TPFG vs. ITOT

Last updated Jul 18, 2026

TPFG (Timothy Plan Free Cash Flow Growth ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both Large Cap Blend Equities funds - TPFG tracks the Victory Free Cash Flow Growth BRI Index while ITOT tracks the S&P Total Market Index. Both are passively managed. A 0.77 correlation means they provide meaningful diversification when combined. TPFG charges 0.59%/yr vs 0.03%/yr for ITOT.

Performance

TPFG vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Timothy Plan Free Cash Flow Growth ETF (TPFG) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

TPFG

• 1D: -0.47%
• 1M: -7.12%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ITOT

• 1D: -0.97%
• 1M: 0.57%
• 6M: 8.09%
• YTD: 10.17%
• 1Y: 19.94%
• 3Y*: 19.00%
• 5Y*: 12.10%
• 10Y*: 14.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TPFG vs. ITOT - Yearly Performance Comparison

	2026 (YTD)
TPFG Timothy Plan Free Cash Flow Growth ETF	-1.22%
ITOT iShares Core S&P Total U.S. Stock Market ETF	4.00%

Correlation

The correlation between TPFG and ITOT is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 5, 2026	0.77

Return for Risk

TPFG vs. ITOT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TPFG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ITOT

ITOT Risk / Return Rank: 59
ITOT Sharpe Ratio Rank: 57
ITOT Sortino Ratio Rank: 56
ITOT Omega Ratio Rank: 56
ITOT Calmar Ratio Rank: 56
ITOT Martin Ratio Rank: 69

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.

TPFG vs. ITOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Free Cash Flow Growth ETF (TPFG) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.

	TPFG	ITOT	Difference
Sharpe ratio: Return per unit of total volatility	—	1.56	—
Sortino ratio: Return per unit of downside risk	—	2.17	—
Omega ratio: Gain probability vs. loss probability	—	1.28	—
Calmar ratio: Return relative to maximum drawdown	—	2.25	—
Martin ratio: Return relative to average drawdown	—	9.79	—

Drawdowns

TPFG vs. ITOT - Drawdown Comparison

The maximum TPFG drawdown since its inception was -10.01%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for TPFG and ITOT.

Drawdown Indicators

	TPFG	ITOT	Difference
Max Drawdown Largest peak-to-trough decline	-10.01%	-55.20%	+45.19%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.90%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-19.44%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-10.01%	-1.69%	-8.32%
Average Drawdown Average peak-to-trough decline	-3.00%	-6.94%	+3.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.04%	—

Volatility

Volatility by Period

	TPFG	ITOT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.39%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.19%	—
Volatility (1Y) Calculated over the trailing 1-year period	32.66%	12.89%	+19.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.66%	17.46%	+15.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.66%	18.25%	+14.41%

TPFG vs. ITOT - Expense Ratio Comparison

TPFG has a 0.59% expense ratio, which is higher than ITOT's 0.03% expense ratio.

Dividends

TPFG vs. ITOT - Dividend Comparison

TPFG has not paid dividends to shareholders, while ITOT's dividend yield for the trailing twelve months is around 1.01%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ITOT iShares Core S&P Total U.S. Stock Market ETF	1.01%	1.11%	1.23%	1.47%	1.66%	1.18%	1.41%	1.88%	2.14%	1.69%	1.83%	2.01%
TPFG Timothy Plan Free Cash Flow Growth ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TPFG and ITOT in my portfolio?

TPFG and ITOT have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TPFG or ITOT?

On fees, ITOT is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TPFG or ITOT?

ITOT is cheaper with a 0.03% expense ratio, compared with 0.59% for TPFG.

Which ETF pays a higher dividend yield, TPFG or ITOT?

ITOT has the higher dividend yield at 1.01%, compared with 0.00% for TPFG.

What is the main difference between TPFG and ITOT?

TPFG tracks Victory Free Cash Flow Growth BRI Index, while ITOT tracks S&P Total Market Index. They also come from different issuers: Timothy Plan and iShares. Their fees differ too: 0.59% for TPFG and 0.03% for ITOT.