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

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.


-0.50.00.51.01.0

Performance

TPHE vs. TPHD - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
6.08%
28.37%
TPHE
TPHD

Key characteristics

Sharpe Ratio

TPHE:

1.17

TPHD:

1.16

Sortino Ratio

TPHE:

1.69

TPHD:

1.67

Omega Ratio

TPHE:

1.21

TPHD:

1.20

Calmar Ratio

TPHE:

0.73

TPHD:

1.46

Martin Ratio

TPHE:

6.01

TPHD:

5.87

Ulcer Index

TPHE:

2.18%

TPHD:

2.22%

Daily Std Dev

TPHE:

11.22%

TPHD:

11.26%

Max Drawdown

TPHE:

-21.43%

TPHD:

-41.70%

Current Drawdown

TPHE:

-8.04%

TPHD:

-7.95%

Returns By Period

The year-to-date returns for both investments are quite close, with TPHE having a 11.67% return and TPHD slightly higher at 11.88%.


TPHE

YTD

11.67%

1M

-6.94%

6M

4.27%

1Y

11.95%

5Y*

N/A

10Y*

N/A

TPHD

YTD

11.88%

1M

-6.89%

6M

4.35%

1Y

12.00%

5Y*

8.67%

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.


TPHE vs. TPHD - Expense Ratio Comparison

Both TPHE and TPHD have an expense ratio of 0.52%.


TPHE
Timothy Plan High Dividend Stock Enhanced ETF
Expense ratio chart for TPHE: 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 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

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.


Sharpe ratio
The chart of Sharpe ratio for TPHE, currently valued at 1.17, compared to the broader market0.002.004.001.171.16
The chart of Sortino ratio for TPHE, currently valued at 1.69, compared to the broader market-2.000.002.004.006.008.0010.001.691.67
The chart of Omega ratio for TPHE, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.20
The chart of Calmar ratio for TPHE, currently valued at 0.73, compared to the broader market0.005.0010.0015.000.731.46
The chart of Martin ratio for TPHE, currently valued at 6.01, compared to the broader market0.0020.0040.0060.0080.00100.006.015.87
TPHE
TPHD

The current TPHE Sharpe Ratio is 1.17, which is comparable to the TPHD Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of TPHE and TPHD, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.17
1.16
TPHE
TPHD

Dividends

TPHE vs. TPHD - Dividend Comparison

TPHE's dividend yield for the trailing twelve months is around 2.05%, less than TPHD's 2.09% yield.


TTM20232022202120202019
TPHE
Timothy Plan High Dividend Stock Enhanced ETF
2.05%2.46%2.80%0.88%0.00%0.00%
TPHD
Timothy Plan High Dividend Stock ETF
2.09%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.04%
-7.95%
TPHE
TPHD

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 3.73% and 3.70%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%JulyAugustSeptemberOctoberNovemberDecember
3.73%
3.70%
TPHE
TPHD
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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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