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TPHAX vs. PRHYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TPHAX vs. PRHYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Timothy Plan High Yield Bond Fund (TPHAX) and T. Rowe Price High Yield Fund (PRHYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TPHAX achieves a 2.03% return, which is significantly higher than PRHYX's 1.10% return. Over the past 10 years, TPHAX has underperformed PRHYX with an annualized return of 4.75%, while PRHYX has yielded a comparatively higher 6.13% annualized return.


TPHAX

1D
-0.11%
1M
-0.11%
6M
1.47%
YTD
2.03%
1Y
5.43%
3Y*
7.59%
5Y*
3.38%
10Y*
4.75%
ALL TIME*
4.67%

PRHYX

1D
0.00%
1M
-0.84%
6M
0.54%
YTD
1.10%
1Y
4.59%
3Y*
10.70%
5Y*
5.91%
10Y*
6.13%
ALL TIME*
6.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

TPHAX vs. PRHYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TPHAX
Timothy Plan High Yield Bond Fund
2.03%7.57%7.95%12.24%-12.24%5.69%6.12%16.60%-4.66%6.22%
PRHYX
T. Rowe Price High Yield Fund
1.10%10.44%12.07%20.05%-12.48%5.22%4.99%14.69%-3.30%7.40%

Correlation

The correlation between TPHAX and PRHYX is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.71

Correlation (3Y)
Balances recent behavior with more history.

0.73

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.79

Correlation (10Y)
Provides a long-term view across more market conditions.

0.75

Correlation (All Time)
Calculated using the full available price history since May 10, 2007

0.74

The correlation between TPHAX and PRHYX has been stable across timeframes, ranging from 0.71 to 0.79 - a consistent structural relationship.

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Return for Risk

TPHAX vs. PRHYX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TPHAX
TPHAX Risk / Return Rank: 7474
Overall Rank
TPHAX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
TPHAX Sortino Ratio Rank: 7878
Sortino Ratio Rank
TPHAX Omega Ratio Rank: 8181
Omega Ratio Rank
TPHAX Calmar Ratio Rank: 5353
Calmar Ratio Rank
TPHAX Martin Ratio Rank: 8080
Martin Ratio Rank

PRHYX
PRHYX Risk / Return Rank: 5858
Overall Rank
PRHYX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PRHYX Sortino Ratio Rank: 6161
Sortino Ratio Rank
PRHYX Omega Ratio Rank: 6565
Omega Ratio Rank
PRHYX Calmar Ratio Rank: 5252
Calmar Ratio Rank
PRHYX Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TPHAX vs. PRHYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan High Yield Bond Fund (TPHAX) and T. Rowe Price High Yield Fund (PRHYX). 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.


TPHAXPRHYXDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.39

1.30

+0.09

Calmar ratioReturn relative to maximum drawdown

2.08

2.04

+0.05

Martin ratioReturn relative to average drawdown

10.28

8.99

+1.29

TPHAX vs. PRHYX - Sharpe Ratio Comparison

The current TPHAX Sharpe Ratio is 1.86, which is higher than the PRHYX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of TPHAX and PRHYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TPHAX vs. PRHYX - Drawdown Comparison

The maximum TPHAX drawdown since its inception was -35.48%, which is greater than PRHYX's maximum drawdown of -30.79%. Use the drawdown chart below to compare losses from any high point for TPHAX and PRHYX.


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Drawdown Indicators


TPHAXPRHYXDifference

Max Drawdown

Largest peak-to-trough decline

-35.48%

-30.79%

-4.69%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-2.17%

-0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-3.94%

-3.33%

-0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-15.98%

-16.43%

+0.45%

Max Drawdown (10Y)

Largest decline over 10 years

-22.38%

-22.10%

-0.28%

Current Drawdown

Current decline from peak

-0.33%

-1.01%

+0.68%

Average Drawdown

Average peak-to-trough decline

-3.23%

-3.62%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.51%

0.49%

+0.02%

Volatility

TPHAX vs. PRHYX - Volatility Comparison

Timothy Plan High Yield Bond Fund (TPHAX) and T. Rowe Price High Yield Fund (PRHYX) have volatilities of 0.60% and 0.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPHAXPRHYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.60%

0.60%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

2.30%

2.44%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

2.81%

3.18%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.35%

5.34%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.84%

5.57%

-0.73%

TPHAX vs. PRHYX - Expense Ratio Comparison

TPHAX has a 1.39% expense ratio, which is higher than PRHYX's 0.70% expense ratio.


Dividends

TPHAX vs. PRHYX - Dividend Comparison

TPHAX's dividend yield for the trailing twelve months is around 5.87%, less than PRHYX's 6.26% yield.


PositionTTM20252024202320222021202020192018201720162015
PRHYX
T. Rowe Price High Yield Fund
6.26%8.33%11.50%11.49%4.68%5.09%5.19%5.48%6.25%5.49%6.02%6.45%
TPHAX
Timothy Plan High Yield Bond Fund
5.87%5.39%5.75%5.35%4.60%4.23%4.26%4.11%4.13%3.55%3.88%4.72%

Frequently Asked Questions


TPHAX and PRHYX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRHYX has higher volatility (0.60%) compared to TPHAX (0.60%). In terms of maximum drawdown, TPHAX dropped -35.48% vs PRHYX's -30.79%.

TPHAX currently has the higher Sharpe Ratio (1.86 vs 1.39), 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.

Portfolio Optimizer

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