TPIF vs. HDMV
Compare and contrast key facts about Timothy Plan International ETF (TPIF) and First Trust Horizon Managed Volatility Developed Intl ETF (HDMV).
TPIF and HDMV 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. HDMV is an actively managed fund by First Trust. It was launched on Aug 24, 2016.
Performance
TPIF vs. HDMV - Performance Comparison
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TPIF vs. HDMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TPIF Timothy Plan International ETF | 4.04% | 34.34% | 3.49% | 16.64% | -18.07% | 10.42% | 7.21% | 3.65% |
HDMV First Trust Horizon Managed Volatility Developed Intl ETF | 4.18% | 29.31% | 2.99% | 9.62% | -11.47% | 7.39% | -9.42% | 2.67% |
Returns By Period
The year-to-date returns for both investments are quite close, with TPIF having a 4.04% return and HDMV slightly higher at 4.18%.
TPIF
- 1D
- 3.18%
- 1M
- -6.72%
- YTD
- 4.04%
- 6M
- 9.03%
- 1Y
- 28.71%
- 3Y*
- 16.12%
- 5Y*
- 7.78%
- 10Y*
- —
HDMV
- 1D
- 2.14%
- 1M
- -6.09%
- YTD
- 4.18%
- 6M
- 7.46%
- 1Y
- 20.52%
- 3Y*
- 12.99%
- 5Y*
- 7.11%
- 10Y*
- —
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TPIF vs. HDMV - Expense Ratio Comparison
TPIF has a 0.62% expense ratio, which is lower than HDMV's 0.80% expense ratio.
Return for Risk
TPIF vs. HDMV — Risk / Return Rank
TPIF
HDMV
TPIF vs. HDMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Timothy Plan International ETF (TPIF) and First Trust Horizon Managed Volatility Developed Intl ETF (HDMV). 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.
| TPIF | HDMV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.77 | 1.57 | +0.20 |
Sortino ratioReturn per unit of downside risk | 2.44 | 2.04 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.31 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.76 | 2.28 | +0.48 |
Martin ratioReturn relative to average drawdown | 10.98 | 8.16 | +2.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TPIF | HDMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 1.57 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.60 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.41 | +0.07 |
Correlation
The correlation between TPIF and HDMV is 0.88, 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.
Dividends
TPIF vs. HDMV - Dividend Comparison
TPIF's dividend yield for the trailing twelve months is around 2.35%, less than HDMV's 4.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
TPIF Timothy Plan International ETF | 2.35% | 2.65% | 2.98% | 2.40% | 2.58% | 2.38% | 1.72% | 0.13% | 0.00% | 0.00% | 0.00% |
HDMV First Trust Horizon Managed Volatility Developed Intl ETF | 4.70% | 5.09% | 3.24% | 3.14% | 3.53% | 3.11% | 1.45% | 3.63% | 2.88% | 3.23% | 0.18% |
Drawdowns
TPIF vs. HDMV - Drawdown Comparison
The maximum TPIF drawdown since its inception was -34.02%, which is greater than HDMV's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for TPIF and HDMV.
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Drawdown Indicators
| TPIF | HDMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.02% | -32.01% | -2.01% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -8.73% | -1.46% |
Max Drawdown (5Y)Largest decline over 5 years | -32.11% | -24.11% | -8.00% |
Current DrawdownCurrent decline from peak | -6.83% | -6.09% | -0.74% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -6.83% | -1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.44% | +0.12% |
Volatility
TPIF vs. HDMV - Volatility Comparison
Timothy Plan International ETF (TPIF) has a higher volatility of 7.58% compared to First Trust Horizon Managed Volatility Developed Intl ETF (HDMV) at 6.07%. This indicates that TPIF's price experiences larger fluctuations and is considered to be riskier than HDMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TPIF | HDMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.58% | 6.07% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 10.38% | 8.25% | +2.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.34% | 13.16% | +3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.54% | 11.94% | +3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.34% | 13.23% | +5.11% |