TPLC vs. FAAR
TPLC (Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund) and FAAR (First Trust Alternative Absolute Return 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 FAAR is a Commodities fund actively managed by First Trust. TPLC is passively managed, while FAAR is actively managed. Over the past 5 years, TPLC returned 8.34%/yr vs 7.72%/yr for FAAR. At a 0.06 correlation, their price movements are largely independent. TPLC charges 0.52%/yr vs 0.95%/yr for FAAR.
Performance
TPLC vs. FAAR - Performance Comparison
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Returns By Period
In the year-to-date period, TPLC achieves a 9.20% return, which is significantly lower than FAAR's 19.14% return.
TPLC
- 1D
- -0.50%
- 1M
- 1.50%
- YTD
- 9.20%
- 6M
- 7.86%
- 1Y
- 12.87%
- 3Y*
- 13.44%
- 5Y*
- 8.34%
- 10Y*
- —
FAAR
- 1D
- -0.91%
- 1M
- -5.21%
- YTD
- 19.14%
- 6M
- 18.06%
- 1Y
- 28.33%
- 3Y*
- 10.57%
- 5Y*
- 7.72%
- 10Y*
- 4.69%
TPLC vs. FAAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TPLC Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund | 9.20% | 7.08% | 13.10% | 15.17% | -12.58% | 26.34% | 14.55% | 8.32% |
FAAR First Trust Alternative Absolute Return Strategy ETF | 19.14% | 8.07% | 5.97% | -5.63% | 10.15% | 12.34% | 8.60% | -3.44% |
Correlation
The correlation between TPLC and FAAR is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since May 1, 2019 | 0.06 |
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Return for Risk
TPLC vs. FAAR — Risk / Return Rank
TPLC
FAAR
TPLC vs. FAAR - 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 First Trust Alternative Absolute Return Strategy ETF (FAAR). 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 | FAAR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.37 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 4.52 | -2.82 |
| Martin ratioReturn relative to average drawdown | 6.05 | 15.18 | -9.12 |
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Drawdowns
TPLC vs. FAAR - Drawdown Comparison
The maximum TPLC drawdown since its inception was -38.02%, which is greater than FAAR's maximum drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for TPLC and FAAR.
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Drawdown Indicators
| TPLC | FAAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.02% | -18.03% | -19.99% |
Max Drawdown (1Y)Largest decline over 1 year | -7.58% | -6.29% | -1.29% |
Max Drawdown (3Y)Largest decline over 3 years | -18.18% | -11.54% | -6.64% |
Max Drawdown (5Y)Largest decline over 5 years | -21.63% | -18.03% | -3.60% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.03% | — |
Current DrawdownCurrent decline from peak | -1.00% | -6.29% | +5.29% |
Average DrawdownAverage peak-to-trough decline | -5.26% | -7.82% | +2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.87% | +0.26% |
Volatility
TPLC vs. FAAR - Volatility Comparison
Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund (TPLC) has a higher volatility of 3.45% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 2.55%. This indicates that TPLC's price experiences larger fluctuations and is considered to be riskier than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TPLC | FAAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 2.55% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 8.72% | 9.68% | -0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.75% | 13.38% | -1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.16% | 12.96% | +3.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.85% | 11.54% | +8.31% |
TPLC vs. FAAR - Expense Ratio Comparison
TPLC has a 0.52% expense ratio, which is lower than FAAR's 0.95% expense ratio.
Dividends
TPLC vs. FAAR - Dividend Comparison
TPLC's dividend yield for the trailing twelve months is around 0.85%, less than FAAR's 9.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FAAR First Trust Alternative Absolute Return Strategy ETF | 9.66% | 11.63% | 3.45% | 3.20% | 5.82% | 6.49% | 3.05% | 1.02% | 0.58% | 2.83% |
TPLC Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund | 0.85% | 0.89% | 0.88% | 0.89% | 1.06% | 0.61% | 0.81% | 0.67% | 0.00% | 0.00% |
Frequently Asked Questions
TPLC and FAAR have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TPLC has higher volatility (3.45%) compared to FAAR (2.55%). In terms of maximum drawdown, TPLC dropped -38.02% vs FAAR's -18.03%.
On 5-year performance, TPLC leads with 8.34% vs 7.72% for FAAR. On fees, TPLC is cheaper at 0.52% per year. On volatility, FAAR 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, TPLC has performed better with a 8.34% return vs 7.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TPLC is cheaper with a 0.52% expense ratio, compared with 0.95% for FAAR.
FAAR has the higher dividend yield at 9.66%, compared with 0.85% for TPLC.
TPLC is categorized as Mid Cap Growth Equities, while FAAR is Commodities. They also come from different issuers: Timothy Plan and First Trust. Their fees differ too: 0.52% for TPLC and 0.95% for FAAR.
FAAR currently has the higher Sharpe Ratio (2.15 vs 1.10), 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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