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TPSC vs. DGRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TPSC and DGRO is 0.82, 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.


-0.50.00.51.00.8

Performance

TPSC vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Timothy Plan US Small Cap Core ETF (TPSC) and iShares Core Dividend Growth ETF (DGRO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.98%
8.93%
TPSC
DGRO

Key characteristics

Sharpe Ratio

TPSC:

0.66

DGRO:

1.93

Sortino Ratio

TPSC:

1.07

DGRO:

2.71

Omega Ratio

TPSC:

1.13

DGRO:

1.35

Calmar Ratio

TPSC:

1.37

DGRO:

3.18

Martin Ratio

TPSC:

3.48

DGRO:

11.23

Ulcer Index

TPSC:

3.56%

DGRO:

1.67%

Daily Std Dev

TPSC:

18.91%

DGRO:

9.75%

Max Drawdown

TPSC:

-41.57%

DGRO:

-35.10%

Current Drawdown

TPSC:

-8.69%

DGRO:

-3.72%

Returns By Period

In the year-to-date period, TPSC achieves a 11.78% return, which is significantly lower than DGRO's 18.16% return.


TPSC

YTD

11.78%

1M

-7.22%

6M

11.20%

1Y

11.54%

5Y*

10.20%

10Y*

N/A

DGRO

YTD

18.16%

1M

-2.70%

6M

8.93%

1Y

18.80%

5Y*

10.73%

10Y*

11.38%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TPSC vs. DGRO - Expense Ratio Comparison

TPSC has a 0.52% expense ratio, which is higher than DGRO's 0.08% expense ratio.


TPSC
Timothy Plan US Small Cap Core ETF
Expense ratio chart for TPSC: current value at 0.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.52%
Expense ratio chart for DGRO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

TPSC vs. DGRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan US Small Cap Core ETF (TPSC) and iShares Core Dividend Growth ETF (DGRO). 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.


Sharpe ratio
The chart of Sharpe ratio for TPSC, currently valued at 0.61, compared to the broader market0.002.004.000.611.93
The chart of Sortino ratio for TPSC, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.0010.001.012.71
The chart of Omega ratio for TPSC, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.35
The chart of Calmar ratio for TPSC, currently valued at 1.28, compared to the broader market0.005.0010.0015.001.283.18
The chart of Martin ratio for TPSC, currently valued at 3.20, compared to the broader market0.0020.0040.0060.0080.00100.003.2011.23
TPSC
DGRO

The current TPSC Sharpe Ratio is 0.66, which is lower than the DGRO Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of TPSC and DGRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.61
1.93
TPSC
DGRO

Dividends

TPSC vs. DGRO - Dividend Comparison

TPSC's dividend yield for the trailing twelve months is around 0.96%, less than DGRO's 2.23% yield.


TTM2023202220212020201920182017201620152014
TPSC
Timothy Plan US Small Cap Core ETF
0.96%1.06%1.08%1.12%1.48%0.07%0.00%0.00%0.00%0.00%0.00%
DGRO
iShares Core Dividend Growth ETF
2.23%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%

Drawdowns

TPSC vs. DGRO - Drawdown Comparison

The maximum TPSC drawdown since its inception was -41.57%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for TPSC and DGRO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.69%
-3.72%
TPSC
DGRO

Volatility

TPSC vs. DGRO - Volatility Comparison

Timothy Plan US Small Cap Core ETF (TPSC) has a higher volatility of 4.84% compared to iShares Core Dividend Growth ETF (DGRO) at 3.34%. This indicates that TPSC's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.84%
3.34%
TPSC
DGRO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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