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

Correlation

The correlation between TPHD and VOO is 0.77, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Timothy Plan High Dividend Stock ETF (TPHD) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
66.52%
122.33%
TPHD
VOO

Key characteristics

Sharpe Ratio

TPHD:

1.16

VOO:

2.25

Sortino Ratio

TPHD:

1.67

VOO:

2.98

Omega Ratio

TPHD:

1.20

VOO:

1.42

Calmar Ratio

TPHD:

1.46

VOO:

3.31

Martin Ratio

TPHD:

5.87

VOO:

14.77

Ulcer Index

TPHD:

2.22%

VOO:

1.90%

Daily Std Dev

TPHD:

11.26%

VOO:

12.46%

Max Drawdown

TPHD:

-41.70%

VOO:

-33.99%

Current Drawdown

TPHD:

-7.95%

VOO:

-2.47%

Returns By Period

In the year-to-date period, TPHD achieves a 11.88% return, which is significantly lower than VOO's 26.02% return.


TPHD

YTD

11.88%

1M

-6.89%

6M

4.35%

1Y

12.00%

5Y*

8.67%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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. VOO - Expense Ratio Comparison

TPHD has a 0.52% expense ratio, which is higher than VOO's 0.03% expense ratio.


TPHD
Timothy Plan High Dividend Stock ETF
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%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

TPHD vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan High Dividend Stock ETF (TPHD) and Vanguard S&P 500 ETF (VOO). 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 market0.002.004.001.162.25
The chart of Sortino ratio for TPHD, currently valued at 1.67, compared to the broader market-2.000.002.004.006.008.0010.001.672.98
The chart of Omega ratio for TPHD, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.42
The chart of Calmar ratio for TPHD, currently valued at 1.46, compared to the broader market0.005.0010.0015.001.463.31
The chart of Martin ratio for TPHD, currently valued at 5.87, compared to the broader market0.0020.0040.0060.0080.00100.005.8714.77
TPHD
VOO

The current TPHD Sharpe Ratio is 1.16, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of TPHD and VOO, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.16
2.25
TPHD
VOO

Dividends

TPHD vs. VOO - Dividend Comparison

TPHD's dividend yield for the trailing twelve months is around 2.09%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
TPHD
Timothy Plan High Dividend Stock ETF
2.09%2.20%2.39%1.86%2.39%1.60%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

TPHD vs. VOO - Drawdown Comparison

The maximum TPHD drawdown since its inception was -41.70%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TPHD and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.95%
-2.47%
TPHD
VOO

Volatility

TPHD vs. VOO - Volatility Comparison

Timothy Plan High Dividend Stock ETF (TPHD) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.70% and 3.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.70%
3.75%
TPHD
VOO
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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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