TPHAX vs. TSGAX
TPHAX (Timothy Plan High Yield Bond Fund) and TSGAX (Timothy Plan Strategic Growth Fund) are both mutual funds - TPHAX is a High Yield Bonds fund managed by Timothy Plan, while TSGAX is a Diversified Portfolio fund managed by Timothy Plan. Over the past 10 years, TPHAX returned 4.74%/yr vs 5.39%/yr for TSGAX. Their 0.41 correlation means their historical movements had little consistent relationship. TPHAX charges 1.39%/yr vs 1.09%/yr for TSGAX.
Performance
TPHAX vs. TSGAX - Performance Comparison
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Returns By Period
In the year-to-date period, TPHAX achieves a 2.14% return, which is significantly lower than TSGAX's 7.89% return. Over the past 10 years, TPHAX has underperformed TSGAX with an annualized return of 4.74%, while TSGAX has yielded a comparatively higher 5.39% annualized return.
TPHAX
- 1D
- 0.11%
- 1M
- 0.00%
- 6M
- 1.70%
- YTD
- 2.14%
- 1Y
- 5.55%
- 3Y*
- 7.54%
- 5Y*
- 3.40%
- 10Y*
- 4.74%
- ALL TIME*
- 4.68%
TSGAX
- 1D
- 1.06%
- 1M
- 0.17%
- 6M
- 4.36%
- YTD
- 7.89%
- 1Y
- 13.41%
- 3Y*
- 9.54%
- 5Y*
- 4.18%
- 10Y*
- 5.39%
- ALL TIME*
- 2.91%
Liquidity Comparison
| Position | Avg. 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. TSGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TPHAX Timothy Plan High Yield Bond Fund | 2.14% | 7.57% | 7.95% | 12.24% | -12.24% | 5.69% | 6.12% | 16.60% | -4.66% | 6.22% |
TSGAX Timothy Plan Strategic Growth Fund | 7.89% | 12.94% | 6.01% | 7.66% | -13.69% | 11.67% | 8.13% | 18.84% | -12.29% | 11.54% |
Correlation
The correlation between TPHAX and TSGAX is 0.61, 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. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.56 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.57 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.52 |
Correlation (All Time) Calculated using the full available price history since May 10, 2007 | 0.41 |
Over the past year, TPHAX and TSGAX have become more correlated (0.61) than their long-term average of 0.41, meaning their price movements have been converging.
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Return for Risk
TPHAX vs. TSGAX — Risk / Return Rank
TPHAX
TSGAX
TPHAX vs. TSGAX - 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 Strategic Growth Fund (TSGAX). 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.
| TPHAX | TSGAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.23 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.83 | +0.25 |
| Martin ratioReturn relative to average drawdown | 10.29 | 7.05 | +3.24 |
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Drawdowns
TPHAX vs. TSGAX - Drawdown Comparison
The maximum TPHAX drawdown since its inception was -35.48%, smaller than the maximum TSGAX drawdown of -54.36%. Use the drawdown chart below to compare losses from any high point for TPHAX and TSGAX.
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Drawdown Indicators
| TPHAX | TSGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.48% | -54.36% | +18.88% |
Max Drawdown (1Y)Largest decline over 1 year | -2.50% | -6.75% | +4.25% |
Max Drawdown (3Y)Largest decline over 3 years | -3.94% | -10.10% | +6.16% |
Max Drawdown (5Y)Largest decline over 5 years | -15.98% | -19.78% | +3.80% |
Max Drawdown (10Y)Largest decline over 10 years | -22.38% | -27.47% | +5.09% |
Current DrawdownCurrent decline from peak | -0.22% | -0.43% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -11.59% | +8.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.51% | 1.75% | -1.24% |
Volatility
TPHAX vs. TSGAX - Volatility Comparison
The current volatility for Timothy Plan High Yield Bond Fund (TPHAX) is 0.59%, while Timothy Plan Strategic Growth Fund (TSGAX) has a volatility of 2.36%. This indicates that TPHAX experiences smaller price fluctuations and is considered to be less risky than TSGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TPHAX | TSGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.59% | 2.36% | -1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 2.30% | 7.64% | -5.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.81% | 9.59% | -6.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.35% | 10.27% | -5.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.84% | 11.36% | -6.52% |
TPHAX vs. TSGAX - Expense Ratio Comparison
TPHAX has a 1.39% expense ratio, which is higher than TSGAX's 1.09% expense ratio.
Dividends
TPHAX vs. TSGAX - Dividend Comparison
TPHAX's dividend yield for the trailing twelve months is around 5.86%, more than TSGAX's 1.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TPHAX Timothy Plan High Yield Bond Fund | 5.86% | 5.39% | 5.75% | 5.35% | 4.60% | 4.23% | 4.26% | 4.11% | 4.13% | 3.55% | 3.88% | 4.72% |
TSGAX Timothy Plan Strategic Growth Fund | 1.08% | 1.17% | 3.33% | 1.57% | 7.33% | 4.70% | 3.40% | 3.72% | 0.36% | 0.00% | 0.00% | 0.34% |
Frequently Asked Questions
TPHAX and TSGAX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSGAX has higher volatility (2.36%) compared to TPHAX (0.59%). In terms of maximum drawdown, TPHAX dropped -35.48% vs TSGAX's -54.36%.
TPHAX currently has the higher Sharpe Ratio (1.86 vs 1.29), 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.
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