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TLVAX vs. VAW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLVAX vs. VAW - Performance Comparison

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

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TLVAX vs. VAW - 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%
VAW
Vanguard Materials ETF
10.45%12.30%0.48%13.67%-11.80%27.43%19.44%23.53%-17.49%23.76%

Returns By Period

In the year-to-date period, TLVAX achieves a 3.41% return, which is significantly lower than VAW's 10.45% return. Over the past 10 years, TLVAX has underperformed VAW with an annualized return of 9.55%, while VAW has yielded a comparatively higher 10.70% 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%

VAW

1D
1.35%
1M
-5.90%
YTD
10.45%
6M
13.21%
1Y
22.50%
3Y*
10.54%
5Y*
7.38%
10Y*
10.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TLVAX vs. VAW - Expense Ratio Comparison

TLVAX has a 1.58% expense ratio, which is higher than VAW's 0.10% expense ratio.


Return for Risk

TLVAX vs. VAW — 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

VAW
VAW Risk / Return Rank: 5757
Overall Rank
VAW Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VAW Sortino Ratio Rank: 6060
Sortino Ratio Rank
VAW Omega Ratio Rank: 5252
Omega Ratio Rank
VAW Calmar Ratio Rank: 6060
Calmar Ratio Rank
VAW Martin Ratio Rank: 5454
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. VAW - Risk-Adjusted Trends Comparison

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


TLVAXVAWDifference

Sharpe ratio

Return per unit of total volatility

0.57

1.06

-0.48

Sortino ratio

Return per unit of downside risk

0.94

1.59

-0.65

Omega ratio

Gain probability vs. loss probability

1.13

1.21

-0.08

Calmar ratio

Return relative to maximum drawdown

0.89

1.60

-0.70

Martin ratio

Return relative to average drawdown

3.41

5.48

-2.07

TLVAX vs. VAW - Sharpe Ratio Comparison

The current TLVAX Sharpe Ratio is 0.57, which is lower than the VAW Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of TLVAX and VAW, 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


TLVAXVAWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

1.06

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.38

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.51

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.39

+0.04

Correlation

The correlation between TLVAX and VAW is 0.85, 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

TLVAX vs. VAW - Dividend Comparison

TLVAX's dividend yield for the trailing twelve months is around 8.86%, more than VAW's 1.40% 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%
VAW
Vanguard Materials ETF
1.40%1.55%1.70%1.72%1.98%1.44%1.67%1.94%2.03%1.63%1.67%2.30%

Drawdowns

TLVAX vs. VAW - Drawdown Comparison

The maximum TLVAX drawdown since its inception was -55.23%, smaller than the maximum VAW drawdown of -62.17%. Use the drawdown chart below to compare losses from any high point for TLVAX and VAW.


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Drawdown Indicators


TLVAXVAWDifference

Max Drawdown

Largest peak-to-trough decline

-55.23%

-62.17%

+6.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.09%

-14.33%

+3.24%

Max Drawdown (5Y)

Largest decline over 5 years

-20.69%

-25.50%

+4.81%

Max Drawdown (10Y)

Largest decline over 10 years

-37.34%

-41.13%

+3.79%

Current Drawdown

Current decline from peak

-5.95%

-6.10%

+0.15%

Average Drawdown

Average peak-to-trough decline

-8.30%

-9.67%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

4.17%

-1.28%

Volatility

TLVAX vs. VAW - Volatility Comparison

The current volatility for Timothy Plan Large/Mid Cap Value Fund (TLVAX) is 4.18%, while Vanguard Materials ETF (VAW) has a volatility of 6.71%. This indicates that TLVAX experiences smaller price fluctuations and is considered to be less risky than VAW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLVAXVAWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

6.71%

-2.53%

Volatility (6M)

Calculated over the trailing 6-month period

8.71%

13.38%

-4.67%

Volatility (1Y)

Calculated over the trailing 1-year period

15.91%

21.41%

-5.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.43%

19.57%

-4.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.01%

21.14%

-4.13%