TSGAX vs. TLGAX
TSGAX (Timothy Plan Strategic Growth Fund) and TLGAX (Timothy Plan Large/Mid Cap Growth Fund) are both mutual funds - TSGAX is a Diversified Portfolio fund managed by Timothy Plan, while TLGAX is a Large Cap Growth Equities fund managed by Timothy Plan. Over the past 10 years, TSGAX returned 5.60%/yr vs 13.65%/yr for TLGAX. Their correlation of 0.86 suggests significant overlap in exposure. TSGAX charges 1.09%/yr vs 1.61%/yr for TLGAX.
Performance
TSGAX vs. TLGAX - Performance Comparison
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Returns By Period
In the year-to-date period, TSGAX achieves a 7.80% return, which is significantly lower than TLGAX's 20.25% return. Over the past 10 years, TSGAX has underperformed TLGAX with an annualized return of 5.60%, while TLGAX has yielded a comparatively higher 13.65% annualized return.
TSGAX
- 1D
- 0.70%
- 1M
- 1.77%
- YTD
- 7.80%
- 6M
- 7.20%
- 1Y
- 15.22%
- 3Y*
- 10.38%
- 5Y*
- 4.68%
- 10Y*
- 5.60%
TLGAX
- 1D
- 2.14%
- 1M
- 4.88%
- YTD
- 20.25%
- 6M
- 18.57%
- 1Y
- 30.81%
- 3Y*
- 21.62%
- 5Y*
- 13.58%
- 10Y*
- 13.65%
TSGAX vs. TLGAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSGAX Timothy Plan Strategic Growth Fund | 7.80% | 12.94% | 6.01% | 7.66% | -13.69% | 11.67% | 8.13% | 18.84% | -12.29% | 11.54% |
TLGAX Timothy Plan Large/Mid Cap Growth Fund | 20.25% | 11.60% | 22.24% | 24.16% | -21.44% | 29.00% | 22.21% | 30.73% | -11.48% | 16.90% |
Correlation
The correlation between TSGAX and TLGAX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2000 | 0.86 |
The correlation between TSGAX and TLGAX shifts across timeframes, from 0.74 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TSGAX vs. TLGAX — Risk / Return Rank
TSGAX
TLGAX
TSGAX vs. TLGAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Strategic Growth Fund (TSGAX) and Timothy Plan Large/Mid Cap Growth Fund (TLGAX). 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 | TLGAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.31 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 3.81 | -1.58 |
| Martin ratioReturn relative to average drawdown | 8.56 | 12.63 | -4.07 |
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Drawdowns
TSGAX vs. TLGAX - Drawdown Comparison
The maximum TSGAX drawdown since its inception was -54.36%, smaller than the maximum TLGAX drawdown of -61.24%. Use the drawdown chart below to compare losses from any high point for TSGAX and TLGAX.
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Drawdown Indicators
| TSGAX | TLGAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.36% | -61.24% | +6.88% |
Max Drawdown (1Y)Largest decline over 1 year | -6.75% | -8.08% | +1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -10.10% | -21.12% | +11.02% |
Max Drawdown (5Y)Largest decline over 5 years | -19.78% | -28.82% | +9.04% |
Max Drawdown (10Y)Largest decline over 10 years | -27.47% | -35.72% | +8.25% |
Current DrawdownCurrent decline from peak | 0.00% | -0.84% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -11.64% | -18.82% | +7.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.76% | 2.43% | -0.67% |
Volatility
TSGAX vs. TLGAX - Volatility Comparison
The current volatility for Timothy Plan Strategic Growth Fund (TSGAX) is 3.48%, while Timothy Plan Large/Mid Cap Growth Fund (TLGAX) has a volatility of 7.81%. This indicates that TSGAX experiences smaller price fluctuations and is considered to be less risky than TLGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSGAX | TLGAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.48% | 7.81% | -4.33% |
Volatility (6M)Calculated over the trailing 6-month period | 7.53% | 14.29% | -6.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.52% | 17.52% | -8.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.26% | 19.35% | -9.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.36% | 19.71% | -8.35% |
TSGAX vs. TLGAX - Expense Ratio Comparison
TSGAX has a 1.09% expense ratio, which is lower than TLGAX's 1.61% expense ratio.
Dividends
TSGAX vs. TLGAX - Dividend Comparison
TSGAX's dividend yield for the trailing twelve months is around 1.08%, less than TLGAX's 10.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TLGAX Timothy Plan Large/Mid Cap Growth Fund | 10.47% | 12.59% | 6.98% | 5.89% | 10.34% | 5.99% | 1.69% | 4.03% | 5.81% | 2.54% | 1.21% | 10.79% |
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 TLGAX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TLGAX has higher volatility (7.81%) compared to TSGAX (3.48%). In terms of maximum drawdown, TSGAX dropped -54.36% vs TLGAX's -61.24%.
TLGAX currently has the higher Sharpe Ratio (1.76 vs 1.58), 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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