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TPLC vs. FAAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TPLC vs. FAAR - 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 First Trust Alternative Absolute Return Strategy ETF (FAAR). The values are adjusted to include any dividend payments, if applicable.

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

TPLC vs. FAAR - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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

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

TPLC
TPLC Risk / Return Rank: 3434
Overall Rank
TPLC Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
TPLC Sortino Ratio Rank: 3232
Sortino Ratio Rank
TPLC Omega Ratio Rank: 2929
Omega Ratio Rank
TPLC Calmar Ratio Rank: 3636
Calmar Ratio Rank
TPLC Martin Ratio Rank: 4040
Martin Ratio Rank

FAAR
FAAR Risk / Return Rank: 7575
Overall Rank
FAAR Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FAAR Sortino Ratio Rank: 7474
Sortino Ratio Rank
FAAR Omega Ratio Rank: 6565
Omega Ratio Rank
FAAR Calmar Ratio Rank: 8686
Calmar Ratio Rank
FAAR Martin Ratio Rank: 8181
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.

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.


TPLCFAARDifference
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

TPLC vs. FAAR - Sharpe Ratio Comparison

The current TPLC Sharpe Ratio is 1.10, which is lower than the FAAR Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of TPLC and FAAR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


TPLCFAARDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.00%

-6.29%

+5.29%

Average Drawdown

Average peak-to-trough decline

-5.26%

-7.82%

+2.56%

Ulcer Index

Depth 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


TPLCFAARDifference

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.


PositionTTM202520242023202220212020201920182017
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.

Portfolio Optimizer

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