TPDAX vs. EFAV
TPDAX (Timothy Plan Defensive Strategies Fund) and EFAV (iShares MSCI EAFE Min Vol Factor ETF) are both funds - TPDAX is a Diversified Portfolio fund managed by Timothy Plan, while EFAV is a Foreign Large Cap Equities fund tracking the MSCI EAFE Minimum Volatility (USD) Index. Over the past 10 years, TPDAX returned 6.71%/yr vs 6.31%/yr for EFAV. A 0.61 correlation means they provide meaningful diversification when combined. TPDAX charges 1.37%/yr vs 0.20%/yr for EFAV.
Performance
TPDAX vs. EFAV - Performance Comparison
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Returns By Period
In the year-to-date period, TPDAX achieves a 7.48% return, which is significantly higher than EFAV's 2.67% return. Over the past 10 years, TPDAX has outperformed EFAV with an annualized return of 6.71%, while EFAV has yielded a comparatively lower 6.31% annualized return.
TPDAX
- 1D
- -0.60%
- 1M
- -3.70%
- YTD
- 7.48%
- 6M
- 6.67%
- 1Y
- 20.18%
- 3Y*
- 13.67%
- 5Y*
- 8.56%
- 10Y*
- 6.71%
EFAV
- 1D
- -0.18%
- 1M
- -3.17%
- YTD
- 2.67%
- 6M
- 2.24%
- 1Y
- 8.51%
- 3Y*
- 12.53%
- 5Y*
- 5.83%
- 10Y*
- 6.31%
TPDAX vs. EFAV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EFAV iShares MSCI EAFE Min Vol Factor ETF | 2.67% | 26.00% | 5.30% | 12.52% | -15.11% | 7.20% | -0.06% | 16.67% | -5.74% | 22.24% |
Correlation
The correlation between TPDAX and EFAV is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.61 |
The correlation between TPDAX and EFAV has been stable across timeframes, ranging from 0.54 to 0.62 - a consistent structural relationship.
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Return for Risk
TPDAX vs. EFAV — Risk / Return Rank
TPDAX
EFAV
TPDAX vs. EFAV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Defensive Strategies Fund (TPDAX) and iShares MSCI EAFE Min Vol Factor ETF (EFAV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TPDAX | EFAV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.15 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 1.28 | +1.37 |
| Martin ratioReturn relative to average drawdown | 8.11 | 3.26 | +4.85 |
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Drawdowns
TPDAX vs. EFAV - Drawdown Comparison
The maximum TPDAX drawdown since its inception was -22.29%, smaller than the maximum EFAV drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for TPDAX and EFAV.
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Drawdown Indicators
| TPDAX | EFAV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.29% | -27.56% | +5.27% |
Max Drawdown (1Y)Largest decline over 1 year | -7.58% | -6.66% | -0.92% |
Max Drawdown (3Y)Largest decline over 3 years | -7.58% | -8.75% | +1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -17.58% | -27.46% | +9.88% |
Max Drawdown (10Y)Largest decline over 10 years | -22.29% | -27.56% | +5.27% |
Current DrawdownCurrent decline from peak | -6.56% | -6.66% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -4.92% | -4.77% | -0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 2.61% | -0.14% |
Volatility
TPDAX vs. EFAV - Volatility Comparison
Timothy Plan Defensive Strategies Fund (TPDAX) has a higher volatility of 3.41% compared to iShares MSCI EAFE Min Vol Factor ETF (EFAV) at 3.10%. This indicates that TPDAX's price experiences larger fluctuations and is considered to be riskier than EFAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TPDAX | EFAV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 3.10% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.89% | 8.53% | +1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.53% | 10.57% | +0.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.22% | 11.82% | -1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.93% | 13.06% | -3.13% |
TPDAX vs. EFAV - Expense Ratio Comparison
TPDAX has a 1.37% expense ratio, which is higher than EFAV's 0.20% expense ratio.
Dividends
TPDAX vs. EFAV - Dividend Comparison
TPDAX's dividend yield for the trailing twelve months is around 0.75%, less than EFAV's 3.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAV iShares MSCI EAFE Min Vol Factor ETF | 3.29% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
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% |
Frequently Asked Questions
TPDAX and EFAV have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TPDAX has higher volatility (3.41%) compared to EFAV (3.10%). In terms of maximum drawdown, TPDAX dropped -22.29% vs EFAV's -27.56%.
TPDAX currently has the higher Sharpe Ratio (1.74 vs 0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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