TPSC vs. FDM
Compare and contrast key facts about Timothy Plan US Small Cap Core ETF (TPSC) and First Trust Dow Jones Select MicroCap Index Fund (FDM).
TPSC and FDM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TPSC is a passively managed fund by Timothy Plan that tracks the performance of the Victory U.S. Small Cap Volatility Weighted BRI. It was launched on Dec 2, 2019. FDM is a passively managed fund by First Trust that tracks the performance of the Dow Jones Select Microcap Index. It was launched on Sep 27, 2005. Both TPSC and FDM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
TPSC vs. FDM - Performance Comparison
Loading graphics...
TPSC vs. FDM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TPSC Timothy Plan US Small Cap Core ETF | 2.57% | 7.34% | 11.50% | 17.64% | -13.46% | 29.74% | 10.27% | 3.39% |
FDM First Trust Dow Jones Select MicroCap Index Fund | 3.39% | 18.64% | 13.00% | 12.76% | -11.61% | 35.08% | -4.04% | 7.40% |
Returns By Period
In the year-to-date period, TPSC achieves a 2.57% return, which is significantly lower than FDM's 3.39% return.
TPSC
- 1D
- 2.05%
- 1M
- -4.65%
- YTD
- 2.57%
- 6M
- 2.64%
- 1Y
- 15.90%
- 3Y*
- 11.94%
- 5Y*
- 6.41%
- 10Y*
- —
FDM
- 1D
- 1.32%
- 1M
- -3.24%
- YTD
- 3.39%
- 6M
- 9.17%
- 1Y
- 33.86%
- 3Y*
- 17.23%
- 5Y*
- 7.95%
- 10Y*
- 11.22%
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. FDM - Expense Ratio Comparison
TPSC has a 0.52% expense ratio, which is lower than FDM's 0.60% expense ratio.
Return for Risk
TPSC vs. FDM — Risk / Return Rank
TPSC
FDM
TPSC vs. FDM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Timothy Plan US Small Cap Core ETF (TPSC) and First Trust Dow Jones Select MicroCap Index Fund (FDM). 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.
| TPSC | FDM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 1.53 | -0.73 |
Sortino ratioReturn per unit of downside risk | 1.26 | 2.22 | -0.96 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.29 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.26 | 2.78 | -1.52 |
Martin ratioReturn relative to average drawdown | 4.75 | 9.61 | -4.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TPSC | FDM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 1.53 | -0.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.37 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.34 | +0.08 |
Correlation
The correlation between TPSC and FDM is 0.93, 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.
Dividends
TPSC vs. FDM - Dividend Comparison
TPSC's dividend yield for the trailing twelve months is around 1.06%, less than FDM's 1.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TPSC Timothy Plan US Small Cap Core ETF | 1.06% | 1.07% | 0.97% | 1.06% | 1.07% | 1.12% | 1.13% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% |
FDM First Trust Dow Jones Select MicroCap Index Fund | 1.33% | 1.43% | 1.56% | 1.81% | 1.80% | 1.08% | 1.68% | 1.37% | 1.26% | 0.97% | 1.13% | 1.45% |
Drawdowns
TPSC vs. FDM - Drawdown Comparison
The maximum TPSC drawdown since its inception was -41.79%, smaller than the maximum FDM drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for TPSC and FDM.
Loading graphics...
Drawdown Indicators
| TPSC | FDM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.79% | -63.45% | +21.66% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -11.99% | -1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -23.63% | -23.74% | +0.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.76% | — |
Current DrawdownCurrent decline from peak | -6.42% | -5.74% | -0.68% |
Average DrawdownAverage peak-to-trough decline | -8.62% | -11.43% | +2.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 3.46% | -0.01% |
Volatility
TPSC vs. FDM - Volatility Comparison
The current volatility for Timothy Plan US Small Cap Core ETF (TPSC) is 5.22%, while First Trust Dow Jones Select MicroCap Index Fund (FDM) has a volatility of 6.37%. This indicates that TPSC experiences smaller price fluctuations and is considered to be less risky than FDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TPSC | FDM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 6.37% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 14.17% | -2.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.16% | 22.29% | -2.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.99% | 21.53% | -1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.69% | 23.33% | +1.36% |