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TPSC vs. TPFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TPSC vs. TPFI - Performance Comparison

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

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Returns By Period


TPSC

1D
1.44%
1M
3.83%
6M
10.15%
YTD
17.14%
1Y
24.13%
3Y*
15.08%
5Y*
9.68%
10Y*

TPFI

1D
-0.02%
1M
-0.41%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TPSC vs. TPFI - Yearly Performance Comparison


Correlation

The correlation between TPSC and TPFI is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 5, 2026

0.55

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Return for Risk

TPSC vs. TPFI — Risk / Return Rank

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

TPSC
TPSC Risk / Return Rank: 6363
Overall Rank
TPSC Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
TPSC Sortino Ratio Rank: 6666
Sortino Ratio Rank
TPSC Omega Ratio Rank: 5757
Omega Ratio Rank
TPSC Calmar Ratio Rank: 6868
Calmar Ratio Rank
TPSC Martin Ratio Rank: 6464
Martin Ratio Rank

TPFI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. TPFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan US Small Cap Core ETF (TPSC) and Timothy Plan Fixed Income ETF (TPFI). 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.


TPSCTPFIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.71

Martin ratioReturn relative to average drawdown

8.90

TPSC vs. TPFI - Sharpe Ratio Comparison


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Drawdowns

TPSC vs. TPFI - Drawdown Comparison

The maximum TPSC drawdown since its inception was -41.79%, which is greater than TPFI's maximum drawdown of -1.66%. Use the drawdown chart below to compare losses from any high point for TPSC and TPFI.


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Drawdown Indicators


TPSCTPFIDifference

Max Drawdown

Largest peak-to-trough decline

-41.79%

-1.66%

-40.13%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

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

0.00%

-0.77%

+0.77%

Average Drawdown

Average peak-to-trough decline

-8.29%

-0.50%

-7.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.72%

Volatility

TPSC vs. TPFI - Volatility Comparison


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Volatility by Period


TPSCTPFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

Volatility (1Y)

Calculated over the trailing 1-year period

15.37%

3.86%

+11.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.81%

3.86%

+15.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.30%

3.86%

+20.44%

TPSC vs. TPFI - Expense Ratio Comparison

TPSC has a 0.52% expense ratio, which is lower than TPFI's 0.55% expense ratio.


Dividends

TPSC vs. TPFI - Dividend Comparison

TPSC's dividend yield for the trailing twelve months is around 1.02%, more than TPFI's 0.70% yield.


PositionTTM2025202420232022202120202019
TPFI
Timothy Plan Fixed Income ETF
0.70%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 TPFI have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TPSC is cheaper at 0.52% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TPSC is cheaper with a 0.52% expense ratio, compared with 0.55% for TPFI.

TPSC has the higher dividend yield at 1.02%, compared with 0.70% for TPFI.

TPSC is categorized as Small Cap Blend Equities, while TPFI is Intermediate Core-Plus Bond. Their fees differ too: 0.52% for TPSC and 0.55% for TPFI.

Portfolio Optimizer

Find the right allocation for TPSC and TPFI

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