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TLVAX vs. TFIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLVAX vs. TFIAX - Performance Comparison

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

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TLVAX vs. TFIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLVAX
Timothy Plan Large/Mid Cap Value Fund
3.41%4.80%11.64%13.21%-11.70%26.86%13.07%26.39%-8.93%17.50%
TFIAX
Timothy Plan Fixed Income Fund
-0.03%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, TLVAX achieves a 3.41% return, which is significantly higher than TFIAX's -0.03% return. Over the past 10 years, TLVAX has outperformed TFIAX with an annualized return of 9.55%, while TFIAX has yielded a comparatively lower 0.72% annualized return.


TLVAX

1D
1.63%
1M
-5.95%
YTD
3.41%
6M
1.62%
1Y
8.80%
3Y*
9.67%
5Y*
7.42%
10Y*
9.55%

TFIAX

1D
0.33%
1M
-1.31%
YTD
-0.03%
6M
0.85%
1Y
3.43%
3Y*
2.98%
5Y*
-0.42%
10Y*
0.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TLVAX vs. TFIAX - Expense Ratio Comparison

TLVAX has a 1.58% expense ratio, which is higher than TFIAX's 1.34% expense ratio.


Return for Risk

TLVAX vs. TFIAX — Risk / Return Rank

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

TLVAX
TLVAX Risk / Return Rank: 2222
Overall Rank
TLVAX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
TLVAX Sortino Ratio Rank: 2020
Sortino Ratio Rank
TLVAX Omega Ratio Rank: 1818
Omega Ratio Rank
TLVAX Calmar Ratio Rank: 2727
Calmar Ratio Rank
TLVAX Martin Ratio Rank: 2828
Martin Ratio Rank

TFIAX
TFIAX Risk / Return Rank: 3333
Overall Rank
TFIAX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
TFIAX Sortino Ratio Rank: 3232
Sortino Ratio Rank
TFIAX Omega Ratio Rank: 2525
Omega Ratio Rank
TFIAX Calmar Ratio Rank: 4343
Calmar Ratio Rank
TFIAX Martin Ratio Rank: 2727
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.

TLVAX vs. TFIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Large/Mid Cap Value Fund (TLVAX) 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.


TLVAXTFIAXDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.89

-0.32

Sortino ratio

Return per unit of downside risk

0.94

1.28

-0.34

Omega ratio

Gain probability vs. loss probability

1.13

1.16

-0.04

Calmar ratio

Return relative to maximum drawdown

0.89

1.36

-0.47

Martin ratio

Return relative to average drawdown

3.41

3.72

-0.31

TLVAX vs. TFIAX - Sharpe Ratio Comparison

The current TLVAX Sharpe Ratio is 0.57, which is lower than the TFIAX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of TLVAX 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.


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Sharpe Ratios by Period


TLVAXTFIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.89

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

-0.08

+0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.16

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.51

-0.08

Correlation

The correlation between TLVAX and TFIAX is -0.16. 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

TLVAX vs. TFIAX - Dividend Comparison

TLVAX's dividend yield for the trailing twelve months is around 8.86%, more than TFIAX's 3.05% yield.


TTM20252024202320222021202020192018201720162015
TLVAX
Timothy Plan Large/Mid Cap Value Fund
8.86%9.16%10.05%0.86%5.52%4.35%3.39%11.83%10.96%6.78%1.25%12.89%
TFIAX
Timothy Plan Fixed Income Fund
3.05%3.00%3.04%2.48%1.28%0.84%1.21%1.60%1.92%1.62%1.75%2.03%

Drawdowns

TLVAX vs. TFIAX - Drawdown Comparison

The maximum TLVAX drawdown since its inception was -55.23%, which is greater than TFIAX's maximum drawdown of -18.62%. Use the drawdown chart below to compare losses from any high point for TLVAX and TFIAX.


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Drawdown Indicators


TLVAXTFIAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.23%

-18.62%

-36.61%

Max Drawdown (1Y)

Largest decline over 1 year

-11.09%

-2.94%

-8.15%

Max Drawdown (5Y)

Largest decline over 5 years

-20.69%

-17.30%

-3.39%

Max Drawdown (10Y)

Largest decline over 10 years

-37.34%

-18.62%

-18.72%

Current Drawdown

Current decline from peak

-5.95%

-5.07%

-0.88%

Average Drawdown

Average peak-to-trough decline

-8.30%

-2.90%

-5.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

1.07%

+1.82%

Volatility

TLVAX vs. TFIAX - Volatility Comparison

Timothy Plan Large/Mid Cap Value Fund (TLVAX) has a higher volatility of 4.18% compared to Timothy Plan Fixed Income Fund (TFIAX) at 1.51%. This indicates that TLVAX'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.


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Volatility by Period


TLVAXTFIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

1.51%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

8.71%

2.44%

+6.27%

Volatility (1Y)

Calculated over the trailing 1-year period

15.91%

4.39%

+11.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.43%

5.60%

+9.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.01%

4.43%

+12.58%