TPIF vs. CAOS
TPIF (Timothy Plan International ETF) and CAOS (Alpha Architect Tail Risk ETF) are both exchange-traded funds - TPIF is a Foreign Large Cap Equities fund tracking the Victory International Volatility Weighted BRI Index, while CAOS is a Options Trading fund actively managed by Alpha Architect. TPIF is passively managed, while CAOS is actively managed. Over the past 3 years, TPIF returned 16.98%/yr vs 3.48%/yr for CAOS. Their 0.06 correlation means their historical movements had little consistent relationship. TPIF charges 0.62%/yr vs 0.63%/yr for CAOS.
Performance
TPIF vs. CAOS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TPIF achieves a 11.12% return, which is significantly higher than CAOS's 0.76% return.
TPIF
- 1D
- -0.89%
- 1M
- 1.05%
- 6M
- 5.81%
- YTD
- 11.12%
- 1Y
- 22.53%
- 3Y*
- 16.98%
- 5Y*
- 7.96%
- 10Y*
- —
- ALL TIME*
- 9.41%
CAOS
- 1D
- -0.06%
- 1M
- -0.01%
- 6M
- 0.16%
- YTD
- 0.76%
- 1Y
- 1.73%
- 3Y*
- 3.48%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.81M | $5.39M | $5.09M | |
| $939.63K | $1.03M | $1.23M |
TPIF vs. CAOS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TPIF Timothy Plan International ETF | 11.12% | 34.34% | 3.49% | 9.05% |
CAOS Alpha Architect Tail Risk ETF | 0.76% | 2.55% | 5.33% | 7.43% |
Correlation
The correlation between TPIF and CAOS is -0.29, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.29 |
Correlation (3Y) Balances recent behavior with more history. | -0.05 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2023 | 0.06 |
The correlation between TPIF and CAOS shifts across timeframes, from -0.29 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TPIF vs. CAOS — Risk / Return Rank
TPIF
CAOS
TPIF vs. CAOS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Timothy Plan International ETF (TPIF) and Alpha Architect Tail Risk ETF (CAOS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TPIF | CAOS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.24 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | 2.47 | -0.28 |
| Martin ratioReturn relative to average drawdown | 8.36 | 5.45 | +2.91 |
Loading charts...
Drawdowns
TPIF vs. CAOS - Drawdown Comparison
The maximum TPIF drawdown since its inception was -34.02%, which is greater than CAOS's maximum drawdown of -3.89%. Use the drawdown chart below to compare losses from any high point for TPIF and CAOS.
Loading charts...
Drawdown Indicators
| TPIF | CAOS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.02% | -3.89% | -30.13% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -0.76% | -9.43% |
Max Drawdown (3Y)Largest decline over 3 years | -11.68% | -3.60% | -8.08% |
Max Drawdown (5Y)Largest decline over 5 years | -32.11% | — | — |
Current DrawdownCurrent decline from peak | -0.89% | -1.13% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -7.81% | -0.92% | -6.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 0.34% | +2.33% |
Volatility
TPIF vs. CAOS - Volatility Comparison
Timothy Plan International ETF (TPIF) has a higher volatility of 4.19% compared to Alpha Architect Tail Risk ETF (CAOS) at 0.51%. This indicates that TPIF's price experiences larger fluctuations and is considered to be riskier than CAOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TPIF | CAOS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.19% | 0.51% | +3.68% |
Volatility (6M)Calculated over the trailing 6-month period | 12.66% | 1.07% | +11.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.43% | 1.57% | +12.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.77% | 4.18% | +11.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.23% | 4.18% | +14.05% |
TPIF vs. CAOS - Expense Ratio Comparison
TPIF has a 0.62% expense ratio, which is lower than CAOS's 0.63% expense ratio.
Dividends
TPIF vs. CAOS - Dividend Comparison
TPIF's dividend yield for the trailing twelve months is around 2.70%, while CAOS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
CAOS Alpha Architect Tail Risk ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TPIF Timothy Plan International ETF | 2.70% | 2.65% | 2.98% | 2.40% | 2.58% | 2.38% | 1.72% | 0.13% |
Frequently Asked Questions
TPIF and CAOS have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TPIF has higher volatility (4.19%) compared to CAOS (0.51%). In terms of maximum drawdown, TPIF dropped -34.02% vs CAOS's -3.89%.
On 3-year performance, TPIF leads with 16.98% vs 3.48% for CAOS. On fees, TPIF is cheaper at 0.62% per year. On volatility, CAOS has been the lower-risk option at 0.51%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, TPIF has performed better with a 16.98% return vs 3.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TPIF is cheaper with a 0.62% expense ratio, compared with 0.63% for CAOS.
TPIF has the higher dividend yield at 2.70%, compared with 0.00% for CAOS.
TPIF is categorized as Foreign Large Cap Equities, while CAOS is Options Trading. They also come from different issuers: Timothy Plan and Alpha Architect. Their fees differ too: 0.62% for TPIF and 0.63% for CAOS.
TPIF currently has the higher Sharpe Ratio (1.55 vs 1.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for TPIF and CAOS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer