TPDAX vs. TSGAX
Compare and contrast key facts about Timothy Plan Defensive Strategies Fund (TPDAX) and Timothy Plan Strategic Growth Fund (TSGAX).
TPDAX is managed by Timothy Plan. It was launched on Nov 3, 2009. TSGAX is managed by Timothy Plan. It was launched on Oct 4, 2000.
Performance
TPDAX vs. TSGAX - Performance Comparison
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TPDAX vs. TSGAX - 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% |
TSGAX Timothy Plan Strategic Growth Fund | 0.19% | 12.94% | 6.01% | 7.66% | -13.69% | 11.67% | 8.13% | 18.84% | -12.29% | 11.54% |
Returns By Period
In the year-to-date period, TPDAX achieves a 7.48% return, which is significantly higher than TSGAX's 0.19% return. Over the past 10 years, TPDAX has outperformed TSGAX with an annualized return of 7.10%, while TSGAX has yielded a comparatively lower 4.99% 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%
TSGAX
- 1D
- -0.09%
- 1M
- -6.33%
- YTD
- 0.19%
- 6M
- 0.78%
- 1Y
- 11.29%
- 3Y*
- 7.92%
- 5Y*
- 3.64%
- 10Y*
- 4.99%
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TPDAX vs. TSGAX - Expense Ratio Comparison
TPDAX has a 1.37% expense ratio, which is higher than TSGAX's 1.09% expense ratio.
Return for Risk
TPDAX vs. TSGAX — Risk / Return Rank
TPDAX
TSGAX
TPDAX vs. TSGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Defensive Strategies Fund (TPDAX) and Timothy Plan Strategic Growth Fund (TSGAX). 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 | TSGAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.07 | 0.98 | +1.08 |
Sortino ratioReturn per unit of downside risk | 2.68 | 1.43 | +1.25 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.20 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 3.33 | 1.18 | +2.15 |
Martin ratioReturn relative to average drawdown | 12.75 | 5.33 | +7.42 |
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 | TSGAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 0.98 | +1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.36 | +0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.44 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.17 | +0.41 |
Correlation
The correlation between TPDAX and TSGAX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TPDAX vs. TSGAX - Dividend Comparison
TPDAX's dividend yield for the trailing twelve months is around 0.75%, less than TSGAX's 1.17% 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% |
TSGAX Timothy Plan Strategic Growth Fund | 1.17% | 1.17% | 3.33% | 1.57% | 7.33% | 4.70% | 3.40% | 3.72% | 0.36% | 0.00% | 0.00% | 0.34% |
Drawdowns
TPDAX vs. TSGAX - Drawdown Comparison
The maximum TPDAX drawdown since its inception was -22.29%, smaller than the maximum TSGAX drawdown of -54.36%. Use the drawdown chart below to compare losses from any high point for TPDAX and TSGAX.
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Drawdown Indicators
| TPDAX | TSGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.29% | -54.36% | +32.07% |
Max Drawdown (1Y)Largest decline over 1 year | -7.58% | -8.90% | +1.32% |
Max Drawdown (5Y)Largest decline over 5 years | -17.58% | -19.78% | +2.20% |
Max Drawdown (10Y)Largest decline over 10 years | -22.29% | -27.47% | +5.18% |
Current DrawdownCurrent decline from peak | -6.56% | -6.49% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -4.94% | -11.73% | +6.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 1.97% | +0.01% |
Volatility
TPDAX vs. TSGAX - Volatility Comparison
Timothy Plan Defensive Strategies Fund (TPDAX) has a higher volatility of 4.00% compared to Timothy Plan Strategic Growth Fund (TSGAX) at 3.65%. This indicates that TPDAX's price experiences larger fluctuations and is considered to be riskier than TSGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TPDAX | TSGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 3.65% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.73% | 6.60% | +3.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.21% | 11.66% | +0.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.12% | 10.11% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.86% | 11.27% | -1.41% |