TPLC vs. BBHM

Last updated Jun 4, 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 0.84 suggests significant overlap in exposure. 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 8.78% return, which is significantly higher than BBHM's 1.78% return.

TPLC

• 1D: -0.12%
• 1M: 1.66%
• YTD: 8.78%
• 6M: 7.78%
• 1Y: 12.59%
• 3Y*: 13.91%
• 5Y*: 8.22%
• 10Y*: —

BBHM

• 1D: -0.35%
• 1M: -1.65%
• YTD: 1.78%
• 6M: -0.32%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TPLC vs. BBHM - Yearly Performance Comparison

	2026 (YTD)	2025
TPLC Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund	8.78%	1.97%
BBHM BBH Select Mid Cap ETF	1.78%	2.74%

Correlation

The correlation between TPLC and BBHM is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 18, 2025	0.84

Return for Risk

TPLC vs. BBHM — Risk / Return Rank

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

TPLC

TPLC Risk / Return Rank: 32
TPLC Sharpe Ratio Rank: 31
TPLC Sortino Ratio Rank: 30
TPLC Omega Ratio Rank: 28
TPLC Calmar Ratio Rank: 34
TPLC Martin Ratio Rank: 38

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.

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.

	TPLC	BBHM	Difference
Sharpe ratio: Return per unit of total volatility	1.10	—	—
Sortino ratio: Return per unit of downside risk	1.65	—	—
Omega ratio: Gain probability vs. loss probability	1.19	—	—
Calmar ratio: Return relative to maximum drawdown	1.67	—	—
Martin ratio: Return relative to average drawdown	5.94	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TPLC	BBHM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.10	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.50	+0.06

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	-0.12%	-5.28%	+5.16%
Average Drawdown Average peak-to-trough decline	-5.29%	-2.71%	-2.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.13%	—	—

Volatility

Volatility by Period

	TPLC	BBHM	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.70%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.45%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.50%	17.46%	-5.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.14%	17.46%	-1.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.89%	17.46%	+2.43%

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 0.84%, 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	0.84%	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 0.84, 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 0.84%, 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.