TPFC vs. VLUE
TPFC (Timothy Plan Free Cash Flow ETF) and VLUE (iShares MSCI USA Value Factor ETF) are both exchange-traded funds - TPFC is a Mid Cap Value Equities fund tracking the Victory Free Cash Flow BRI Index, while VLUE is a Large Cap Value Equities fund tracking the MSCI USA Enhanced Value Index. Both are passively managed. Their 0.29 correlation means their historical movements had little consistent relationship. TPFC charges 0.59%/yr vs 0.15%/yr for VLUE.
Performance
TPFC vs. VLUE - Performance Comparison
Loading charts...
Returns By Period
TPFC
- 1D
- 0.07%
- 1M
- 6.32%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
VLUE
- 1D
- 2.64%
- 1M
- 2.61%
- 6M
- 33.42%
- YTD
- 45.95%
- 1Y
- 79.12%
- 3Y*
- 30.57%
- 5Y*
- 16.73%
- 10Y*
- 14.76%
- ALL TIME*
- 13.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $235.50K | $114.99K | $613.33K | |
| $130.01M | $157.35M | $277.66M |
TPFC vs. VLUE - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
TPFC Timothy Plan Free Cash Flow ETF | 6.86% |
VLUE iShares MSCI USA Value Factor ETF | 18.30% |
Correlation
The correlation between TPFC and VLUE is 0.29, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 5, 2026 | 0.29 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TPFC vs. VLUE — Risk / Return Rank
TPFC
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VLUE
TPFC vs. VLUE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Free Cash Flow ETF (TPFC) and iShares MSCI USA Value Factor ETF (VLUE). 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.
| TPFC | VLUE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.65 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 8.80 | — |
| Martin ratioReturn relative to average drawdown | — | 29.16 | — |
Loading charts...
Drawdowns
TPFC vs. VLUE - Drawdown Comparison
The maximum TPFC drawdown since its inception was -5.82%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for TPFC and VLUE.
Loading charts...
Drawdown Indicators
| TPFC | VLUE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.82% | -39.47% | +33.65% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.04% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.89% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.47% | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.22% | +3.22% |
Average DrawdownAverage peak-to-trough decline | -2.23% | -5.99% | +3.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.72% | — |
Volatility
TPFC vs. VLUE - Volatility Comparison
Loading charts...
Volatility by Period
| TPFC | VLUE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.00% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 17.60% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.69% | 20.54% | -6.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.69% | 18.40% | -4.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.69% | 20.06% | -6.37% |
TPFC vs. VLUE - Expense Ratio Comparison
TPFC has a 0.59% expense ratio, which is higher than VLUE's 0.15% expense ratio.
Dividends
TPFC vs. VLUE - Dividend Comparison
TPFC's dividend yield for the trailing twelve months is around 0.13%, less than VLUE's 1.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TPFC Timothy Plan Free Cash Flow ETF | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VLUE iShares MSCI USA Value Factor ETF | 1.41% | 2.11% | 2.73% | 2.66% | 3.18% | 2.22% | 2.42% | 2.61% | 2.70% | 2.14% | 2.07% | 2.39% |
Frequently Asked Questions
TPFC and VLUE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VLUE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VLUE is cheaper with a 0.15% expense ratio, compared with 0.59% for TPFC.
VLUE has the higher dividend yield at 1.41%, compared with 0.13% for TPFC.
TPFC is categorized as Mid Cap Value Equities, while VLUE is Large Cap Value Equities. TPFC tracks Victory Free Cash Flow BRI Index, while VLUE tracks MSCI USA Enhanced Value Index. They also come from different issuers: Timothy Plan and iShares. Their fees differ too: 0.59% for TPFC and 0.15% for VLUE.
Find the right allocation for TPFC and VLUE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer