TPHD vs. VOTE
Compare and contrast key facts about Timothy Plan High Dividend Stock ETF (TPHD) and Engine No. 1 Transform 500 ETF (VOTE).
TPHD and VOTE 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. VOTE is a passively managed fund by Engine No. 1 LLC that tracks the performance of the Morningstar US Large Cap Index. It was launched on Jun 22, 2021. Both TPHD and VOTE 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 VOTE.
Key characteristics
| TPHD | VOTE | |
|---|---|---|
| YTD Return | 19.02% | 27.40% |
| 1Y Return | 29.68% | 38.39% |
| 3Y Return (Ann) | 9.47% | 9.72% |
| Sharpe Ratio | 2.71 | 3.23 |
| Sortino Ratio | 3.85 | 4.33 |
| Omega Ratio | 1.48 | 1.60 |
| Calmar Ratio | 4.44 | 4.71 |
| Martin Ratio | 16.94 | 21.42 |
| Ulcer Index | 1.83% | 1.89% |
| Daily Std Dev | 11.43% | 12.51% |
| Max Drawdown | -41.70% | -25.71% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TPHD and VOTE is 0.74, 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. VOTE - Performance Comparison
In the year-to-date period, TPHD achieves a 19.02% return, which is significantly lower than VOTE's 27.40% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TPHD vs. VOTE - Expense Ratio Comparison
TPHD has a 0.52% expense ratio, which is higher than VOTE's 0.05% expense ratio.
Risk-Adjusted Performance
TPHD vs. VOTE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Timothy Plan High Dividend Stock ETF (TPHD) and Engine No. 1 Transform 500 ETF (VOTE). 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. VOTE - Dividend Comparison
TPHD's dividend yield for the trailing twelve months is around 1.97%, more than VOTE's 1.17% 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% |
VOTE Engine No. 1 Transform 500 ETF | 1.17% | 1.33% | 1.54% | 0.54% | 0.00% | 0.00% |
Drawdowns
TPHD vs. VOTE - Drawdown Comparison
The maximum TPHD drawdown since its inception was -41.70%, which is greater than VOTE's maximum drawdown of -25.71%. Use the drawdown chart below to compare losses from any high point for TPHD and VOTE. For additional features, visit the drawdowns tool.
Volatility
TPHD vs. VOTE - Volatility Comparison
Timothy Plan High Dividend Stock ETF (TPHD) and Engine No. 1 Transform 500 ETF (VOTE) have volatilities of 3.86% and 3.90%, 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.