TPDAX vs. TIGIX

Last updated Aug 4, 2026

TPDAX (Timothy Plan Defensive Strategies Fund) and TIGIX (Timothy Plan Growth & Income Fund) are both Diversified Portfolio funds from Timothy Plan. Over the past 10 years, TPDAX returned 6.48%/yr vs 3.14%/yr for TIGIX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. TPDAX charges 1.37%/yr vs 1.02%/yr for TIGIX.

Performance

TPDAX vs. TIGIX - Performance Comparison

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

Returns By Period

In the year-to-date period, TPDAX achieves a 7.66% return, which is significantly higher than TIGIX's 6.09% return. Over the past 10 years, TPDAX has outperformed TIGIX with an annualized return of 6.48%, while TIGIX has yielded a comparatively lower 3.14% annualized return.

TPDAX

• 1D: -0.60%
• 1M: 0.66%
• 6M: 1.78%
• YTD: 7.66%
• 1Y: 20.93%
• 3Y*: 13.16%
• 5Y*: 8.04%
• 10Y*: 6.48%
• ALL TIME*: 5.46%

TIGIX

• 1D: -0.09%
• 1M: -0.17%
• 6M: 3.30%
• YTD: 6.09%
• 1Y: 7.96%
• 3Y*: 5.84%
• 5Y*: 2.32%
• 10Y*: 3.14%
• ALL TIME*: 3.12%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
TIGIX Timothy Plan Growth & Income Fund	$0.00	$0.00	$0.00
TPDAX Timothy Plan Defensive Strategies Fund	$0.00	$0.00	$0.00

TPDAX vs. TIGIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TPDAX Timothy Plan Defensive Strategies Fund	7.66%	23.97%	5.29%	7.71%	-5.63%	12.15%	8.83%	13.77%	-7.24%	4.14%
TIGIX Timothy Plan Growth & Income Fund	6.09%	6.33%	4.19%	1.63%	-9.93%	15.90%	1.47%	14.11%	-11.79%	6.60%

Correlation

The correlation between TPDAX and TIGIX is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.53
Correlation (3Y) Balances recent behavior with more history.	0.60
Correlation (5Y) Shows whether the relationship held over a longer period.	0.67
Correlation (10Y) Provides a long-term view across more market conditions.	0.65
Correlation (All Time) Calculated using the full available price history since Oct 3, 2013	0.65

The correlation between TPDAX and TIGIX shifts across timeframes, from 0.53 (1 year) to 0.67 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

TPDAX vs. TIGIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TPDAX

TPDAX Risk / Return Rank: 67
TPDAX Sharpe Ratio Rank: 77
TPDAX Sortino Ratio Rank: 67
TPDAX Omega Ratio Rank: 74
TPDAX Calmar Ratio Rank: 78
TPDAX Martin Ratio Rank: 41

TIGIX

TIGIX Risk / Return Rank: 37
TIGIX Sharpe Ratio Rank: 37
TIGIX Sortino Ratio Rank: 40
TIGIX Omega Ratio Rank: 35
TIGIX Calmar Ratio Rank: 41
TIGIX Martin Ratio Rank: 32

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TPDAX vs. TIGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Defensive Strategies Fund (TPDAX) and Timothy Plan Growth & Income Fund (TIGIX). 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	TIGIX	Difference
Sharpe ratio: Return per unit of total volatility	1.86	1.25	+0.60
Sortino ratio: Return per unit of downside risk	2.41	1.91	+0.50
Omega ratio: Gain probability vs. loss probability	1.34	1.22	+0.11
Calmar ratio: Return relative to maximum drawdown	2.66	1.81	+0.85
Martin ratio: Return relative to average drawdown	6.37	5.07	+1.30

TPDAX vs. TIGIX - Sharpe Ratio Comparison

The current TPDAX Sharpe Ratio is 1.86, which is higher than the TIGIX Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of TPDAX and TIGIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TPDAX vs. TIGIX - Drawdown Comparison

The maximum TPDAX drawdown since its inception was -22.29%, smaller than the maximum TIGIX drawdown of -25.03%. Use the drawdown chart below to compare losses from any high point for TPDAX and TIGIX.

Drawdown Indicators

	TPDAX	TIGIX	Difference
Max Drawdown Largest peak-to-trough decline	-22.29%	-25.03%	+2.74%
Max Drawdown (1Y) Largest decline over 1 year	-8.09%	-4.37%	-3.72%
Max Drawdown (3Y) Largest decline over 3 years	-8.09%	-8.59%	+0.50%
Max Drawdown (5Y) Largest decline over 5 years	-17.58%	-15.37%	-2.21%
Max Drawdown (10Y) Largest decline over 10 years	-22.29%	-25.03%	+2.74%
Current Drawdown Current decline from peak	-6.40%	-1.27%	-5.13%
Average Drawdown Average peak-to-trough decline	-4.93%	-4.54%	-0.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.37%	1.55%	+1.82%

Volatility

TPDAX vs. TIGIX - Volatility Comparison

Timothy Plan Defensive Strategies Fund (TPDAX) has a higher volatility of 2.37% compared to Timothy Plan Growth & Income Fund (TIGIX) at 2.24%. This indicates that TPDAX's price experiences larger fluctuations and is considered to be riskier than TIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TPDAX	TIGIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.37%	2.24%	+0.13%
Volatility (6M) Calculated over the trailing 6-month period	9.52%	4.70%	+4.82%
Volatility (1Y) Calculated over the trailing 1-year period	11.59%	6.31%	+5.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.25%	8.28%	+1.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.95%	9.68%	+0.27%

TPDAX vs. TIGIX - Expense Ratio Comparison

TPDAX has a 1.37% expense ratio, which is higher than TIGIX's 1.02% expense ratio.

Dividends

TPDAX vs. TIGIX - Dividend Comparison

TPDAX's dividend yield for the trailing twelve months is around 0.74%, less than TIGIX's 1.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TIGIX Timothy Plan Growth & Income Fund	1.88%	1.89%	2.04%	2.34%	7.81%	1.80%	1.26%	0.65%	2.16%	2.62%	0.30%	0.15%
TPDAX Timothy Plan Defensive Strategies Fund	0.74%	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

Can I hold both TPDAX and TIGIX in my portfolio?

TPDAX and TIGIX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TPDAX or TIGIX?

TPDAX has higher volatility (2.37%) compared to TIGIX (2.24%). In terms of maximum drawdown, TPDAX dropped -22.29% vs TIGIX's -25.03%.

Which has better risk-adjusted returns?

TPDAX currently has the higher Sharpe Ratio (1.86 vs 1.25), 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.