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

Correlation

The correlation between TPSC and JPST is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

TPSC vs. JPST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Timothy Plan US Small Cap Core ETF (TPSC) and JPMorgan Ultra-Short Income ETF (JPST). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.98%
2.71%
TPSC
JPST

Key characteristics

Sharpe Ratio

TPSC:

0.66

JPST:

10.79

Sortino Ratio

TPSC:

1.07

JPST:

24.24

Omega Ratio

TPSC:

1.13

JPST:

5.54

Calmar Ratio

TPSC:

1.37

JPST:

56.26

Martin Ratio

TPSC:

3.48

JPST:

292.47

Ulcer Index

TPSC:

3.56%

JPST:

0.02%

Daily Std Dev

TPSC:

18.91%

JPST:

0.52%

Max Drawdown

TPSC:

-41.57%

JPST:

-3.28%

Current Drawdown

TPSC:

-8.69%

JPST:

0.00%

Returns By Period

In the year-to-date period, TPSC achieves a 11.78% return, which is significantly higher than JPST's 5.45% return.


TPSC

YTD

11.78%

1M

-7.22%

6M

11.20%

1Y

11.54%

5Y*

10.20%

10Y*

N/A

JPST

YTD

5.45%

1M

0.37%

6M

2.71%

1Y

5.57%

5Y*

2.81%

10Y*

N/A

Compare stocks, funds, or ETFs

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TPSC vs. JPST - Expense Ratio Comparison

TPSC has a 0.52% expense ratio, which is higher than JPST's 0.18% 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 JPST: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

TPSC vs. JPST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan US Small Cap Core ETF (TPSC) and JPMorgan Ultra-Short Income ETF (JPST). 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 market0.002.004.000.6110.79
The chart of Sortino ratio for TPSC, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.0010.001.0124.24
The chart of Omega ratio for TPSC, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.125.54
The chart of Calmar ratio for TPSC, currently valued at 1.28, compared to the broader market0.005.0010.0015.001.2856.26
The chart of Martin ratio for TPSC, currently valued at 3.20, compared to the broader market0.0020.0040.0060.0080.00100.003.20292.47
TPSC
JPST

The current TPSC Sharpe Ratio is 0.66, which is lower than the JPST Sharpe Ratio of 10.79. The chart below compares the historical Sharpe Ratios of TPSC and JPST, 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 Ratio0.002.004.006.008.0010.0012.00JulyAugustSeptemberOctoberNovemberDecember
0.61
10.79
TPSC
JPST

Dividends

TPSC vs. JPST - Dividend Comparison

TPSC's dividend yield for the trailing twelve months is around 0.96%, less than JPST's 5.21% yield.


TTM2023202220212020201920182017
TPSC
Timothy Plan US Small Cap Core ETF
0.96%1.06%1.08%1.12%1.48%0.07%0.00%0.00%
JPST
JPMorgan Ultra-Short Income ETF
5.21%4.80%1.83%0.73%1.43%2.68%2.07%0.96%

Drawdowns

TPSC vs. JPST - Drawdown Comparison

The maximum TPSC drawdown since its inception was -41.57%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for TPSC and JPST. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.69%
0
TPSC
JPST

Volatility

TPSC vs. JPST - Volatility Comparison

Timothy Plan US Small Cap Core ETF (TPSC) has a higher volatility of 4.84% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.15%. This indicates that TPSC's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.84%
0.15%
TPSC
JPST
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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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