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TPLC vs. IPO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TPLC vs. IPO - 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 Renaissance IPO ETF (IPO). The values are adjusted to include any dividend payments, if applicable.

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TPLC vs. IPO - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TPLC
Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund
2.36%7.08%13.10%15.17%-12.58%26.34%14.55%9.83%
IPO
Renaissance IPO ETF
-8.19%5.45%15.68%52.55%-57.26%-10.31%107.88%0.46%

Returns By Period

In the year-to-date period, TPLC achieves a 2.36% return, which is significantly higher than IPO's -8.19% return.


TPLC

1D
1.98%
1M
-5.59%
YTD
2.36%
6M
0.74%
1Y
10.43%
3Y*
11.50%
5Y*
7.90%
10Y*

IPO

1D
5.57%
1M
-3.72%
YTD
-8.19%
6M
-15.44%
1Y
12.12%
3Y*
13.00%
5Y*
-7.82%
10Y*
8.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TPLC vs. IPO - Expense Ratio Comparison

TPLC has a 0.52% expense ratio, which is lower than IPO's 0.60% expense ratio.


Return for Risk

TPLC vs. IPO — Risk / Return Rank

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

TPLC
TPLC Risk / Return Rank: 3636
Overall Rank
TPLC Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TPLC Sortino Ratio Rank: 3535
Sortino Ratio Rank
TPLC Omega Ratio Rank: 3535
Omega Ratio Rank
TPLC Calmar Ratio Rank: 3535
Calmar Ratio Rank
TPLC Martin Ratio Rank: 4343
Martin Ratio Rank

IPO
IPO Risk / Return Rank: 2424
Overall Rank
IPO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IPO Sortino Ratio Rank: 2727
Sortino Ratio Rank
IPO Omega Ratio Rank: 2525
Omega Ratio Rank
IPO Calmar Ratio Rank: 2323
Calmar Ratio Rank
IPO Martin Ratio Rank: 2020
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. IPO - 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 Renaissance IPO ETF (IPO). 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.


TPLCIPODifference

Sharpe ratio

Return per unit of total volatility

0.62

0.37

+0.25

Sortino ratio

Return per unit of downside risk

0.99

0.76

+0.23

Omega ratio

Gain probability vs. loss probability

1.14

1.09

+0.04

Calmar ratio

Return relative to maximum drawdown

0.89

0.45

+0.44

Martin ratio

Return relative to average drawdown

3.99

1.07

+2.92

TPLC vs. IPO - Sharpe Ratio Comparison

The current TPLC Sharpe Ratio is 0.62, which is higher than the IPO Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of TPLC and IPO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TPLCIPODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.37

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

-0.22

+0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.22

+0.30

Correlation

The correlation between TPLC and IPO is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TPLC vs. IPO - Dividend Comparison

TPLC's dividend yield for the trailing twelve months is around 0.89%, more than IPO's 0.62% yield.


TTM20252024202320222021202020192018201720162015
TPLC
Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund
0.89%0.89%0.88%0.89%1.06%0.61%0.81%0.67%0.00%0.00%0.00%0.00%
IPO
Renaissance IPO ETF
0.62%0.66%0.12%0.00%0.00%0.00%0.10%0.26%0.49%0.43%0.40%0.11%

Drawdowns

TPLC vs. IPO - Drawdown Comparison

The maximum TPLC drawdown since its inception was -38.02%, smaller than the maximum IPO drawdown of -68.76%. Use the drawdown chart below to compare losses from any high point for TPLC and IPO.


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Drawdown Indicators


TPLCIPODifference

Max Drawdown

Largest peak-to-trough decline

-38.02%

-68.76%

+30.74%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-26.24%

+13.82%

Max Drawdown (5Y)

Largest decline over 5 years

-21.63%

-66.02%

+44.39%

Max Drawdown (10Y)

Largest decline over 10 years

-68.76%

Current Drawdown

Current decline from peak

-5.76%

-44.53%

+38.77%

Average Drawdown

Average peak-to-trough decline

-5.38%

-22.77%

+17.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

11.01%

-8.25%

Volatility

TPLC vs. IPO - Volatility Comparison

The current volatility for Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund (TPLC) is 4.44%, while Renaissance IPO ETF (IPO) has a volatility of 10.75%. This indicates that TPLC experiences smaller price fluctuations and is considered to be less risky than IPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPLCIPODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

10.75%

-6.31%

Volatility (6M)

Calculated over the trailing 6-month period

8.79%

22.44%

-13.65%

Volatility (1Y)

Calculated over the trailing 1-year period

16.90%

32.74%

-15.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.16%

35.81%

-19.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.06%

31.27%

-11.21%