TPFI vs. CAAA
TPFI (Timothy Plan Fixed Income ETF) and CAAA (First Trust Commercial Mortgage Opportunities ETF) are both Intermediate Core-Plus Bond funds. Both are actively managed. Their 0.65 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.55% expense ratio.
Performance
TPFI vs. CAAA - Performance Comparison
Loading charts...
Returns By Period
TPFI
- 1D
- 0.37%
- 1M
- -0.51%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
CAAA
- 1D
- 0.22%
- 1M
- -0.15%
- 6M
- 0.86%
- YTD
- 1.08%
- 1Y
- 3.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $103.25K | $89.34K | $148.35K | |
| $121.03K | $133.74K | $123.91K |
TPFI vs. CAAA - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
TPFI Timothy Plan Fixed Income ETF | -0.50% |
CAAA First Trust Commercial Mortgage Opportunities ETF | 0.39% |
Correlation
The correlation between TPFI and CAAA is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 5, 2026 | 0.65 |
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
TPFI vs. CAAA — Risk / Return Rank
TPFI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CAAA
TPFI vs. CAAA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Fixed Income ETF (TPFI) and First Trust Commercial Mortgage Opportunities ETF (CAAA). 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.
| TPFI | CAAA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.21 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.73 | — |
| Martin ratioReturn relative to average drawdown | — | 4.98 | — |
Loading charts...
Drawdowns
TPFI vs. CAAA - Drawdown Comparison
The maximum TPFI drawdown since its inception was -1.66%, smaller than the maximum CAAA drawdown of -2.24%. Use the drawdown chart below to compare losses from any high point for TPFI and CAAA.
Loading charts...
Drawdown Indicators
| TPFI | CAAA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.66% | -2.24% | +0.58% |
Max Drawdown (1Y)Largest decline over 1 year | — | -2.08% | — |
Current DrawdownCurrent decline from peak | -0.99% | -0.53% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -0.64% | -0.57% | -0.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.72% | — |
Volatility
TPFI vs. CAAA - Volatility Comparison
Loading charts...
Volatility by Period
| TPFI | CAAA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.78% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 2.33% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.89% | 3.07% | +0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.89% | 3.19% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.89% | 3.19% | +0.70% |
TPFI vs. CAAA - Expense Ratio Comparison
Both TPFI and CAAA have an expense ratio of 0.55%.
Dividends
TPFI vs. CAAA - Dividend Comparison
TPFI's dividend yield for the trailing twelve months is around 0.70%, less than CAAA's 5.01% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CAAA First Trust Commercial Mortgage Opportunities ETF | 5.01% | 6.09% | 4.01% |
TPFI Timothy Plan Fixed Income ETF | 0.70% | 0.00% | 0.00% |
Frequently Asked Questions
TPFI and CAAA have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.55% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
TPFI and CAAA have the same expense ratio: 0.55% per year.
CAAA has the higher dividend yield at 5.01%, compared with 0.70% for TPFI.
They also come from different issuers: Timothy Plan and First Trust.
Find the right allocation for TPFI and CAAA
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