TPLC vs. BBHM

Last updated Aug 2, 2026

TPLC (Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund) and BBHM (BBH Select Mid Cap ETF) are both Mid Cap Growth Equities funds - TPLC tracks the Victory U.S. Large Cap Volatility Weighted BRI Index while BBHM tracks the Actively Managed. Both are passively managed. Their correlation of 0.83 means they have usually moved in the same direction. TPLC charges 0.52%/yr vs 0.81%/yr for BBHM.

Performance

TPLC vs. BBHM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund (TPLC) and BBH Select Mid Cap ETF (BBHM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TPLC achieves a 11.20% return, which is significantly higher than BBHM's 4.62% return.

TPLC

• 1D: 0.16%
• 1M: -0.50%
• 6M: 7.18%
• YTD: 11.20%
• 1Y: 13.26%
• 3Y*: 11.85%
• 5Y*: 7.98%
• 10Y*: —
• ALL TIME*: 10.96%

BBHM

• 1D: 0.26%
• 1M: -1.16%
• 6M: 3.60%
• YTD: 4.62%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BBHM BBH Select Mid Cap ETF	$677.76K	$827.89K	$1.51M
TPLC Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund	$634.79K	$704.66K	$1.85M

TPLC vs. BBHM - Yearly Performance Comparison

	2026 (YTD)	2025
TPLC Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund	11.20%	0.83%
BBHM BBH Select Mid Cap ETF	4.62%	0.98%

Correlation

The correlation between TPLC and BBHM is 0.83, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025	0.83

Return for Risk

TPLC vs. BBHM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TPLC

TPLC Risk / Return Rank: 43
TPLC Sharpe Ratio Rank: 42
TPLC Sortino Ratio Rank: 42
TPLC Omega Ratio Rank: 39
TPLC Calmar Ratio Rank: 44
TPLC Martin Ratio Rank: 50

BBHM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TPLC vs. BBHM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund (TPLC) and BBH Select Mid Cap ETF (BBHM). 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.

	TPLC	BBHM	Difference
Sharpe ratio: Return per unit of total volatility	1.04	—	—
Sortino ratio: Return per unit of downside risk	1.56	—	—
Omega ratio: Gain probability vs. loss probability	1.18	—	—
Calmar ratio: Return relative to maximum drawdown	1.59	—	—
Martin ratio: Return relative to average drawdown	5.75	—	—

Drawdowns

TPLC vs. BBHM - Drawdown Comparison

The maximum TPLC drawdown since its inception was -38.02%, which is greater than BBHM's maximum drawdown of -9.78%. Use the drawdown chart below to compare losses from any high point for TPLC and BBHM.

Drawdown Indicators

	TPLC	BBHM	Difference
Max Drawdown Largest peak-to-trough decline	-38.02%	-9.78%	-28.24%
Max Drawdown (1Y) Largest decline over 1 year	-7.58%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-18.18%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.63%	—	—
Current Drawdown Current decline from peak	-1.31%	-2.64%	+1.33%
Average Drawdown Average peak-to-trough decline	-5.20%	-2.83%	-2.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.09%	—	—

Volatility

Volatility by Period

	TPLC	BBHM	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.63%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.37%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.58%	17.63%	-6.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.12%	17.63%	-1.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.73%	17.63%	+2.10%

TPLC vs. BBHM - Expense Ratio Comparison

TPLC has a 0.52% expense ratio, which is lower than BBHM's 0.81% expense ratio.

Dividends

TPLC vs. BBHM - Dividend Comparison

TPLC's dividend yield for the trailing twelve months is around 0.83%, while BBHM has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
BBHM BBH Select Mid Cap ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TPLC Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund	0.83%	0.89%	0.88%	0.89%	1.06%	0.61%	0.81%	0.67%

Frequently Asked Questions

Can I hold both TPLC and BBHM in my portfolio?

TPLC and BBHM have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TPLC or BBHM?

On fees, TPLC is cheaper at 0.52% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TPLC or BBHM?

TPLC is cheaper with a 0.52% expense ratio, compared with 0.81% for BBHM.

Which ETF pays a higher dividend yield, TPLC or BBHM?

TPLC has the higher dividend yield at 0.83%, compared with 0.00% for BBHM.

What is the main difference between TPLC and BBHM?

TPLC tracks Victory U.S. Large Cap Volatility Weighted BRI Index, while BBHM tracks Actively Managed. They also come from different issuers: Timothy Plan and BBH. Their fees differ too: 0.52% for TPLC and 0.81% for BBHM.