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TPHD vs. ETIDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TPHD and ETIDX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

TPHD vs. ETIDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Timothy Plan High Dividend Stock ETF (TPHD) and Eventide Dividend Opportunities Fund (ETIDX). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%110.00%JulyAugustSeptemberOctoberNovemberDecember
66.52%
95.51%
TPHD
ETIDX

Key characteristics

Sharpe Ratio

TPHD:

1.16

ETIDX:

1.38

Sortino Ratio

TPHD:

1.67

ETIDX:

1.95

Omega Ratio

TPHD:

1.20

ETIDX:

1.23

Calmar Ratio

TPHD:

1.46

ETIDX:

1.58

Martin Ratio

TPHD:

5.87

ETIDX:

7.93

Ulcer Index

TPHD:

2.22%

ETIDX:

2.48%

Daily Std Dev

TPHD:

11.26%

ETIDX:

14.26%

Max Drawdown

TPHD:

-41.70%

ETIDX:

-34.12%

Current Drawdown

TPHD:

-7.95%

ETIDX:

-8.48%

Returns By Period

In the year-to-date period, TPHD achieves a 11.88% return, which is significantly lower than ETIDX's 17.57% return.


TPHD

YTD

11.88%

1M

-6.89%

6M

4.35%

1Y

12.00%

5Y*

8.67%

10Y*

N/A

ETIDX

YTD

17.57%

1M

-5.46%

6M

5.92%

1Y

18.07%

5Y*

12.26%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TPHD vs. ETIDX - Expense Ratio Comparison

TPHD has a 0.52% expense ratio, which is lower than ETIDX's 0.95% expense ratio.


ETIDX
Eventide Dividend Opportunities Fund
Expense ratio chart for ETIDX: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for TPHD: current value at 0.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.52%

Risk-Adjusted Performance

TPHD vs. ETIDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan High Dividend Stock ETF (TPHD) and Eventide Dividend Opportunities Fund (ETIDX). 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.


Sharpe ratio
The chart of Sharpe ratio for TPHD, currently valued at 1.16, compared to the broader market0.002.004.001.161.38
The chart of Sortino ratio for TPHD, currently valued at 1.67, compared to the broader market-2.000.002.004.006.008.0010.001.671.95
The chart of Omega ratio for TPHD, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.23
The chart of Calmar ratio for TPHD, currently valued at 1.46, compared to the broader market0.005.0010.0015.001.461.58
The chart of Martin ratio for TPHD, currently valued at 5.87, compared to the broader market0.0020.0040.0060.0080.00100.005.877.93
TPHD
ETIDX

The current TPHD Sharpe Ratio is 1.16, which is comparable to the ETIDX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of TPHD and ETIDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.16
1.38
TPHD
ETIDX

Dividends

TPHD vs. ETIDX - Dividend Comparison

TPHD's dividend yield for the trailing twelve months is around 2.09%, more than ETIDX's 0.53% yield.


TTM2023202220212020201920182017
TPHD
Timothy Plan High Dividend Stock ETF
2.09%2.20%2.39%1.86%2.39%1.60%0.00%0.00%
ETIDX
Eventide Dividend Opportunities Fund
0.53%0.67%1.34%1.14%1.06%1.99%2.17%0.30%

Drawdowns

TPHD vs. ETIDX - Drawdown Comparison

The maximum TPHD drawdown since its inception was -41.70%, which is greater than ETIDX's maximum drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for TPHD and ETIDX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.95%
-8.48%
TPHD
ETIDX

Volatility

TPHD vs. ETIDX - Volatility Comparison

The current volatility for Timothy Plan High Dividend Stock ETF (TPHD) is 3.70%, while Eventide Dividend Opportunities Fund (ETIDX) has a volatility of 4.81%. This indicates that TPHD experiences smaller price fluctuations and is considered to be less risky than ETIDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.70%
4.81%
TPHD
ETIDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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