PortfoliosLab logoPortfoliosLab logo
TPIF vs. SPLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TPIF vs. SPLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Timothy Plan International ETF (TPIF) and Invesco S&P 500 Low Volatility ETF (SPLV). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TPIF vs. SPLV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TPIF
Timothy Plan International ETF
4.04%34.34%3.49%16.64%-18.07%10.42%7.21%3.65%
SPLV
Invesco S&P 500 Low Volatility ETF
2.97%4.10%13.93%0.53%-4.88%24.13%-1.39%2.62%

Returns By Period

In the year-to-date period, TPIF achieves a 4.04% return, which is significantly higher than SPLV's 2.97% return.


TPIF

1D
3.18%
1M
-6.72%
YTD
4.04%
6M
9.03%
1Y
28.71%
3Y*
16.12%
5Y*
7.78%
10Y*

SPLV

1D
0.49%
1M
-5.33%
YTD
2.97%
6M
0.64%
1Y
-0.00%
3Y*
7.72%
5Y*
6.82%
10Y*
8.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TPIF vs. SPLV - Expense Ratio Comparison

TPIF has a 0.62% expense ratio, which is higher than SPLV's 0.25% expense ratio.


Return for Risk

TPIF vs. SPLV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TPIF
TPIF Risk / Return Rank: 8888
Overall Rank
TPIF Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TPIF Sortino Ratio Rank: 8888
Sortino Ratio Rank
TPIF Omega Ratio Rank: 8989
Omega Ratio Rank
TPIF Calmar Ratio Rank: 8787
Calmar Ratio Rank
TPIF Martin Ratio Rank: 8888
Martin Ratio Rank

SPLV
SPLV Risk / Return Rank: 1313
Overall Rank
SPLV Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SPLV Sortino Ratio Rank: 1111
Sortino Ratio Rank
SPLV Omega Ratio Rank: 1111
Omega Ratio Rank
SPLV Calmar Ratio Rank: 1616
Calmar Ratio Rank
SPLV Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TPIF vs. SPLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan International ETF (TPIF) and Invesco S&P 500 Low Volatility ETF (SPLV). 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.


TPIFSPLVDifference

Sharpe ratio

Return per unit of total volatility

1.77

-0.00

+1.77

Sortino ratio

Return per unit of downside risk

2.44

0.09

+2.36

Omega ratio

Gain probability vs. loss probability

1.37

1.01

+0.36

Calmar ratio

Return relative to maximum drawdown

2.76

0.15

+2.60

Martin ratio

Return relative to average drawdown

10.98

0.47

+10.51

TPIF vs. SPLV - Sharpe Ratio Comparison

The current TPIF Sharpe Ratio is 1.77, which is higher than the SPLV Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of TPIF and SPLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TPIFSPLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

-0.00

+1.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.55

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.69

-0.22

Correlation

The correlation between TPIF and SPLV is 0.56, 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.


Dividends

TPIF vs. SPLV - Dividend Comparison

TPIF's dividend yield for the trailing twelve months is around 2.35%, more than SPLV's 2.12% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
SPLV
Invesco S&P 500 Low Volatility ETF
2.12%2.04%1.88%2.45%2.11%1.51%2.12%2.08%2.18%2.03%2.03%2.28%

Drawdowns

TPIF vs. SPLV - Drawdown Comparison

The maximum TPIF drawdown since its inception was -34.02%, smaller than the maximum SPLV drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for TPIF and SPLV.


Loading graphics...

Drawdown Indicators


TPIFSPLVDifference

Max Drawdown

Largest peak-to-trough decline

-34.02%

-36.26%

+2.24%

Max Drawdown (1Y)

Largest decline over 1 year

-10.19%

-8.88%

-1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-32.11%

-17.26%

-14.85%

Max Drawdown (10Y)

Largest decline over 10 years

-36.26%

Current Drawdown

Current decline from peak

-6.83%

-5.39%

-1.44%

Average Drawdown

Average peak-to-trough decline

-8.11%

-3.54%

-4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.87%

-0.31%

Volatility

TPIF vs. SPLV - Volatility Comparison

Timothy Plan International ETF (TPIF) has a higher volatility of 7.58% compared to Invesco S&P 500 Low Volatility ETF (SPLV) at 3.06%. This indicates that TPIF's price experiences larger fluctuations and is considered to be riskier than SPLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TPIFSPLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.58%

3.06%

+4.52%

Volatility (6M)

Calculated over the trailing 6-month period

10.38%

6.86%

+3.52%

Volatility (1Y)

Calculated over the trailing 1-year period

16.34%

12.75%

+3.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.54%

12.43%

+3.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.34%

15.36%

+2.98%