+2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

20.73%

18.53%

+2.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.97%

17.79%

+1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.49%

19.15%

+0.34%