TPMN vs. FMF
Compare and contrast key facts about Timothy Plan Market Neutral ETF (TPMN) and First Trust Managed Futures Strategy Fund (FMF).
TPMN and FMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TPMN is an actively managed fund by Timothy. It was launched on Jan 24, 2023. FMF is an actively managed fund by First Trust. It was launched on Aug 1, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TPMN or FMF.
Correlation
The correlation between TPMN and FMF is -0.02. 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. FMF - Performance Comparison
Key characteristics
TPMN:
0.52
FMF:
0.95
TPMN:
0.77
FMF:
1.39
TPMN:
1.09
FMF:
1.16
TPMN:
0.44
FMF:
0.72
TPMN:
1.12
FMF:
2.07
TPMN:
2.03%
FMF:
3.45%
TPMN:
4.39%
FMF:
7.55%
TPMN:
-5.10%
FMF:
-20.32%
TPMN:
-0.26%
FMF:
-3.70%
Returns By Period
In the year-to-date period, TPMN achieves a 0.18% return, which is significantly lower than FMF's 1.09% return.
TPMN
0.18%
0.65%
2.60%
2.03%
N/A
N/A
FMF
1.09%
-0.04%
1.92%
6.96%
4.42%
1.31%
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TPMN vs. FMF - Expense Ratio Comparison
TPMN has a 0.65% expense ratio, which is lower than FMF's 0.95% expense ratio.
Risk-Adjusted Performance
TPMN vs. FMF — Risk-Adjusted Performance Rank
TPMN
FMF
TPMN vs. FMF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Market Neutral ETF (TPMN) and First Trust Managed Futures Strategy Fund (FMF). 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.
Dividends
TPMN vs. FMF - Dividend Comparison
TPMN's dividend yield for the trailing twelve months is around 4.15%, less than FMF's 4.79% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TPMN Timothy Plan Market Neutral ETF | 4.15% | 4.14% | 8.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FMF First Trust Managed Futures Strategy Fund | 4.79% | 4.84% | 3.09% | 0.41% | 3.29% | 0.02% | 1.05% | 1.56% | 0.82% | 0.00% | 0.00% | 2.43% |
Drawdowns
TPMN vs. FMF - Drawdown Comparison
The maximum TPMN drawdown since its inception was -5.10%, smaller than the maximum FMF drawdown of -20.32%. Use the drawdown chart below to compare losses from any high point for TPMN and FMF. For additional features, visit the drawdowns tool.
Volatility
TPMN vs. FMF - Volatility Comparison
The current volatility for Timothy Plan Market Neutral ETF (TPMN) is 1.36%, while First Trust Managed Futures Strategy Fund (FMF) has a volatility of 2.65%. This indicates that TPMN experiences smaller price fluctuations and is considered to be less risky than FMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.