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TPDAX vs. TPLNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TPDAX vs. TPLNX - Performance Comparison

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

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TPDAX vs. TPLNX - 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%
TPLNX
Timothy Plan Small Cap Value Fund
1.49%0.58%4.75%17.31%-13.13%28.12%2.00%28.29%-15.66%12.94%

Returns By Period

In the year-to-date period, TPDAX achieves a 7.48% return, which is significantly higher than TPLNX's 1.49% return. Over the past 10 years, TPDAX has underperformed TPLNX with an annualized return of 7.10%, while TPLNX has yielded a comparatively higher 8.10% 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%

TPLNX

1D
-0.59%
1M
-6.89%
YTD
1.49%
6M
-0.80%
1Y
8.99%
3Y*
6.85%
5Y*
3.58%
10Y*
8.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TPDAX vs. TPLNX - Expense Ratio Comparison

TPDAX has a 1.37% expense ratio, which is lower than TPLNX's 1.52% expense ratio.


Return for Risk

TPDAX vs. TPLNX — 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

TPLNX
TPLNX Risk / Return Rank: 1616
Overall Rank
TPLNX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TPLNX Sortino Ratio Rank: 1818
Sortino Ratio Rank
TPLNX Omega Ratio Rank: 1616
Omega Ratio Rank
TPLNX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TPLNX Martin Ratio Rank: 1616
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. TPLNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Defensive Strategies Fund (TPDAX) and Timothy Plan Small Cap Value Fund (TPLNX). 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.


TPDAXTPLNXDifference

Sharpe ratio

Return per unit of total volatility

2.07

0.43

+1.64

Sortino ratio

Return per unit of downside risk

2.68

0.78

+1.90

Omega ratio

Gain probability vs. loss probability

1.39

1.10

+0.29

Calmar ratio

Return relative to maximum drawdown

3.33

0.50

+2.83

Martin ratio

Return relative to average drawdown

12.75

1.63

+11.12

TPDAX vs. TPLNX - Sharpe Ratio Comparison

The current TPDAX Sharpe Ratio is 2.07, which is higher than the TPLNX Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of TPDAX and TPLNX, 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


TPDAXTPLNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

0.43

+1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

0.18

+0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.37

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.38

+0.21

Correlation

The correlation between TPDAX and TPLNX is 0.61, 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. TPLNX - Dividend Comparison

TPDAX's dividend yield for the trailing twelve months is around 0.75%, less than TPLNX's 5.09% 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%
TPLNX
Timothy Plan Small Cap Value Fund
5.09%5.17%6.21%3.95%6.72%9.40%0.16%3.68%16.26%9.20%1.34%9.66%

Drawdowns

TPDAX vs. TPLNX - Drawdown Comparison

The maximum TPDAX drawdown since its inception was -22.29%, smaller than the maximum TPLNX drawdown of -55.96%. Use the drawdown chart below to compare losses from any high point for TPDAX and TPLNX.


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Drawdown Indicators


TPDAXTPLNXDifference

Max Drawdown

Largest peak-to-trough decline

-22.29%

-55.96%

+33.67%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-14.48%

+6.90%

Max Drawdown (5Y)

Largest decline over 5 years

-17.58%

-26.39%

+8.81%

Max Drawdown (10Y)

Largest decline over 10 years

-22.29%

-43.18%

+20.89%

Current Drawdown

Current decline from peak

-6.56%

-8.51%

+1.95%

Average Drawdown

Average peak-to-trough decline

-4.94%

-8.89%

+3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

4.45%

-2.47%

Volatility

TPDAX vs. TPLNX - Volatility Comparison

The current volatility for Timothy Plan Defensive Strategies Fund (TPDAX) is 4.00%, while Timothy Plan Small Cap Value Fund (TPLNX) has a volatility of 5.01%. This indicates that TPDAX experiences smaller price fluctuations and is considered to be less risky than TPLNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPDAXTPLNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

5.01%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

11.74%

-2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

12.21%

21.69%

-9.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.12%

20.42%

-10.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.86%

22.04%

-12.18%