TPHAX vs. TPDAX
Compare and contrast key facts about Timothy Plan High Yield Bond Fund (TPHAX) and Timothy Plan Defensive Strategies Fund (TPDAX).
TPHAX is managed by Timothy Plan. It was launched on May 7, 2007. TPDAX is managed by Timothy Plan. It was launched on Nov 3, 2009.
Performance
TPHAX vs. TPDAX - Performance Comparison
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TPHAX vs. TPDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TPDAX Timothy Plan Defensive Strategies Fund | 7.48% | 23.97% | 5.29% | 7.71% | -5.63% | 12.15% | 8.83% | 13.77% | -7.24% | 4.14% |
Returns By Period
In the year-to-date period, TPHAX achieves a -1.27% return, which is significantly lower than TPDAX's 7.48% return. Over the past 10 years, TPHAX has underperformed TPDAX with an annualized return of 5.07%, while TPDAX has yielded a comparatively higher 7.10% 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%
TPDAX
- 1D
- 0.05%
- 1M
- -6.08%
- YTD
- 7.48%
- 6M
- 12.53%
- 1Y
- 24.49%
- 3Y*
- 13.72%
- 5Y*
- 9.55%
- 10Y*
- 7.10%
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TPHAX vs. TPDAX - Expense Ratio Comparison
TPHAX has a 1.39% expense ratio, which is higher than TPDAX's 1.37% expense ratio.
Return for Risk
TPHAX vs. TPDAX — Risk / Return Rank
TPHAX
TPDAX
TPHAX vs. TPDAX - 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 Defensive Strategies Fund (TPDAX). 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.
| TPHAX | TPDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.63 | 2.07 | -0.43 |
Sortino ratioReturn per unit of downside risk | 2.23 | 2.68 | -0.46 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.39 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 3.33 | -1.57 |
Martin ratioReturn relative to average drawdown | 8.05 | 12.75 | -4.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TPHAX | TPDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 2.07 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.95 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.05 | 0.72 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.58 | +0.30 |
Correlation
The correlation between TPHAX and TPDAX is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
TPHAX vs. TPDAX - Dividend Comparison
TPHAX's dividend yield for the trailing twelve months is around 5.87%, more than TPDAX's 0.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TPDAX Timothy Plan Defensive Strategies Fund | 0.75% | 0.80% | 2.76% | 2.35% | 4.48% | 0.50% | 0.00% | 2.89% | 2.69% | 0.13% | 0.33% | 0.00% |
Drawdowns
TPHAX vs. TPDAX - Drawdown Comparison
The maximum TPHAX drawdown since its inception was -35.48%, which is greater than TPDAX's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for TPHAX and TPDAX.
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Drawdown Indicators
| TPHAX | TPDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.48% | -22.29% | -13.19% |
Max Drawdown (1Y)Largest decline over 1 year | -3.05% | -7.58% | +4.53% |
Max Drawdown (5Y)Largest decline over 5 years | -15.98% | -17.58% | +1.60% |
Max Drawdown (10Y)Largest decline over 10 years | -22.38% | -22.29% | -0.09% |
Current DrawdownCurrent decline from peak | -2.24% | -6.56% | +4.32% |
Average DrawdownAverage peak-to-trough decline | -3.28% | -4.94% | +1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 1.98% | -1.31% |
Volatility
TPHAX vs. TPDAX - Volatility Comparison
The current volatility for Timothy Plan High Yield Bond Fund (TPHAX) is 1.47%, while Timothy Plan Defensive Strategies Fund (TPDAX) has a volatility of 4.00%. This indicates that TPHAX experiences smaller price fluctuations and is considered to be less risky than TPDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TPHAX | TPDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.47% | 4.00% | -2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 2.10% | 9.73% | -7.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.49% | 12.21% | -8.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.31% | 10.12% | -5.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.86% | 9.86% | -5.00% |