TPHE vs. TPHD
Compare and contrast key facts about Timothy Plan High Dividend Stock Enhanced ETF (TPHE) and Timothy Plan High Dividend Stock ETF (TPHD).
TPHE and TPHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TPHE 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 Jul 28, 2021. 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. Both TPHE and TPHD 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: TPHE or TPHD.
Key characteristics
| TPHE | TPHD | |
|---|---|---|
| YTD Return | 18.88% | 19.02% |
| 1Y Return | 24.59% | 29.68% |
| 3Y Return (Ann) | 2.71% | 9.47% |
| Sharpe Ratio | 2.27 | 2.71 |
| Sortino Ratio | 3.21 | 3.85 |
| Omega Ratio | 1.41 | 1.48 |
| Calmar Ratio | 1.25 | 4.44 |
| Martin Ratio | 13.90 | 16.94 |
| Ulcer Index | 1.78% | 1.83% |
| Daily Std Dev | 10.90% | 11.43% |
| Max Drawdown | -21.43% | -41.70% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between TPHE and TPHD is 0.96, 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
TPHE vs. TPHD - Performance Comparison
The year-to-date returns for both investments are quite close, with TPHE having a 18.88% return and TPHD slightly higher at 19.02%. 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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TPHE vs. TPHD - Expense Ratio Comparison
Both TPHE and TPHD have an expense ratio of 0.52%.
Risk-Adjusted Performance
TPHE vs. TPHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Timothy Plan High Dividend Stock Enhanced ETF (TPHE) and Timothy Plan High Dividend Stock ETF (TPHD). 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
TPHE vs. TPHD - Dividend Comparison
TPHE's dividend yield for the trailing twelve months is around 1.96%, which matches TPHD's 1.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
TPHE Timothy Plan High Dividend Stock Enhanced ETF | 1.96% | 2.46% | 2.80% | 0.88% | 0.00% | 0.00% |
TPHD Timothy Plan High Dividend Stock ETF | 1.97% | 2.20% | 2.39% | 1.86% | 2.39% | 1.60% |
Drawdowns
TPHE vs. TPHD - Drawdown Comparison
The maximum TPHE drawdown since its inception was -21.43%, smaller than the maximum TPHD drawdown of -41.70%. Use the drawdown chart below to compare losses from any high point for TPHE and TPHD. For additional features, visit the drawdowns tool.
Volatility
TPHE vs. TPHD - Volatility Comparison
Timothy Plan High Dividend Stock Enhanced ETF (TPHE) and Timothy Plan High Dividend Stock ETF (TPHD) have volatilities of 3.95% and 3.86%, 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.