TPHD vs. PRAY
Compare and contrast key facts about Timothy Plan High Dividend Stock ETF (TPHD) and FIS Biblically Responsible Risk Managed ETF (PRAY).
TPHD and PRAY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TPHD is a passively managed fund by Timothy Plan that tracks the performance of the Victory US Large Cap High Dividend Volatility Weighted BRI Index. It was launched on Apr 29, 2019. PRAY is a passively managed fund by Faith Investor Services that tracks the performance of the NONE. It was launched on Feb 7, 2022. Both TPHD and PRAY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TPHD or PRAY.
Key characteristics
| TPHD | PRAY | |
|---|---|---|
| YTD Return | 19.02% | 19.62% |
| 1Y Return | 29.68% | 31.73% |
| Sharpe Ratio | 2.71 | 2.72 |
| Sortino Ratio | 3.85 | 3.84 |
| Omega Ratio | 1.48 | 1.49 |
| Calmar Ratio | 4.44 | 4.87 |
| Martin Ratio | 16.94 | 18.18 |
| Ulcer Index | 1.83% | 1.85% |
| Daily Std Dev | 11.43% | 12.32% |
| Max Drawdown | -41.70% | -21.40% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TPHD and PRAY is 0.78, 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.
Performance
TPHD vs. PRAY - Performance Comparison
The year-to-date returns for both investments are quite close, with TPHD having a 19.02% return and PRAY slightly higher at 19.62%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. PRAY - Expense Ratio Comparison
TPHD has a 0.52% expense ratio, which is lower than PRAY's 0.69% expense ratio.
Risk-Adjusted Performance
TPHD vs. PRAY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Timothy Plan High Dividend Stock ETF (TPHD) and FIS Biblically Responsible Risk Managed ETF (PRAY). 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.
Dividends
TPHD vs. PRAY - Dividend Comparison
TPHD's dividend yield for the trailing twelve months is around 1.97%, more than PRAY's 0.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
TPHD Timothy Plan High Dividend Stock ETF | 1.97% | 2.20% | 2.39% | 1.86% | 2.39% | 1.60% |
PRAY FIS Biblically Responsible Risk Managed ETF | 0.70% | 0.83% | 1.20% | 0.00% | 0.00% | 0.00% |
Drawdowns
TPHD vs. PRAY - Drawdown Comparison
The maximum TPHD drawdown since its inception was -41.70%, which is greater than PRAY's maximum drawdown of -21.40%. Use the drawdown chart below to compare losses from any high point for TPHD and PRAY. For additional features, visit the drawdowns tool.
Volatility
TPHD vs. PRAY - Volatility Comparison
Timothy Plan High Dividend Stock ETF (TPHD) has a higher volatility of 3.86% compared to FIS Biblically Responsible Risk Managed ETF (PRAY) at 3.34%. This indicates that TPHD's price experiences larger fluctuations and is considered to be riskier than PRAY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.