PortfoliosLab logoPortfoliosLab logo
TLGAX vs. TFIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLGAX vs. TFIAX - Performance Comparison

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

Loading graphics...

TLGAX vs. TFIAX - 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%
TFIAX
Timothy Plan Fixed Income Fund
-0.36%6.41%0.12%4.85%-12.11%-2.45%5.24%6.14%-0.67%1.72%

Returns By Period

In the year-to-date period, TLGAX achieves a -3.15% return, which is significantly lower than TFIAX's -0.36% return. Over the past 10 years, TLGAX has outperformed TFIAX with an annualized return of 11.48%, while TFIAX has yielded a comparatively lower 0.69% 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%

TFIAX

1D
0.51%
1M
-2.05%
YTD
-0.36%
6M
0.74%
1Y
3.54%
3Y*
2.87%
5Y*
-0.43%
10Y*
0.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TLGAX vs. TFIAX - Expense Ratio Comparison

TLGAX has a 1.61% expense ratio, which is higher than TFIAX's 1.34% expense ratio.


Return for Risk

TLGAX vs. TFIAX — 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

TFIAX
TFIAX Risk / Return Rank: 4040
Overall Rank
TFIAX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
TFIAX Sortino Ratio Rank: 3535
Sortino Ratio Rank
TFIAX Omega Ratio Rank: 2828
Omega Ratio Rank
TFIAX Calmar Ratio Rank: 6262
Calmar Ratio Rank
TFIAX Martin Ratio Rank: 3838
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. TFIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Large/Mid Cap Growth Fund (TLGAX) and Timothy Plan Fixed Income Fund (TFIAX). 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.


TLGAXTFIAXDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.84

-0.06

Sortino ratio

Return per unit of downside risk

1.23

1.21

+0.02

Omega ratio

Gain probability vs. loss probability

1.17

1.15

+0.02

Calmar ratio

Return relative to maximum drawdown

1.23

1.46

-0.23

Martin ratio

Return relative to average drawdown

5.24

4.02

+1.22

TLGAX vs. TFIAX - Sharpe Ratio Comparison

The current TLGAX Sharpe Ratio is 0.78, which is comparable to the TFIAX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of TLGAX and TFIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TLGAXTFIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.84

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

-0.08

+0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.16

+0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.51

-0.32

Correlation

The correlation between TLGAX and TFIAX is -0.18. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TLGAX vs. TFIAX - Dividend Comparison

TLGAX's dividend yield for the trailing twelve months is around 13.00%, more than TFIAX's 3.06% 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%
TFIAX
Timothy Plan Fixed Income Fund
3.06%3.00%3.04%2.48%1.28%0.84%1.21%1.60%1.92%1.62%1.75%2.03%

Drawdowns

TLGAX vs. TFIAX - Drawdown Comparison

The maximum TLGAX drawdown since its inception was -61.24%, which is greater than TFIAX's maximum drawdown of -18.62%. Use the drawdown chart below to compare losses from any high point for TLGAX and TFIAX.


Loading graphics...

Drawdown Indicators


TLGAXTFIAXDifference

Max Drawdown

Largest peak-to-trough decline

-61.24%

-18.62%

-42.62%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-2.94%

-8.54%

Max Drawdown (5Y)

Largest decline over 5 years

-28.82%

-17.30%

-11.52%

Max Drawdown (10Y)

Largest decline over 10 years

-35.72%

-18.62%

-17.10%

Current Drawdown

Current decline from peak

-8.08%

-5.38%

-2.70%

Average Drawdown

Average peak-to-trough decline

-18.97%

-2.90%

-16.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

1.07%

+1.62%

Volatility

TLGAX vs. TFIAX - Volatility Comparison

Timothy Plan Large/Mid Cap Growth Fund (TLGAX) has a higher volatility of 5.71% compared to Timothy Plan Fixed Income Fund (TFIAX) at 1.50%. This indicates that TLGAX's price experiences larger fluctuations and is considered to be riskier than TFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TLGAXTFIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.71%

1.50%

+4.21%

Volatility (6M)

Calculated over the trailing 6-month period

12.89%

2.43%

+10.46%

Volatility (1Y)

Calculated over the trailing 1-year period

20.73%

4.38%

+16.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.97%

5.60%

+13.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.49%

4.43%

+15.06%