TPSC vs. ISCMF
TPSC (Timothy Plan US Small Cap Core ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - TPSC is a Small Cap Blend Equities fund tracking the Victory U.S. Small Cap Volatility Weighted BRI, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. Both are passively managed. Over the past 3 years, TPSC returned 16.15%/yr vs 16.78%/yr for ISCMF. At a correlation of -0.03, they often move in opposite directions. TPSC charges 0.52%/yr vs 0.19%/yr for ISCMF.
Performance
TPSC vs. ISCMF - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TPSC achieves a 13.05% return, which is significantly lower than ISCMF's 22.87% return.
TPSC
- 1D
- -0.02%
- 1M
- 3.31%
- YTD
- 13.05%
- 6M
- 11.02%
- 1Y
- 23.42%
- 3Y*
- 16.15%
- 5Y*
- 7.89%
- 10Y*
- —
ISCMF
- 1D
- 0.00%
- 1M
- -4.99%
- YTD
- 22.87%
- 6M
- 22.87%
- 1Y
- 31.30%
- 3Y*
- 16.78%
- 5Y*
- —
- 10Y*
- —
TPSC vs. ISCMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TPSC Timothy Plan US Small Cap Core ETF | 13.05% | 7.34% | 11.50% | 17.64% | -7.93% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 22.87% | 19.65% | 3.13% | -9.58% | -5.82% |
Correlation
The correlation between TPSC and ISCMF is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | -0.03 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TPSC vs. ISCMF — Risk / Return Rank
TPSC
ISCMF
TPSC vs. ISCMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Timothy Plan US Small Cap Core ETF (TPSC) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TPSC | ISCMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 2.31 | -1.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 5.53 | -2.90 |
| Martin ratioReturn relative to average drawdown | 8.60 | 11.85 | -3.25 |
Loading charts...
Drawdowns
TPSC vs. ISCMF - Drawdown Comparison
The maximum TPSC drawdown since its inception was -41.79%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for TPSC and ISCMF.
Loading charts...
Drawdown Indicators
| TPSC | ISCMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.79% | -25.42% | -16.37% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -5.69% | -3.26% |
Max Drawdown (3Y)Largest decline over 3 years | -23.44% | -7.62% | -15.82% |
Max Drawdown (5Y)Largest decline over 5 years | -23.63% | — | — |
Current DrawdownCurrent decline from peak | -0.15% | -5.26% | +5.11% |
Average DrawdownAverage peak-to-trough decline | -8.36% | -13.35% | +4.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.65% | +0.08% |
Volatility
TPSC vs. ISCMF - Volatility Comparison
The current volatility for Timothy Plan US Small Cap Core ETF (TPSC) is 3.43%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 5.11%. This indicates that TPSC experiences smaller price fluctuations and is considered to be less risky than ISCMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TPSC | ISCMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 5.11% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 15.45% | -4.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 17.84% | -2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.86% | 14.29% | +5.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.39% | 14.29% | +10.10% |
TPSC vs. ISCMF - Expense Ratio Comparison
TPSC has a 0.52% expense ratio, which is higher than ISCMF's 0.19% expense ratio.
Dividends
TPSC vs. ISCMF - Dividend Comparison
TPSC's dividend yield for the trailing twelve months is around 1.02%, while ISCMF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
ISCMF iShares Diversified Commodity Swap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TPSC Timothy Plan US Small Cap Core ETF | 1.02% | 1.07% | 0.97% | 1.06% | 1.07% | 1.12% | 1.13% | 0.07% |
Frequently Asked Questions
TPSC and ISCMF have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ISCMF has higher volatility (5.11%) compared to TPSC (3.43%). In terms of maximum drawdown, TPSC dropped -41.79% vs ISCMF's -25.42%.
On 3-year performance, ISCMF leads with 16.78% vs 16.15% for TPSC. On fees, ISCMF is cheaper at 0.19% per year. On volatility, TPSC has been the lower-risk option at 3.43%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, ISCMF has performed better with a 16.78% return vs 16.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ISCMF is cheaper with a 0.19% expense ratio, compared with 0.52% for TPSC.
TPSC has the higher dividend yield at 1.02%, compared with 0.00% for ISCMF.
TPSC is categorized as Small Cap Blend Equities, while ISCMF is Commodities. TPSC tracks Victory U.S. Small Cap Volatility Weighted BRI, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: Timothy Plan and iShares. Their fees differ too: 0.52% for TPSC and 0.19% for ISCMF.
ISCMF currently has the higher Sharpe Ratio (1.76 vs 1.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for TPSC and ISCMF
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer