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TPLNX vs. TPHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TPLNX vs. TPHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Timothy Plan Small Cap Value Fund (TPLNX) and Timothy Plan High Yield Bond Fund (TPHAX). The values are adjusted to include any dividend payments, if applicable.

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TPLNX vs. TPHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TPLNX
Timothy Plan Small Cap Value Fund
1.49%0.58%4.75%17.31%-13.13%28.12%2.00%28.29%-15.66%12.94%
TPHAX
Timothy Plan High Yield Bond Fund
-1.27%7.57%7.95%12.24%-12.24%5.69%6.12%16.60%-4.66%6.22%

Returns By Period

In the year-to-date period, TPLNX achieves a 1.49% return, which is significantly higher than TPHAX's -1.27% return. Over the past 10 years, TPLNX has outperformed TPHAX with an annualized return of 8.10%, while TPHAX has yielded a comparatively lower 5.07% annualized return.


TPLNX

1D
-0.59%
1M
-6.89%
YTD
1.49%
6M
-0.80%
1Y
8.99%
3Y*
6.85%
5Y*
3.58%
10Y*
8.10%

TPHAX

1D
0.27%
1M
-1.92%
YTD
-1.27%
6M
0.08%
1Y
5.78%
3Y*
7.50%
5Y*
3.23%
10Y*
5.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TPLNX vs. TPHAX - Expense Ratio Comparison

TPLNX has a 1.52% expense ratio, which is higher than TPHAX's 1.39% expense ratio.


Return for Risk

TPLNX vs. TPHAX — Risk / Return Rank

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

TPLNX
TPLNX Risk / Return Rank: 1616
Overall Rank
TPLNX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TPLNX Sortino Ratio Rank: 1818
Sortino Ratio Rank
TPLNX Omega Ratio Rank: 1616
Omega Ratio Rank
TPLNX Calmar Ratio Rank: 1717
Calmar Ratio Rank
TPLNX Martin Ratio Rank: 1616
Martin Ratio Rank

TPHAX
TPHAX Risk / Return Rank: 8282
Overall Rank
TPHAX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
TPHAX Sortino Ratio Rank: 8484
Sortino Ratio Rank
TPHAX Omega Ratio Rank: 8686
Omega Ratio Rank
TPHAX Calmar Ratio Rank: 7575
Calmar Ratio Rank
TPHAX 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.

TPLNX vs. TPHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Small Cap Value Fund (TPLNX) and Timothy Plan High Yield Bond Fund (TPHAX). 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.


TPLNXTPHAXDifference

Sharpe ratio

Return per unit of total volatility

0.43

1.63

-1.20

Sortino ratio

Return per unit of downside risk

0.78

2.23

-1.44

Omega ratio

Gain probability vs. loss probability

1.10

1.37

-0.26

Calmar ratio

Return relative to maximum drawdown

0.50

1.76

-1.26

Martin ratio

Return relative to average drawdown

1.63

8.05

-6.42

TPLNX vs. TPHAX - Sharpe Ratio Comparison

The current TPLNX Sharpe Ratio is 0.43, which is lower than the TPHAX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of TPLNX and TPHAX, 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


TPLNXTPHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

1.63

-1.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.75

-0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

1.05

-0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.88

-0.51

Correlation

The correlation between TPLNX and TPHAX is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TPLNX vs. TPHAX - Dividend Comparison

TPLNX's dividend yield for the trailing twelve months is around 5.09%, less than TPHAX's 5.87% yield.


TTM20252024202320222021202020192018201720162015
TPLNX
Timothy Plan Small Cap Value Fund
5.09%5.17%6.21%3.95%6.72%9.40%0.16%3.68%16.26%9.20%1.34%9.66%
TPHAX
Timothy Plan High Yield Bond Fund
5.87%5.39%5.75%5.35%4.60%4.23%4.26%4.11%4.13%3.55%3.88%4.72%

Drawdowns

TPLNX vs. TPHAX - Drawdown Comparison

The maximum TPLNX drawdown since its inception was -55.96%, which is greater than TPHAX's maximum drawdown of -35.48%. Use the drawdown chart below to compare losses from any high point for TPLNX and TPHAX.


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Drawdown Indicators


TPLNXTPHAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.96%

-35.48%

-20.48%

Max Drawdown (1Y)

Largest decline over 1 year

-14.48%

-3.05%

-11.43%

Max Drawdown (5Y)

Largest decline over 5 years

-26.39%

-15.98%

-10.41%

Max Drawdown (10Y)

Largest decline over 10 years

-43.18%

-22.38%

-20.80%

Current Drawdown

Current decline from peak

-8.51%

-2.24%

-6.27%

Average Drawdown

Average peak-to-trough decline

-8.89%

-3.28%

-5.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

0.67%

+3.78%

Volatility

TPLNX vs. TPHAX - Volatility Comparison

Timothy Plan Small Cap Value Fund (TPLNX) has a higher volatility of 5.01% compared to Timothy Plan High Yield Bond Fund (TPHAX) at 1.47%. This indicates that TPLNX's price experiences larger fluctuations and is considered to be riskier than TPHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TPLNXTPHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

1.47%

+3.54%

Volatility (6M)

Calculated over the trailing 6-month period

11.74%

2.10%

+9.64%

Volatility (1Y)

Calculated over the trailing 1-year period

21.69%

3.49%

+18.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.42%

4.31%

+16.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.04%

4.86%

+17.18%