TSGAX vs. QBDSX
TSGAX (Timothy Plan Strategic Growth Fund) and QBDSX (Quantified Managed Income Fund) are both Diversified Portfolio funds. Over the past 10 years, TSGAX returned 5.39%/yr vs 0.52%/yr for QBDSX. Their 0.45 correlation means their historical movements had little consistent relationship. TSGAX charges 1.09%/yr vs 1.31%/yr for QBDSX.
Performance
TSGAX vs. QBDSX - Performance Comparison
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Returns By Period
In the year-to-date period, TSGAX achieves a 7.89% return, which is significantly higher than QBDSX's -0.25% return. Over the past 10 years, TSGAX has outperformed QBDSX with an annualized return of 5.39%, while QBDSX has yielded a comparatively lower 0.52% annualized return.
TSGAX
- 1D
- 1.06%
- 1M
- 0.17%
- 6M
- 4.36%
- YTD
- 7.89%
- 1Y
- 13.41%
- 3Y*
- 9.54%
- 5Y*
- 4.18%
- 10Y*
- 5.39%
- ALL TIME*
- 2.91%
QBDSX
- 1D
- 0.00%
- 1M
- 0.13%
- 6M
- -0.88%
- YTD
- -0.25%
- 1Y
- 0.15%
- 3Y*
- 2.24%
- 5Y*
- 0.70%
- 10Y*
- 0.52%
- ALL TIME*
- 0.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
TSGAX vs. QBDSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSGAX Timothy Plan Strategic Growth Fund | 7.89% | 12.94% | 6.01% | 7.66% | -13.69% | 11.67% | 8.13% | 18.84% | -12.29% | 11.54% |
QBDSX Quantified Managed Income Fund | -0.25% | 5.11% | 1.02% | 2.25% | -4.09% | -0.66% | -9.22% | 10.50% | -3.17% | 5.05% |
Correlation
The correlation between TSGAX and QBDSX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2014 | 0.45 |
Over the past year, TSGAX and QBDSX have become more correlated (0.67) than their long-term average of 0.45, meaning their price movements have been converging.
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Return for Risk
TSGAX vs. QBDSX — Risk / Return Rank
TSGAX
QBDSX
TSGAX vs. QBDSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Strategic Growth Fund (TSGAX) and Quantified Managed Income Fund (QBDSX). 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.
| TSGAX | QBDSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.32 | ||
| Sortino ratioReturn per unit of downside risk | +1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.00 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | -0.03 | +1.86 |
| Martin ratioReturn relative to average drawdown | 7.05 | -0.07 | +7.12 |
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Drawdowns
TSGAX vs. QBDSX - Drawdown Comparison
The maximum TSGAX drawdown since its inception was -54.36%, which is greater than QBDSX's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for TSGAX and QBDSX.
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Drawdown Indicators
| TSGAX | QBDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.36% | -18.38% | -35.98% |
Max Drawdown (1Y)Largest decline over 1 year | -6.75% | -3.09% | -3.66% |
Max Drawdown (3Y)Largest decline over 3 years | -10.10% | -3.76% | -6.34% |
Max Drawdown (5Y)Largest decline over 5 years | -19.78% | -7.40% | -12.38% |
Max Drawdown (10Y)Largest decline over 10 years | -27.47% | -18.38% | -9.09% |
Current DrawdownCurrent decline from peak | -0.43% | -8.29% | +7.86% |
Average DrawdownAverage peak-to-trough decline | -11.59% | -6.86% | -4.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.43% | +0.32% |
Volatility
TSGAX vs. QBDSX - Volatility Comparison
Timothy Plan Strategic Growth Fund (TSGAX) has a higher volatility of 2.36% compared to Quantified Managed Income Fund (QBDSX) at 0.75%. This indicates that TSGAX's price experiences larger fluctuations and is considered to be riskier than QBDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSGAX | QBDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 0.75% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 7.64% | 2.38% | +5.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.59% | 3.53% | +6.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.27% | 4.31% | +5.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.36% | 5.24% | +6.12% |
TSGAX vs. QBDSX - Expense Ratio Comparison
TSGAX has a 1.09% expense ratio, which is lower than QBDSX's 1.31% expense ratio.
Dividends
TSGAX vs. QBDSX - Dividend Comparison
TSGAX's dividend yield for the trailing twelve months is around 1.08%, less than QBDSX's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QBDSX Quantified Managed Income Fund | 4.49% | 4.47% | 3.98% | 4.51% | 0.54% | 0.71% | 0.87% | 2.26% | 2.04% | 2.51% | 1.00% | 3.89% |
TSGAX Timothy Plan Strategic Growth Fund | 1.08% | 1.17% | 3.33% | 1.57% | 7.33% | 4.70% | 3.40% | 3.72% | 0.36% | 0.00% | 0.00% | 0.34% |
Frequently Asked Questions
TSGAX and QBDSX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSGAX has higher volatility (2.36%) compared to QBDSX (0.75%). In terms of maximum drawdown, TSGAX dropped -54.36% vs QBDSX's -18.38%.
TSGAX currently has the higher Sharpe Ratio (1.29 vs -0.03), 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.
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