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TPMN vs. BDGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TPMN and BDGS is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

TPMN vs. BDGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Timothy Plan Market Neutral ETF (TPMN) and Bridges Capital Tactical ETF (BDGS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TPMN:

1.16

BDGS:

1.49

Sortino Ratio

TPMN:

1.90

BDGS:

2.37

Omega Ratio

TPMN:

1.22

BDGS:

1.44

Calmar Ratio

TPMN:

1.92

BDGS:

1.88

Martin Ratio

TPMN:

6.14

BDGS:

8.79

Ulcer Index

TPMN:

0.97%

BDGS:

1.95%

Daily Std Dev

TPMN:

4.75%

BDGS:

11.53%

Max Drawdown

TPMN:

-5.10%

BDGS:

-9.12%

Current Drawdown

TPMN:

-0.04%

BDGS:

-0.77%

Returns By Period

In the year-to-date period, TPMN achieves a 3.59% return, which is significantly higher than BDGS's 1.92% return.


TPMN

YTD

3.59%

1M

0.81%

6M

3.48%

1Y

5.48%

3Y*

N/A

5Y*

N/A

10Y*

N/A

BDGS

YTD

1.92%

1M

4.83%

6M

3.75%

1Y

17.05%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Timothy Plan Market Neutral ETF

Bridges Capital Tactical ETF

TPMN vs. BDGS - Expense Ratio Comparison

TPMN has a 0.65% expense ratio, which is lower than BDGS's 0.85% expense ratio.


Risk-Adjusted Performance

TPMN vs. BDGS — Risk-Adjusted Performance Rank

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

TPMN
The Risk-Adjusted Performance Rank of TPMN is 8787
Overall Rank
The Sharpe Ratio Rank of TPMN is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of TPMN is 8888
Sortino Ratio Rank
The Omega Ratio Rank of TPMN is 8383
Omega Ratio Rank
The Calmar Ratio Rank of TPMN is 9393
Calmar Ratio Rank
The Martin Ratio Rank of TPMN is 8888
Martin Ratio Rank

BDGS
The Risk-Adjusted Performance Rank of BDGS is 9393
Overall Rank
The Sharpe Ratio Rank of BDGS is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BDGS is 9393
Sortino Ratio Rank
The Omega Ratio Rank of BDGS is 9696
Omega Ratio Rank
The Calmar Ratio Rank of BDGS is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BDGS is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TPMN vs. BDGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Market Neutral ETF (TPMN) and Bridges Capital Tactical ETF (BDGS). 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.


The current TPMN Sharpe Ratio is 1.16, which is comparable to the BDGS Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of TPMN and BDGS, 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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Dividends

TPMN vs. BDGS - Dividend Comparison

TPMN's dividend yield for the trailing twelve months is around 4.10%, more than BDGS's 1.78% yield.


TTM20242023
TPMN
Timothy Plan Market Neutral ETF
4.10%4.14%8.57%
BDGS
Bridges Capital Tactical ETF
1.78%1.81%0.84%

Drawdowns

TPMN vs. BDGS - Drawdown Comparison

The maximum TPMN drawdown since its inception was -5.10%, smaller than the maximum BDGS drawdown of -9.12%. Use the drawdown chart below to compare losses from any high point for TPMN and BDGS. For additional features, visit the drawdowns tool.


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Volatility

TPMN vs. BDGS - Volatility Comparison

The current volatility for Timothy Plan Market Neutral ETF (TPMN) is 1.61%, while Bridges Capital Tactical ETF (BDGS) has a volatility of 1.73%. This indicates that TPMN experiences smaller price fluctuations and is considered to be less risky than BDGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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