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TPLC vs. TPSC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TPLC vs. TPSC - 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 Timothy Plan US Small Cap Core ETF (TPSC). The values are adjusted to include any dividend payments, if applicable.

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TPLC vs. TPSC - 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%2.83%
TPSC
Timothy Plan US Small Cap Core ETF
2.57%7.34%11.50%17.64%-13.46%29.74%10.27%3.39%

Returns By Period

In the year-to-date period, TPLC achieves a 2.36% return, which is significantly lower than TPSC's 2.57% return.


TPLC

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

TPSC

1D
2.05%
1M
-4.65%
YTD
2.57%
6M
2.64%
1Y
15.90%
3Y*
11.94%
5Y*
6.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TPLC vs. TPSC - Expense Ratio Comparison

Both TPLC and TPSC have an expense ratio of 0.52%.


Return for Risk

TPLC vs. TPSC — 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

TPSC
TPSC Risk / Return Rank: 4646
Overall Rank
TPSC Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
TPSC Sortino Ratio Rank: 4747
Sortino Ratio Rank
TPSC Omega Ratio Rank: 4242
Omega Ratio Rank
TPSC Calmar Ratio Rank: 4949
Calmar Ratio Rank
TPSC Martin Ratio Rank: 5050
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. TPSC - 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 Timothy Plan US Small Cap Core ETF (TPSC). 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.


TPLCTPSCDifference

Sharpe ratio

Return per unit of total volatility

0.62

0.79

-0.17

Sortino ratio

Return per unit of downside risk

0.99

1.26

-0.27

Omega ratio

Gain probability vs. loss probability

1.14

1.16

-0.03

Calmar ratio

Return relative to maximum drawdown

0.89

1.26

-0.37

Martin ratio

Return relative to average drawdown

3.99

4.75

-0.77

TPLC vs. TPSC - Sharpe Ratio Comparison

The current TPLC Sharpe Ratio is 0.62, which is comparable to the TPSC Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of TPLC and TPSC, 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


TPLCTPSCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.79

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.32

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.42

+0.11

Correlation

The correlation between TPLC and TPSC is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TPLC vs. TPSC - Dividend Comparison

TPLC's dividend yield for the trailing twelve months is around 0.89%, less than TPSC's 1.06% yield.


TTM2025202420232022202120202019
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%
TPSC
Timothy Plan US Small Cap Core ETF
1.06%1.07%0.97%1.06%1.07%1.12%1.13%0.07%

Drawdowns

TPLC vs. TPSC - Drawdown Comparison

The maximum TPLC drawdown since its inception was -38.02%, smaller than the maximum TPSC drawdown of -41.79%. Use the drawdown chart below to compare losses from any high point for TPLC and TPSC.


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Drawdown Indicators


TPLCTPSCDifference

Max Drawdown

Largest peak-to-trough decline

-38.02%

-41.79%

+3.77%

Max Drawdown (1Y)

Largest decline over 1 year

-12.42%

-13.05%

+0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-21.63%

-23.63%

+2.00%

Current Drawdown

Current decline from peak

-5.76%

-6.42%

+0.66%

Average Drawdown

Average peak-to-trough decline

-5.38%

-8.62%

+3.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

3.45%

-0.69%

Volatility

TPLC vs. TPSC - Volatility Comparison

The current volatility for Timothy Plan Fund Timothy Plan US Large/Mid Cap Core Fund (TPLC) is 4.44%, while Timothy Plan US Small Cap Core ETF (TPSC) has a volatility of 5.22%. This indicates that TPLC experiences smaller price fluctuations and is considered to be less risky than TPSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPLCTPSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

5.22%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

8.79%

11.28%

-2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

16.90%

20.16%

-3.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.16%

19.99%

-3.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.06%

24.69%

-4.63%