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.
Performance
TPSC vs. MBOX - Performance Comparison
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TPSC vs. MBOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TPSC Timothy Plan US Small Cap Core ETF | 2.57% | 7.34% | 11.50% | 17.64% | -13.46% | 7.35% |
MBOX Freedom Day Dividend ETF | 5.04% | 8.72% | 16.39% | 15.84% | -4.32% | 9.48% |
Returns By Period
In the year-to-date period, TPSC achieves a 2.57% return, which is significantly lower than MBOX's 5.04% return.
TPSC
- 1D
- 2.05%
- 1M
- -4.65%
- YTD
- 2.57%
- 6M
- 2.64%
- 1Y
- 15.90%
- 3Y*
- 11.94%
- 5Y*
- 6.41%
- 10Y*
- —
MBOX
- 1D
- 0.93%
- 1M
- -4.03%
- YTD
- 5.04%
- 6M
- 4.92%
- 1Y
- 12.49%
- 3Y*
- 15.78%
- 5Y*
- —
- 10Y*
- —
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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.
Return for Risk
TPSC vs. MBOX — Risk / Return Rank
TPSC
MBOX
TPSC vs. MBOX - Risk-Adjusted Trends 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.
| TPSC | MBOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.80 | -0.01 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.23 | +0.03 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.18 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.26 | 1.12 | +0.14 |
Martin ratioReturn relative to average drawdown | 4.75 | 5.23 | -0.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TPSC | MBOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.80 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.71 | -0.29 |
Correlation
The correlation between TPSC and MBOX is 0.84, 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. MBOX - Dividend Comparison
TPSC's dividend yield for the trailing twelve months is around 1.06%, less than MBOX's 2.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TPSC Timothy Plan US Small Cap Core ETF | 1.06% | 1.07% | 0.97% | 1.06% | 1.07% | 1.12% | 1.13% | 0.07% |
MBOX Freedom Day Dividend ETF | 2.08% | 1.94% | 1.60% | 2.13% | 2.87% | 1.17% | 0.00% | 0.00% |
Drawdowns
TPSC vs. MBOX - Drawdown Comparison
The maximum TPSC drawdown since its inception was -41.79%, 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.
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Drawdown Indicators
| TPSC | MBOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.79% | -16.42% | -25.37% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -12.16% | -0.89% |
Max Drawdown (5Y)Largest decline over 5 years | -23.63% | — | — |
Current DrawdownCurrent decline from peak | -6.42% | -4.32% | -2.10% |
Average DrawdownAverage peak-to-trough decline | -8.62% | -3.55% | -5.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 2.60% | +0.85% |
Volatility
TPSC vs. MBOX - Volatility Comparison
Timothy Plan US Small Cap Core ETF (TPSC) has a higher volatility of 5.22% compared to Freedom Day Dividend ETF (MBOX) at 3.31%. 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.
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Volatility by Period
| TPSC | MBOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 3.31% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 8.14% | +3.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.16% | 15.65% | +4.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.99% | 14.58% | +5.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.69% | 14.58% | +10.11% |