TPDAX vs. TPHAX
Compare and contrast key facts about Timothy Plan Defensive Strategies Fund (TPDAX) and Timothy Plan High Yield Bond Fund (TPHAX).
TPDAX is managed by Timothy Plan. It was launched on Nov 3, 2009. TPHAX is managed by Timothy Plan. It was launched on May 7, 2007.
Performance
TPDAX vs. TPHAX - Performance Comparison
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TPDAX vs. TPHAX - 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% |
TPHAX Timothy Plan High Yield Bond Fund | -1.27% | 7.57% | 7.95% | 12.24% | -12.24% | 5.69% | 6.12% | 16.60% | -4.66% | 6.22% |
Returns By Period
In the year-to-date period, TPDAX achieves a 7.48% return, which is significantly higher than TPHAX's -1.27% return. Over the past 10 years, TPDAX has outperformed TPHAX with an annualized return of 7.10%, while TPHAX has yielded a comparatively lower 5.07% 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%
TPHAX
- 1D
- 0.27%
- 1M
- -1.92%
- YTD
- -1.27%
- 6M
- 0.08%
- 1Y
- 5.78%
- 3Y*
- 7.50%
- 5Y*
- 3.23%
- 10Y*
- 5.07%
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TPDAX vs. TPHAX - Expense Ratio Comparison
TPDAX has a 1.37% expense ratio, which is lower than TPHAX's 1.39% expense ratio.
Return for Risk
TPDAX vs. TPHAX — Risk / Return Rank
TPDAX
TPHAX
TPDAX vs. TPHAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Defensive Strategies Fund (TPDAX) and Timothy Plan High Yield Bond Fund (TPHAX). 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.
| TPDAX | TPHAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.07 | 1.63 | +0.43 |
Sortino ratioReturn per unit of downside risk | 2.68 | 2.23 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.37 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.33 | 1.76 | +1.57 |
Martin ratioReturn relative to average drawdown | 12.75 | 8.05 | +4.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TPDAX | TPHAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 1.63 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.75 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 1.05 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.88 | -0.30 |
Correlation
The correlation between TPDAX and TPHAX is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
TPDAX vs. TPHAX - Dividend Comparison
TPDAX's dividend yield for the trailing twelve months is around 0.75%, less than TPHAX's 5.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TPHAX Timothy Plan High Yield Bond Fund | 5.87% | 5.39% | 5.75% | 5.35% | 4.60% | 4.23% | 4.26% | 4.11% | 4.13% | 3.55% | 3.88% | 4.72% |
Drawdowns
TPDAX vs. TPHAX - Drawdown Comparison
The maximum TPDAX drawdown since its inception was -22.29%, smaller than the maximum TPHAX drawdown of -35.48%. Use the drawdown chart below to compare losses from any high point for TPDAX and TPHAX.
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Drawdown Indicators
| TPDAX | TPHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.29% | -35.48% | +13.19% |
Max Drawdown (1Y)Largest decline over 1 year | -7.58% | -3.05% | -4.53% |
Max Drawdown (5Y)Largest decline over 5 years | -17.58% | -15.98% | -1.60% |
Max Drawdown (10Y)Largest decline over 10 years | -22.29% | -22.38% | +0.09% |
Current DrawdownCurrent decline from peak | -6.56% | -2.24% | -4.32% |
Average DrawdownAverage peak-to-trough decline | -4.94% | -3.28% | -1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 0.67% | +1.31% |
Volatility
TPDAX vs. TPHAX - Volatility Comparison
Timothy Plan Defensive Strategies Fund (TPDAX) has a higher volatility of 4.00% compared to Timothy Plan High Yield Bond Fund (TPHAX) at 1.47%. This indicates that TPDAX's price experiences larger fluctuations and is considered to be riskier than TPHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TPDAX | TPHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 1.47% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.73% | 2.10% | +7.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.21% | 3.49% | +8.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.12% | 4.31% | +5.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.86% | 4.86% | +5.00% |