TPMN vs. FMF

In the year-to-date period, TPMN achieves a 3.59% return, which is significantly higher than FMF's -4.51% return.

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TPMN has a 0.65% expense ratio, which is lower than FMF's 0.95% expense ratio.

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.

The current TPMN Sharpe Ratio is 1.16, which is higher than the FMF Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of TPMN and FMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TPMN's dividend yield for the trailing twelve months is around 4.10%, less than FMF's 4.87% yield.

The maximum TPMN drawdown since its inception was -5.10%, smaller than the maximum FMF drawdown of -22.22%. Use the drawdown chart below to compare losses from any high point for TPMN and FMF. For additional features, visit the drawdowns tool.

The current volatility for Timothy Plan Market Neutral ETF (TPMN) is 1.61%, while First Trust Managed Futures Strategy Fund (FMF) has a volatility of 2.33%. 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.