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TSGAX vs. STDAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSGAX vs. STDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Timothy Plan Strategic Growth Fund (TSGAX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX). The values are adjusted to include any dividend payments, if applicable.

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TSGAX vs. STDAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSGAX
Timothy Plan Strategic Growth Fund
0.19%12.94%6.01%7.66%-13.69%11.67%8.13%18.84%-12.29%11.54%
STDAX
SEI Asset Allocation Trust Defensive Strategy Allocation Fund
0.36%4.46%5.35%4.45%-1.58%1.56%-19.54%19.83%-3.32%9.70%

Returns By Period

In the year-to-date period, TSGAX achieves a 0.19% return, which is significantly lower than STDAX's 0.36% return. Over the past 10 years, TSGAX has outperformed STDAX with an annualized return of 4.99%, while STDAX has yielded a comparatively lower 2.52% annualized return.


TSGAX

1D
-0.09%
1M
-6.33%
YTD
0.19%
6M
0.78%
1Y
11.29%
3Y*
7.92%
5Y*
3.64%
10Y*
4.99%

STDAX

1D
0.09%
1M
-0.18%
YTD
0.36%
6M
1.30%
1Y
3.90%
3Y*
4.41%
5Y*
2.77%
10Y*
2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSGAX vs. STDAX - Expense Ratio Comparison

TSGAX has a 1.09% expense ratio, which is higher than STDAX's 0.35% expense ratio.


Return for Risk

TSGAX vs. STDAX — Risk / Return Rank

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

TSGAX
TSGAX Risk / Return Rank: 4949
Overall Rank
TSGAX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
TSGAX Sortino Ratio Rank: 4949
Sortino Ratio Rank
TSGAX Omega Ratio Rank: 4646
Omega Ratio Rank
TSGAX Calmar Ratio Rank: 4646
Calmar Ratio Rank
TSGAX Martin Ratio Rank: 5555
Martin Ratio Rank

STDAX
STDAX Risk / Return Rank: 9999
Overall Rank
STDAX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
STDAX Sortino Ratio Rank: 9999
Sortino Ratio Rank
STDAX Omega Ratio Rank: 9999
Omega Ratio Rank
STDAX Calmar Ratio Rank: 9999
Calmar Ratio Rank
STDAX Martin Ratio Rank: 9999
Martin Ratio Rank
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.

TSGAX vs. STDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Strategic Growth Fund (TSGAX) and SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX). 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.


TSGAXSTDAXDifference

Sharpe ratio

Return per unit of total volatility

0.98

4.24

-3.25

Sortino ratio

Return per unit of downside risk

1.43

7.10

-5.67

Omega ratio

Gain probability vs. loss probability

1.20

2.50

-1.30

Calmar ratio

Return relative to maximum drawdown

1.18

6.50

-5.32

Martin ratio

Return relative to average drawdown

5.33

31.36

-26.03

TSGAX vs. STDAX - Sharpe Ratio Comparison

The current TSGAX Sharpe Ratio is 0.98, which is lower than the STDAX Sharpe Ratio of 4.24. The chart below compares the historical Sharpe Ratios of TSGAX and STDAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TSGAXSTDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

4.24

-3.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

1.42

-1.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.38

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

-0.00

+0.17

Correlation

The correlation between TSGAX and STDAX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TSGAX vs. STDAX - Dividend Comparison

TSGAX's dividend yield for the trailing twelve months is around 1.17%, less than STDAX's 4.47% yield.


TTM20252024202320222021202020192018201720162015
TSGAX
Timothy Plan Strategic Growth Fund
1.17%1.17%3.33%1.57%7.33%4.70%3.40%3.72%0.36%0.00%0.00%0.34%
STDAX
SEI Asset Allocation Trust Defensive Strategy Allocation Fund
4.47%4.49%4.97%4.77%3.54%0.87%1.71%5.19%8.53%6.92%10.19%3.84%

Drawdowns

TSGAX vs. STDAX - Drawdown Comparison

The maximum TSGAX drawdown since its inception was -54.36%, smaller than the maximum STDAX drawdown of -76.81%. Use the drawdown chart below to compare losses from any high point for TSGAX and STDAX.


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Drawdown Indicators


TSGAXSTDAXDifference

Max Drawdown

Largest peak-to-trough decline

-54.36%

-76.81%

+22.45%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-0.59%

-8.31%

Max Drawdown (5Y)

Largest decline over 5 years

-19.78%

-2.91%

-16.87%

Max Drawdown (10Y)

Largest decline over 10 years

-27.47%

-26.89%

-0.58%

Current Drawdown

Current decline from peak

-6.49%

-9.55%

+3.06%

Average Drawdown

Average peak-to-trough decline

-11.73%

-31.95%

+20.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

0.12%

+1.85%

Volatility

TSGAX vs. STDAX - Volatility Comparison

Timothy Plan Strategic Growth Fund (TSGAX) has a higher volatility of 3.65% compared to SEI Asset Allocation Trust Defensive Strategy Allocation Fund (STDAX) at 0.39%. This indicates that TSGAX's price experiences larger fluctuations and is considered to be riskier than STDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSGAXSTDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

0.39%

+3.26%

Volatility (6M)

Calculated over the trailing 6-month period

6.60%

0.64%

+5.96%

Volatility (1Y)

Calculated over the trailing 1-year period

11.66%

0.93%

+10.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.11%

1.95%

+8.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.27%

6.69%

+4.58%