TPLC vs. COMT
TPLC (Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - TPLC is a Mid Cap Growth Equities fund tracking the Victory U.S. Large Cap Volatility Weighted BRI Index, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past 5 years, TPLC returned 8.62%/yr vs 11.75%/yr for COMT. At a 0.23 correlation, their price movements are largely independent. TPLC charges 0.52%/yr vs 0.48%/yr for COMT.
Performance
TPLC vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, TPLC achieves a 11.58% return, which is significantly lower than COMT's 30.19% return.
TPLC
- 1D
- 0.94%
- 1M
- 1.22%
- 6M
- 6.39%
- YTD
- 11.58%
- 1Y
- 13.18%
- 3Y*
- 12.32%
- 5Y*
- 8.62%
- 10Y*
- —
COMT
- 1D
- -0.49%
- 1M
- 2.53%
- 6M
- 26.18%
- YTD
- 30.19%
- 1Y
- 33.20%
- 3Y*
- 12.71%
- 5Y*
- 11.75%
- 10Y*
- 8.33%
TPLC vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TPLC Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund | 11.58% | 7.08% | 13.10% | 15.17% | -12.58% | 26.34% | 14.55% | 8.32% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 1.89% |
Correlation
The correlation between TPLC and COMT is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since May 1, 2019 | 0.23 |
The correlation between TPLC and COMT shifts across timeframes, from -0.12 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TPLC vs. COMT — Risk / Return Rank
TPLC
COMT
TPLC vs. COMT - 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 iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). 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 | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.43 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.27 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.90 | -0.15 |
| Martin ratioReturn relative to average drawdown | 6.21 | 6.35 | -0.14 |
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Drawdowns
TPLC vs. COMT - Drawdown Comparison
The maximum TPLC drawdown since its inception was -38.02%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for TPLC and COMT.
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Drawdown Indicators
| TPLC | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.02% | -51.89% | +13.87% |
Max Drawdown (1Y)Largest decline over 1 year | -7.58% | -17.57% | +9.99% |
Max Drawdown (3Y)Largest decline over 3 years | -18.18% | -17.57% | -0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -21.63% | -29.00% | +7.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -0.38% | -11.28% | +10.90% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -23.95% | +18.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 5.24% | -3.11% |
Volatility
TPLC vs. COMT - Volatility Comparison
The current volatility for Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund (TPLC) is 2.55%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that TPLC experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TPLC | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.55% | 5.91% | -3.36% |
Volatility (6M)Calculated over the trailing 6-month period | 8.51% | 19.67% | -11.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.60% | 21.54% | -9.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 21.20% | -5.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.78% | 18.85% | +0.93% |
TPLC vs. COMT - Expense Ratio Comparison
TPLC has a 0.52% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
TPLC vs. COMT - Dividend Comparison
TPLC's dividend yield for the trailing twelve months is around 0.83%, less than COMT's 5.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.95% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
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% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TPLC and COMT have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.91%) compared to TPLC (2.55%). In terms of maximum drawdown, TPLC dropped -38.02% vs COMT's -51.89%.
On 5-year performance, COMT leads with 11.75% vs 8.62% for TPLC. On fees, COMT is cheaper at 0.48% per year. On volatility, TPLC has been the lower-risk option at 2.55%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, COMT has performed better with a 11.75% return vs 8.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COMT is cheaper with a 0.48% expense ratio, compared with 0.52% for TPLC.
COMT has the higher dividend yield at 5.95%, compared with 0.83% for TPLC.
TPLC is categorized as Mid Cap Growth Equities, while COMT is Commodities. TPLC tracks Victory U.S. Large Cap Volatility Weighted BRI Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Timothy Plan and iShares. Their fees differ too: 0.52% for TPLC and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.55 vs 1.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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