TPDIX vs. OTRFX
TPDIX (Timothy Plan Defensive Strategies Fund Class I) and OTRFX (OnTrack Core Fund) are both Tactical Allocation funds. Over the past 10 years, TPDIX returned 6.77%/yr vs 5.20%/yr for OTRFX. Their 0.39 correlation means their historical movements had little consistent relationship. TPDIX charges 1.09%/yr vs 2.58%/yr for OTRFX.
Performance
TPDIX vs. OTRFX - Performance Comparison
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Returns By Period
In the year-to-date period, TPDIX achieves a 8.48% return, which is significantly higher than OTRFX's 4.93% return. Over the past 10 years, TPDIX has outperformed OTRFX with an annualized return of 6.77%, while OTRFX has yielded a comparatively lower 5.20% annualized return.
TPDIX
- 1D
- 0.38%
- 1M
- 1.26%
- 6M
- 0.99%
- YTD
- 8.48%
- 1Y
- 22.04%
- 3Y*
- 13.52%
- 5Y*
- 8.45%
- 10Y*
- 6.77%
- ALL TIME*
- 5.70%
OTRFX
- 1D
- 0.10%
- 1M
- -0.10%
- 6M
- 1.36%
- YTD
- 4.93%
- 1Y
- 9.39%
- 3Y*
- 5.76%
- 5Y*
- 1.79%
- 10Y*
- 5.20%
- ALL TIME*
- 4.35%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
OTRFX OnTrack Core Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
TPDIX vs. OTRFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TPDIX Timothy Plan Defensive Strategies Fund Class I | 8.48% | 24.23% | 5.55% | 8.07% | -5.48% | 12.45% | 9.11% | 14.02% | -6.96% | 4.45% |
OTRFX OnTrack Core Fund | 4.93% | 6.12% | -0.12% | 5.37% | -5.82% | 3.94% | 29.03% | 6.86% | -4.70% | 6.49% |
Correlation
The correlation between TPDIX and OTRFX is 0.39, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.39 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.40 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.40 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2013 | 0.39 |
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Return for Risk
TPDIX vs. OTRFX — Risk / Return Rank
TPDIX
OTRFX
TPDIX vs. OTRFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Defensive Strategies Fund Class I (TPDIX) and OnTrack Core Fund (OTRFX). 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.
| TPDIX | OTRFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.56 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.76 | 3.11 | -0.35 |
| Martin ratioReturn relative to average drawdown | 6.68 | 6.54 | +0.15 |
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Drawdowns
TPDIX vs. OTRFX - Drawdown Comparison
The maximum TPDIX drawdown since its inception was -22.26%, which is greater than OTRFX's maximum drawdown of -9.73%. Use the drawdown chart below to compare losses from any high point for TPDIX and OTRFX.
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Drawdown Indicators
| TPDIX | OTRFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.26% | -9.73% | -12.53% |
Max Drawdown (1Y)Largest decline over 1 year | -8.03% | -3.02% | -5.01% |
Max Drawdown (3Y)Largest decline over 3 years | -8.03% | -5.76% | -2.27% |
Max Drawdown (5Y)Largest decline over 5 years | -17.43% | -9.51% | -7.92% |
Max Drawdown (10Y)Largest decline over 10 years | -22.26% | -9.51% | -12.75% |
Current DrawdownCurrent decline from peak | -5.73% | -1.21% | -4.52% |
Average DrawdownAverage peak-to-trough decline | -4.15% | -2.95% | -1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 1.43% | +1.89% |
Volatility
TPDIX vs. OTRFX - Volatility Comparison
Timothy Plan Defensive Strategies Fund Class I (TPDIX) has a higher volatility of 2.23% compared to OnTrack Core Fund (OTRFX) at 0.47%. This indicates that TPDIX's price experiences larger fluctuations and is considered to be riskier than OTRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TPDIX | OTRFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.23% | 0.47% | +1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 2.29% | +7.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.67% | 4.15% | +7.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.26% | 3.07% | +7.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.97% | 3.56% | +6.41% |
TPDIX vs. OTRFX - Expense Ratio Comparison
TPDIX has a 1.09% expense ratio, which is lower than OTRFX's 2.58% expense ratio.
Dividends
TPDIX vs. OTRFX - Dividend Comparison
TPDIX's dividend yield for the trailing twelve months is around 0.94%, less than OTRFX's 12.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OTRFX OnTrack Core Fund | 12.43% | 13.04% | 8.01% | 0.14% | 1.39% | 7.10% | 2.36% | 1.38% | 7.15% | 2.69% | 7.05% | 6.15% |
TPDIX Timothy Plan Defensive Strategies Fund Class I | 0.94% | 1.02% | 3.02% | 2.61% | 4.73% | 0.70% | 0.00% | 3.18% | 3.02% | 0.41% | 0.60% | 0.00% |
Frequently Asked Questions
TPDIX and OTRFX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TPDIX has higher volatility (2.23%) compared to OTRFX (0.47%). In terms of maximum drawdown, TPDIX dropped -22.26% vs OTRFX's -9.73%.
OTRFX currently has the higher Sharpe Ratio (2.27 vs 1.91), 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.
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