TPDAX vs. VTI
Compare and contrast key facts about Timothy Plan Defensive Strategies Fund (TPDAX) and Vanguard Total Stock Market ETF (VTI).
TPDAX is managed by Timothy Plan. It was launched on Nov 3, 2009. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016.
Performance
TPDAX vs. VTI - Performance Comparison
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TPDAX vs. VTI - 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% |
VTI Vanguard Total Stock Market ETF | -4.01% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Returns By Period
In the year-to-date period, TPDAX achieves a 7.48% return, which is significantly higher than VTI's -4.01% return. Over the past 10 years, TPDAX has underperformed VTI with an annualized return of 7.10%, while VTI has yielded a comparatively higher 13.60% 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%
VTI
- 1D
- 2.93%
- 1M
- -5.00%
- YTD
- -4.01%
- 6M
- -1.66%
- 1Y
- 18.11%
- 3Y*
- 17.84%
- 5Y*
- 10.46%
- 10Y*
- 13.60%
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TPDAX vs. VTI - Expense Ratio Comparison
TPDAX has a 1.37% expense ratio, which is higher than VTI's 0.03% expense ratio.
Return for Risk
TPDAX vs. VTI — Risk / Return Rank
TPDAX
VTI
TPDAX vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Defensive Strategies Fund (TPDAX) and Vanguard Total Stock Market ETF (VTI). 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 | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.07 | 0.96 | +1.11 |
Sortino ratioReturn per unit of downside risk | 2.68 | 1.48 | +1.20 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.23 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 3.33 | 1.52 | +1.81 |
Martin ratioReturn relative to average drawdown | 12.75 | 7.26 | +5.49 |
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 | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 0.96 | +1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.60 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.75 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.48 | +0.11 |
Correlation
The correlation between TPDAX and VTI 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. VTI - Dividend Comparison
TPDAX's dividend yield for the trailing twelve months is around 0.75%, less than VTI'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% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Drawdowns
TPDAX vs. VTI - Drawdown Comparison
The maximum TPDAX drawdown since its inception was -22.29%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for TPDAX and VTI.
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Drawdown Indicators
| TPDAX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.29% | -55.45% | +33.16% |
Max Drawdown (1Y)Largest decline over 1 year | -7.58% | -12.30% | +4.72% |
Max Drawdown (5Y)Largest decline over 5 years | -17.58% | -25.36% | +7.78% |
Max Drawdown (10Y)Largest decline over 10 years | -22.29% | -35.00% | +12.71% |
Current DrawdownCurrent decline from peak | -6.56% | -6.25% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -4.94% | -8.08% | +3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | 2.58% | -0.60% |
Volatility
TPDAX vs. VTI - Volatility Comparison
The current volatility for Timothy Plan Defensive Strategies Fund (TPDAX) is 4.00%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 5.45%. This indicates that TPDAX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TPDAX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 5.45% | -1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 9.73% | 9.73% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.21% | 19.01% | -6.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.12% | 17.42% | -7.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.86% | 18.29% | -8.43% |