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TLGAX vs. BIBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLGAX vs. BIBL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Timothy Plan Large/Mid Cap Growth Fund (TLGAX) and Inspire 100 ETF (BIBL). The values are adjusted to include any dividend payments, if applicable.

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TLGAX vs. BIBL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLGAX
Timothy Plan Large/Mid Cap Growth Fund
0.08%11.60%22.24%24.16%-21.44%29.00%22.21%30.73%-11.48%2.42%
BIBL
Inspire 100 ETF
6.10%17.27%12.49%17.87%-23.26%27.44%22.62%29.68%-7.64%4.38%

Returns By Period

In the year-to-date period, TLGAX achieves a 0.08% return, which is significantly lower than BIBL's 6.10% return.


TLGAX

1D
3.34%
1M
-4.58%
YTD
0.08%
6M
-1.45%
1Y
18.76%
3Y*
16.79%
5Y*
10.33%
10Y*
11.84%

BIBL

1D
1.12%
1M
-4.41%
YTD
6.10%
6M
7.52%
1Y
25.37%
3Y*
16.16%
5Y*
8.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TLGAX vs. BIBL - Expense Ratio Comparison

TLGAX has a 1.61% expense ratio, which is higher than BIBL's 0.35% expense ratio.


Return for Risk

TLGAX vs. BIBL — Risk / Return Rank

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

TLGAX
TLGAX Risk / Return Rank: 5252
Overall Rank
TLGAX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
TLGAX Sortino Ratio Rank: 4545
Sortino Ratio Rank
TLGAX Omega Ratio Rank: 4141
Omega Ratio Rank
TLGAX Calmar Ratio Rank: 6666
Calmar Ratio Rank
TLGAX Martin Ratio Rank: 6969
Martin Ratio Rank

BIBL
BIBL Risk / Return Rank: 7070
Overall Rank
BIBL Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BIBL Sortino Ratio Rank: 6868
Sortino Ratio Rank
BIBL Omega Ratio Rank: 6868
Omega Ratio Rank
BIBL Calmar Ratio Rank: 6868
Calmar Ratio Rank
BIBL Martin Ratio Rank: 7777
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. BIBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Large/Mid Cap Growth Fund (TLGAX) and Inspire 100 ETF (BIBL). 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.


TLGAXBIBLDifference

Sharpe ratio

Return per unit of total volatility

0.94

1.25

-0.31

Sortino ratio

Return per unit of downside risk

1.46

1.78

-0.32

Omega ratio

Gain probability vs. loss probability

1.20

1.26

-0.06

Calmar ratio

Return relative to maximum drawdown

1.73

1.84

-0.11

Martin ratio

Return relative to average drawdown

7.34

8.69

-1.35

TLGAX vs. BIBL - Sharpe Ratio Comparison

The current TLGAX Sharpe Ratio is 0.94, which is comparable to the BIBL Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of TLGAX and BIBL, 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


TLGAXBIBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.25

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.43

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.54

-0.34

Correlation

The correlation between TLGAX and BIBL is 0.92, 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. BIBL - Dividend Comparison

TLGAX's dividend yield for the trailing twelve months is around 12.58%, more than BIBL's 1.11% yield.


TTM20252024202320222021202020192018201720162015
TLGAX
Timothy Plan Large/Mid Cap Growth Fund
12.58%12.59%6.98%5.89%10.34%5.99%1.69%4.03%5.81%2.54%1.21%10.79%
BIBL
Inspire 100 ETF
1.11%1.01%0.92%1.02%0.98%17.87%1.67%1.30%1.49%0.31%0.00%0.00%

Drawdowns

TLGAX vs. BIBL - Drawdown Comparison

The maximum TLGAX drawdown since its inception was -61.24%, which is greater than BIBL's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for TLGAX and BIBL.


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Drawdown Indicators


TLGAXBIBLDifference

Max Drawdown

Largest peak-to-trough decline

-61.24%

-36.12%

-25.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-13.93%

+2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-28.82%

-30.85%

+2.03%

Max Drawdown (10Y)

Largest decline over 10 years

-35.72%

Current Drawdown

Current decline from peak

-5.01%

-4.96%

-0.05%

Average Drawdown

Average peak-to-trough decline

-18.97%

-7.17%

-11.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

2.95%

-0.24%

Volatility

TLGAX vs. BIBL - Volatility Comparison

Timothy Plan Large/Mid Cap Growth Fund (TLGAX) and Inspire 100 ETF (BIBL) have volatilities of 6.79% and 6.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLGAXBIBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.79%

6.82%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

13.30%

12.28%

+1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

20.95%

20.39%

+0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.03%

19.44%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.51%

21.15%

-1.64%