TPSC vs. MBOX
Compare and contrast key facts about Timothy Plan US Small Cap Core ETF (TPSC) and Freedom Day Dividend ETF (MBOX).
TPSC and MBOX 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. MBOX is an actively managed fund by EMPIRICAL FINANCE LLC. It was launched on May 5, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TPSC or MBOX.
Performance
TPSC vs. MBOX - Performance Comparison
Returns By Period
In the year-to-date period, TPSC achieves a 16.21% return, which is significantly lower than MBOX's 20.00% return.
TPSC
16.21%
3.15%
12.39%
29.51%
N/A
N/A
MBOX
20.00%
-0.71%
6.68%
28.45%
N/A
N/A
Key characteristics
| TPSC | MBOX | |
|---|---|---|
| Sharpe Ratio | 1.62 | 2.39 |
| Sortino Ratio | 2.40 | 3.32 |
| Omega Ratio | 1.29 | 1.42 |
| Calmar Ratio | 2.60 | 4.26 |
| Martin Ratio | 9.31 | 15.11 |
| Ulcer Index | 3.31% | 1.92% |
| Daily Std Dev | 19.04% | 12.15% |
| Max Drawdown | -41.57% | -16.42% |
| Current Drawdown | -3.44% | -2.13% |
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TPSC vs. MBOX - Expense Ratio Comparison
TPSC has a 0.52% expense ratio, which is higher than MBOX's 0.39% expense ratio.
Correlation
The correlation between TPSC and MBOX is 0.83, 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.
Risk-Adjusted Performance
TPSC vs. MBOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Timothy Plan US Small Cap Core ETF (TPSC) and Freedom Day Dividend ETF (MBOX). 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.
Dividends
TPSC vs. MBOX - Dividend Comparison
TPSC's dividend yield for the trailing twelve months is around 0.94%, less than MBOX's 1.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
TPSC Timothy Plan US Small Cap Core ETF | 0.94% | 1.06% | 1.08% | 1.12% | 1.48% | 0.07% |
MBOX Freedom Day Dividend ETF | 1.60% | 2.13% | 2.87% | 1.16% | 0.00% | 0.00% |
Drawdowns
TPSC vs. MBOX - Drawdown Comparison
The maximum TPSC drawdown since its inception was -41.57%, which is greater than MBOX's maximum drawdown of -16.42%. Use the drawdown chart below to compare losses from any high point for TPSC and MBOX. For additional features, visit the drawdowns tool.
Volatility
TPSC vs. MBOX - Volatility Comparison
Timothy Plan US Small Cap Core ETF (TPSC) has a higher volatility of 7.36% compared to Freedom Day Dividend ETF (MBOX) at 3.74%. This indicates that TPSC's price experiences larger fluctuations and is considered to be riskier than MBOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.