TPSC vs. SCDS

Last updated Jun 4, 2026

TPSC (Timothy Plan US Small Cap Core ETF) and SCDS (JPMorgan Fundamental Data Science Small Core ETF) are both Small Cap Blend Equities funds. TPSC is passively managed, while SCDS is actively managed. Over the past year, TPSC returned 20.18% vs 42.67% for SCDS. Their correlation of 0.93 suggests significant overlap in exposure. TPSC charges 0.52%/yr vs 0.40%/yr for SCDS.

Performance

TPSC vs. SCDS - 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 Fundamental Data Science Small Core ETF (SCDS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TPSC achieves a 9.32% return, which is significantly lower than SCDS's 22.66% return.

TPSC

• 1D: -0.67%
• 1M: 0.13%
• YTD: 9.32%
• 6M: 8.70%
• 1Y: 20.18%
• 3Y*: 14.55%
• 5Y*: 7.07%
• 10Y*: —

SCDS

• 1D: -0.76%
• 1M: 6.01%
• YTD: 22.66%
• 6M: 21.54%
• 1Y: 42.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TPSC vs. SCDS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
TPSC Timothy Plan US Small Cap Core ETF	9.32%	7.34%	6.97%
SCDS JPMorgan Fundamental Data Science Small Core ETF	22.66%	11.27%	7.26%

Correlation

The correlation between TPSC and SCDS is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (All Time) Calculated using the full available price history since Aug 9, 2024	0.93

The correlation between TPSC and SCDS has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

TPSC vs. SCDS - Sectors Allocation Comparison

Sectors	TPSC	SCDS
Financial Services	24.0%	14.7%
Industrials	18.5%	14.6%
Consumer Cyclical	13.7%	10.7%
Technology	12.4%	20.8%
Healthcare	7.0%	11.0%
Utilities	6.8%	2.4%
Energy	5.9%	3.9%
Consumer Defensive	5.3%	2.2%
Basic Materials	5.2%	3.2%
Real Estate	0.7%	4.9%
Communication Services	0.6%	1.6%

Return for Risk

TPSC vs. SCDS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TPSC

TPSC Risk / Return Rank: 40
TPSC Sharpe Ratio Rank: 36
TPSC Sortino Ratio Rank: 38
TPSC Omega Ratio Rank: 34
TPSC Calmar Ratio Rank: 46
TPSC Martin Ratio Rank: 45

SCDS

SCDS Risk / Return Rank: 77
SCDS Sharpe Ratio Rank: 73
SCDS Sortino Ratio Rank: 75
SCDS Omega Ratio Rank: 67
SCDS Calmar Ratio Rank: 86
SCDS Martin Ratio Rank: 83

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TPSC vs. SCDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan US Small Cap Core ETF (TPSC) and JPMorgan Fundamental Data Science Small Core ETF (SCDS). 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	SCDS	Difference
Sharpe ratio: Return per unit of total volatility	1.29	2.36	-1.08
Sortino ratio: Return per unit of downside risk	1.98	3.33	-1.35
Omega ratio: Gain probability vs. loss probability	1.23	1.40	-0.17
Calmar ratio: Return relative to maximum drawdown	2.27	4.84	-2.58
Martin ratio: Return relative to average drawdown	7.35	16.84	-9.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TPSC vs. SCDS - Sharpe Ratio Comparison

The current TPSC Sharpe Ratio is 1.29, which is lower than the SCDS Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of TPSC and SCDS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TPSC	SCDS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.29	2.36	-1.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	1.11	-0.66

Drawdowns

TPSC vs. SCDS - Drawdown Comparison

The maximum TPSC drawdown since its inception was -41.79%, which is greater than SCDS's maximum drawdown of -26.71%. Use the drawdown chart below to compare losses from any high point for TPSC and SCDS.

Drawdown Indicators

	TPSC	SCDS	Difference
Max Drawdown Largest peak-to-trough decline	-41.79%	-26.71%	-15.08%
Max Drawdown (1Y) Largest decline over 1 year	-8.95%	-8.85%	-0.10%
Max Drawdown (3Y) Largest decline over 3 years	-23.44%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.63%	—	—
Current Drawdown Current decline from peak	-1.48%	-0.76%	-0.72%
Average Drawdown Average peak-to-trough decline	-8.43%	-5.28%	-3.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.75%	2.54%	+0.21%

Volatility

TPSC vs. SCDS - Volatility Comparison

The current volatility for Timothy Plan US Small Cap Core ETF (TPSC) is 3.96%, while JPMorgan Fundamental Data Science Small Core ETF (SCDS) has a volatility of 5.58%. This indicates that TPSC experiences smaller price fluctuations and is considered to be less risky than SCDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TPSC	SCDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.96%	5.58%	-1.62%
Volatility (6M) Calculated over the trailing 6-month period	10.59%	12.93%	-2.34%
Volatility (1Y) Calculated over the trailing 1-year period	15.80%	18.20%	-2.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.90%	21.20%	-1.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.47%	21.20%	+3.27%

TPSC vs. SCDS - Expense Ratio Comparison

TPSC has a 0.52% expense ratio, which is higher than SCDS's 0.40% expense ratio.

Dividends

TPSC vs. SCDS - Dividend Comparison

TPSC's dividend yield for the trailing twelve months is around 1.02%, more than SCDS's 0.92% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
SCDS JPMorgan Fundamental Data Science Small Core ETF	0.92%	1.15%	0.42%	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

Can I hold both TPSC and SCDS in my portfolio?

With a correlation of 0.90, TPSC and SCDS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, TPSC or SCDS?

SCDS has higher volatility (5.58%) compared to TPSC (3.96%). In terms of maximum drawdown, TPSC dropped -41.79% vs SCDS's -26.71%.

Which ETF is better, TPSC or SCDS?

On 1-year performance, SCDS leads with 42.67% vs 20.18% for TPSC. On fees, SCDS is cheaper at 0.40% per year. On volatility, TPSC has been the lower-risk option at 3.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TPSC or SCDS?

Over the 1-year period, SCDS has performed better with a 42.67% return vs 20.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TPSC or SCDS?

SCDS is cheaper with a 0.40% expense ratio, compared with 0.52% for TPSC.

Which ETF pays a higher dividend yield, TPSC or SCDS?

TPSC has the higher dividend yield at 1.02%, compared with 0.92% for SCDS.

What is the main difference between TPSC and SCDS?

They also come from different issuers: Timothy Plan and JPMorgan. Their fees differ too: 0.52% for TPSC and 0.40% for SCDS.

Which has better risk-adjusted returns?

SCDS currently has the higher Sharpe Ratio (2.36 vs 1.29), 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.