Correlation
The correlation between TPIF and EFAV is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
TPIF vs. EFAV
Compare and contrast key facts about Timothy Plan International ETF (TPIF) and iShares Edge MSCI Min Vol EAFE ETF (EFAV).
TPIF and EFAV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TPIF is a passively managed fund by Timothy Plan that tracks the performance of the Victory International Volatility Weighted BRI Index. It was launched on Dec 2, 2019. EFAV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Minimum Volatility Index. It was launched on Oct 18, 2011. Both TPIF and EFAV 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: TPIF or EFAV.
Performance
TPIF vs. EFAV - Performance Comparison
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Key characteristics
TPIF:
1.19
EFAV:
1.91
TPIF:
1.67
EFAV:
2.47
TPIF:
1.23
EFAV:
1.34
TPIF:
1.59
EFAV:
2.61
TPIF:
4.48
EFAV:
6.44
TPIF:
4.15%
EFAV:
3.50%
TPIF:
16.57%
EFAV:
12.29%
TPIF:
-34.02%
EFAV:
-27.56%
TPIF:
-0.24%
EFAV:
-0.04%
Returns By Period
The year-to-date returns for both stocks are quite close, with TPIF having a 19.87% return and EFAV slightly lower at 19.42%.
TPIF
19.87%
5.04%
16.13%
19.57%
10.36%
10.22%
N/A
EFAV
19.42%
2.44%
15.67%
23.22%
10.76%
7.72%
5.25%
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TPIF vs. EFAV - Expense Ratio Comparison
TPIF has a 0.62% expense ratio, which is higher than EFAV's 0.20% expense ratio.
Risk-Adjusted Performance
TPIF vs. EFAV — Risk-Adjusted Performance Rank
TPIF
EFAV
TPIF vs. EFAV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Timothy Plan International ETF (TPIF) and iShares Edge MSCI Min Vol EAFE ETF (EFAV). 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.
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Dividends
TPIF vs. EFAV - Dividend Comparison
TPIF's dividend yield for the trailing twelve months is around 2.21%, less than EFAV's 2.71% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TPIF Timothy Plan International ETF | 2.21% | 2.98% | 2.40% | 2.58% | 2.38% | 1.72% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 2.71% | 3.24% | 3.07% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% | 3.57% |
Drawdowns
TPIF vs. EFAV - Drawdown Comparison
The maximum TPIF drawdown since its inception was -34.02%, which is greater than EFAV's maximum drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for TPIF and EFAV.
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Volatility
TPIF vs. EFAV - Volatility Comparison
The current volatility for Timothy Plan International ETF (TPIF) is 2.56%, while iShares Edge MSCI Min Vol EAFE ETF (EFAV) has a volatility of 3.60%. This indicates that TPIF experiences smaller price fluctuations and is considered to be less risky than EFAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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