TPSC vs. VBR

Last updated Jun 4, 2026

TPSC (Timothy Plan US Small Cap Core ETF) and VBR (Vanguard Small-Cap Value ETF) are both exchange-traded funds - TPSC is a Small Cap Blend Equities fund tracking the Victory U.S. Small Cap Volatility Weighted BRI, while VBR is a Small Cap Value Equities fund tracking the CRSP US Small Cap Value Index. Both are passively managed. Over the past 5 years, TPSC returned 7.07%/yr vs 7.95%/yr for VBR. With a 0.96 correlation, they move nearly in lockstep. TPSC charges 0.52%/yr vs 0.05%/yr for VBR.

Performance

TPSC vs. VBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Timothy Plan US Small Cap Core ETF (TPSC) and Vanguard Small-Cap Value ETF (VBR). 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 VBR's 11.67% return.

TPSC

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

VBR

• 1D: -0.39%
• 1M: 2.39%
• YTD: 11.67%
• 6M: 11.95%
• 1Y: 25.78%
• 3Y*: 16.44%
• 5Y*: 7.95%
• 10Y*: 10.53%

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

TPSC vs. VBR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
TPSC Timothy Plan US Small Cap Core ETF	9.32%	7.34%	11.50%	17.64%	-13.46%	29.74%	10.27%	3.39%
VBR Vanguard Small-Cap Value ETF	11.67%	9.09%	12.40%	16.00%	-9.38%	28.08%	5.90%	4.28%

Correlation

The correlation between TPSC and VBR is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (All Time) Calculated using the full available price history since Dec 4, 2019	0.96

The correlation between TPSC and VBR has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

TPSC vs. VBR - Sectors Allocation Comparison

Sectors	TPSC	VBR
Financial Services	24.0%	17.6%
Industrials	18.5%	18.1%
Consumer Cyclical	13.7%	12.4%
Technology	12.4%	10.6%
Healthcare	7.0%	7.9%
Utilities	6.8%	4.8%
Energy	5.9%	5.2%
Consumer Defensive	5.3%	4.0%
Basic Materials	5.2%	6.3%
Real Estate	0.7%	10.1%
Communication Services	0.6%	2.5%

Return for Risk

TPSC vs. VBR — 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

VBR

VBR Risk / Return Rank: 52
VBR Sharpe Ratio Rank: 49
VBR Sortino Ratio Rank: 50
VBR Omega Ratio Rank: 46
VBR Calmar Ratio Rank: 58
VBR Martin Ratio Rank: 58

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. VBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan US Small Cap Core ETF (TPSC) and Vanguard Small-Cap Value ETF (VBR). 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	VBR	Difference
Sharpe ratio: Return per unit of total volatility	1.29	1.71	-0.43
Sortino ratio: Return per unit of downside risk	1.98	2.52	-0.54
Omega ratio: Gain probability vs. loss probability	1.23	1.30	-0.07
Calmar ratio: Return relative to maximum drawdown	2.27	2.93	-0.66
Martin ratio: Return relative to average drawdown	7.35	10.32	-2.97
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. VBR - Sharpe Ratio Comparison

The current TPSC Sharpe Ratio is 1.29, which is comparable to the VBR Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of TPSC and VBR, 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	VBR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.29	1.71	-0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	0.40	-0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.49	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.42	+0.03

Drawdowns

TPSC vs. VBR - Drawdown Comparison

The maximum TPSC drawdown since its inception was -41.79%, smaller than the maximum VBR drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for TPSC and VBR.

Drawdown Indicators

	TPSC	VBR	Difference
Max Drawdown Largest peak-to-trough decline	-41.79%	-61.98%	+20.19%
Max Drawdown (1Y) Largest decline over 1 year	-8.95%	-8.85%	-0.10%
Max Drawdown (3Y) Largest decline over 3 years	-23.44%	-24.19%	+0.75%
Max Drawdown (5Y) Largest decline over 5 years	-23.63%	-24.19%	+0.56%
Max Drawdown (10Y) Largest decline over 10 years	—	-45.28%	—
Current Drawdown Current decline from peak	-1.48%	-0.39%	-1.09%
Average Drawdown Average peak-to-trough decline	-8.43%	-8.27%	-0.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.75%	2.50%	+0.25%

Volatility

TPSC vs. VBR - Volatility Comparison

Timothy Plan US Small Cap Core ETF (TPSC) and Vanguard Small-Cap Value ETF (VBR) have volatilities of 3.96% and 3.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TPSC	VBR	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.96%	3.96%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	10.59%	10.46%	+0.13%
Volatility (1Y) Calculated over the trailing 1-year period	15.80%	15.17%	+0.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.90%	19.77%	+0.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.47%	21.73%	+2.74%

TPSC vs. VBR - Expense Ratio Comparison

TPSC has a 0.52% expense ratio, which is higher than VBR's 0.05% expense ratio.

Dividends

TPSC vs. VBR - Dividend Comparison

TPSC's dividend yield for the trailing twelve months is around 1.02%, less than VBR's 1.76% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TPSC Timothy Plan US Small Cap Core ETF	1.02%	1.07%	0.97%	1.06%	1.07%	1.12%	1.13%	0.07%	0.00%	0.00%	0.00%	0.00%
VBR Vanguard Small-Cap Value ETF	1.76%	1.95%	1.98%	2.12%	2.03%	1.75%	1.68%	2.06%	2.35%	1.79%	1.77%	1.99%

Frequently Asked Questions

Can I hold both TPSC and VBR in my portfolio?

With a correlation of 0.96, TPSC and VBR 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 VBR?

VBR has higher volatility (3.96%) compared to TPSC (3.96%). In terms of maximum drawdown, TPSC dropped -41.79% vs VBR's -61.98%.

Which ETF is better, TPSC or VBR?

On 5-year performance, VBR leads with 7.95% vs 7.07% for TPSC. On fees, VBR is cheaper at 0.05% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TPSC or VBR?

Over the 5-year period, VBR has performed better with a 7.95% return vs 7.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TPSC or VBR?

VBR is cheaper with a 0.05% expense ratio, compared with 0.52% for TPSC.

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

VBR has the higher dividend yield at 1.76%, compared with 1.02% for TPSC.

What is the main difference between TPSC and VBR?

TPSC is categorized as Small Cap Blend Equities, while VBR is Small Cap Value Equities. TPSC tracks Victory U.S. Small Cap Volatility Weighted BRI, while VBR tracks CRSP US Small Cap Value Index. They also come from different issuers: Timothy Plan and Vanguard. Their fees differ too: 0.52% for TPSC and 0.05% for VBR.

Which has better risk-adjusted returns?

VBR currently has the higher Sharpe Ratio (1.71 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.