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TPDAX vs. CDGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TPDAX vs. CDGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Timothy Plan Defensive Strategies Fund (TPDAX) and Copeland Dividend Growth Fund (CDGRX). The values are adjusted to include any dividend payments, if applicable.

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TPDAX vs. CDGRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TPDAX
Timothy Plan Defensive Strategies Fund
7.48%23.97%5.29%7.71%-5.63%12.15%8.83%13.77%-7.24%4.14%
CDGRX
Copeland Dividend Growth Fund
-4.02%8.70%9.79%18.80%-14.83%26.29%3.69%42.03%0.22%19.27%

Returns By Period

In the year-to-date period, TPDAX achieves a 7.48% return, which is significantly higher than CDGRX's -4.02% return. Over the past 10 years, TPDAX has underperformed CDGRX with an annualized return of 7.10%, while CDGRX has yielded a comparatively higher 10.08% annualized return.


TPDAX

1D
0.05%
1M
-6.08%
YTD
7.48%
6M
12.53%
1Y
24.49%
3Y*
13.72%
5Y*
9.55%
10Y*
7.10%

CDGRX

1D
-0.43%
1M
-8.30%
YTD
-4.02%
6M
-1.89%
1Y
9.51%
3Y*
9.07%
5Y*
6.64%
10Y*
10.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TPDAX vs. CDGRX - Expense Ratio Comparison

TPDAX has a 1.37% expense ratio, which is higher than CDGRX's 1.20% expense ratio.


Return for Risk

TPDAX vs. CDGRX — Risk / Return Rank

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

TPDAX
TPDAX Risk / Return Rank: 9393
Overall Rank
TPDAX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TPDAX Sortino Ratio Rank: 9191
Sortino Ratio Rank
TPDAX Omega Ratio Rank: 8989
Omega Ratio Rank
TPDAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
TPDAX Martin Ratio Rank: 9595
Martin Ratio Rank

CDGRX
CDGRX Risk / Return Rank: 2626
Overall Rank
CDGRX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
CDGRX Sortino Ratio Rank: 2626
Sortino Ratio Rank
CDGRX Omega Ratio Rank: 2525
Omega Ratio Rank
CDGRX Calmar Ratio Rank: 2424
Calmar Ratio Rank
CDGRX Martin Ratio Rank: 3333
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.

TPDAX vs. CDGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Defensive Strategies Fund (TPDAX) and Copeland Dividend Growth Fund (CDGRX). 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.


TPDAXCDGRXDifference

Sharpe ratio

Return per unit of total volatility

2.07

0.62

+1.45

Sortino ratio

Return per unit of downside risk

2.68

1.00

+1.68

Omega ratio

Gain probability vs. loss probability

1.39

1.14

+0.25

Calmar ratio

Return relative to maximum drawdown

3.33

0.72

+2.61

Martin ratio

Return relative to average drawdown

12.75

3.52

+9.23

TPDAX vs. CDGRX - Sharpe Ratio Comparison

The current TPDAX Sharpe Ratio is 2.07, which is higher than the CDGRX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of TPDAX and CDGRX, 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


TPDAXCDGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

0.62

+1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.40

+0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.54

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.56

+0.02

Correlation

The correlation between TPDAX and CDGRX is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TPDAX vs. CDGRX - Dividend Comparison

TPDAX's dividend yield for the trailing twelve months is around 0.75%, less than CDGRX's 9.74% yield.


TTM20252024202320222021202020192018201720162015
TPDAX
Timothy Plan Defensive Strategies Fund
0.75%0.80%2.76%2.35%4.48%0.50%0.00%2.89%2.69%0.13%0.33%0.00%
CDGRX
Copeland Dividend Growth Fund
9.74%9.35%13.93%3.68%7.00%11.95%0.00%41.54%8.40%4.22%3.79%12.12%

Drawdowns

TPDAX vs. CDGRX - Drawdown Comparison

The maximum TPDAX drawdown since its inception was -22.29%, smaller than the maximum CDGRX drawdown of -36.25%. Use the drawdown chart below to compare losses from any high point for TPDAX and CDGRX.


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Drawdown Indicators


TPDAXCDGRXDifference

Max Drawdown

Largest peak-to-trough decline

-22.29%

-36.25%

+13.96%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-11.88%

+4.30%

Max Drawdown (5Y)

Largest decline over 5 years

-17.58%

-22.21%

+4.63%

Max Drawdown (10Y)

Largest decline over 10 years

-22.29%

-36.25%

+13.96%

Current Drawdown

Current decline from peak

-6.56%

-8.37%

+1.81%

Average Drawdown

Average peak-to-trough decline

-4.94%

-5.28%

+0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

2.43%

-0.45%

Volatility

TPDAX vs. CDGRX - Volatility Comparison

Timothy Plan Defensive Strategies Fund (TPDAX) has a higher volatility of 4.00% compared to Copeland Dividend Growth Fund (CDGRX) at 3.74%. This indicates that TPDAX's price experiences larger fluctuations and is considered to be riskier than CDGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPDAXCDGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

3.74%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

8.93%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

12.21%

16.88%

-4.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.12%

16.48%

-6.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.86%

18.72%

-8.86%