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TPHAX vs. TCGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TPHAX vs. TCGAX - Performance Comparison

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

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TPHAX vs. TCGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TPHAX
Timothy Plan High Yield Bond Fund
-1.27%7.57%7.95%12.24%-12.24%5.69%6.12%16.60%-4.66%6.22%
TCGAX
Timothy Plan Conservative Growth Fund
-0.09%10.54%4.29%6.59%-12.86%7.61%7.71%14.78%-9.25%8.29%

Returns By Period

In the year-to-date period, TPHAX achieves a -1.27% return, which is significantly lower than TCGAX's -0.09% return. Over the past 10 years, TPHAX has outperformed TCGAX with an annualized return of 5.07%, while TCGAX has yielded a comparatively lower 3.75% annualized return.


TPHAX

1D
0.27%
1M
-1.92%
YTD
-1.27%
6M
0.08%
1Y
5.78%
3Y*
7.50%
5Y*
3.23%
10Y*
5.07%

TCGAX

1D
0.00%
1M
-5.32%
YTD
-0.09%
6M
0.50%
1Y
8.83%
3Y*
6.27%
5Y*
2.38%
10Y*
3.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TPHAX vs. TCGAX - Expense Ratio Comparison

TPHAX has a 1.39% expense ratio, which is higher than TCGAX's 1.04% expense ratio.


Return for Risk

TPHAX vs. TCGAX — Risk / Return Rank

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

TPHAX
TPHAX Risk / Return Rank: 8282
Overall Rank
TPHAX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
TPHAX Sortino Ratio Rank: 8484
Sortino Ratio Rank
TPHAX Omega Ratio Rank: 8686
Omega Ratio Rank
TPHAX Calmar Ratio Rank: 7575
Calmar Ratio Rank
TPHAX Martin Ratio Rank: 8181
Martin Ratio Rank

TCGAX
TCGAX Risk / Return Rank: 5050
Overall Rank
TCGAX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
TCGAX Sortino Ratio Rank: 5151
Sortino Ratio Rank
TCGAX Omega Ratio Rank: 4747
Omega Ratio Rank
TCGAX Calmar Ratio Rank: 4949
Calmar Ratio Rank
TCGAX Martin Ratio Rank: 5252
Martin Ratio Rank
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.

TPHAX vs. TCGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan High Yield Bond Fund (TPHAX) and Timothy Plan Conservative Growth Fund (TCGAX). 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.


TPHAXTCGAXDifference

Sharpe ratio

Return per unit of total volatility

1.63

1.01

+0.62

Sortino ratio

Return per unit of downside risk

2.23

1.44

+0.79

Omega ratio

Gain probability vs. loss probability

1.37

1.20

+0.16

Calmar ratio

Return relative to maximum drawdown

1.76

1.22

+0.54

Martin ratio

Return relative to average drawdown

8.05

5.17

+2.88

TPHAX vs. TCGAX - Sharpe Ratio Comparison

The current TPHAX Sharpe Ratio is 1.63, which is higher than the TCGAX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of TPHAX and TCGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TPHAXTCGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

1.01

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.31

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.05

0.45

+0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.29

+0.59

Correlation

The correlation between TPHAX and TCGAX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TPHAX vs. TCGAX - Dividend Comparison

TPHAX's dividend yield for the trailing twelve months is around 5.87%, more than TCGAX's 1.15% yield.


TTM20252024202320222021202020192018201720162015
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%
TCGAX
Timothy Plan Conservative Growth Fund
1.15%1.14%3.45%1.65%5.35%4.01%2.56%3.64%2.47%0.31%0.00%7.45%

Drawdowns

TPHAX vs. TCGAX - Drawdown Comparison

The maximum TPHAX drawdown since its inception was -35.48%, smaller than the maximum TCGAX drawdown of -40.54%. Use the drawdown chart below to compare losses from any high point for TPHAX and TCGAX.


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Drawdown Indicators


TPHAXTCGAXDifference

Max Drawdown

Largest peak-to-trough decline

-35.48%

-40.54%

+5.06%

Max Drawdown (1Y)

Largest decline over 1 year

-3.05%

-6.87%

+3.82%

Max Drawdown (5Y)

Largest decline over 5 years

-15.98%

-17.77%

+1.79%

Max Drawdown (10Y)

Largest decline over 10 years

-22.38%

-20.35%

-2.03%

Current Drawdown

Current decline from peak

-2.24%

-5.40%

+3.16%

Average Drawdown

Average peak-to-trough decline

-3.28%

-6.31%

+3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

1.62%

-0.95%

Volatility

TPHAX vs. TCGAX - Volatility Comparison

The current volatility for Timothy Plan High Yield Bond Fund (TPHAX) is 1.47%, while Timothy Plan Conservative Growth Fund (TCGAX) has a volatility of 2.96%. This indicates that TPHAX experiences smaller price fluctuations and is considered to be less risky than TCGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPHAXTCGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

2.96%

-1.49%

Volatility (6M)

Calculated over the trailing 6-month period

2.10%

5.11%

-3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.49%

8.87%

-5.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.31%

7.69%

-3.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.86%

8.28%

-3.42%