TSGAX vs. TPHAX
TSGAX (Timothy Plan Strategic Growth Fund) and TPHAX (Timothy Plan High Yield Bond Fund) are both mutual funds - TSGAX is a Diversified Portfolio fund managed by Timothy Plan, while TPHAX is a High Yield Bonds fund managed by Timothy Plan. Over the past 10 years, TSGAX returned 5.60%/yr vs 4.99%/yr for TPHAX. At a 0.41 correlation, their price movements are largely independent. TSGAX charges 1.09%/yr vs 1.39%/yr for TPHAX.
Performance
TSGAX vs. TPHAX - Performance Comparison
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Returns By Period
In the year-to-date period, TSGAX achieves a 7.80% return, which is significantly higher than TPHAX's 1.98% return. Over the past 10 years, TSGAX has outperformed TPHAX with an annualized return of 5.60%, while TPHAX has yielded a comparatively lower 4.99% 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%
TPHAX
- 1D
- 0.00%
- 1M
- 0.77%
- YTD
- 1.98%
- 6M
- 2.31%
- 1Y
- 6.25%
- 3Y*
- 8.03%
- 5Y*
- 3.53%
- 10Y*
- 4.99%
TSGAX vs. TPHAX - 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% |
TPHAX Timothy Plan High Yield Bond Fund | 1.98% | 7.57% | 7.95% | 12.24% | -12.24% | 5.69% | 6.12% | 16.60% | -4.66% | 6.22% |
Correlation
The correlation between TSGAX and TPHAX is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since May 10, 2007 | 0.41 |
Over the past year, TSGAX and TPHAX have become more correlated (0.61) than their long-term average of 0.41, meaning their price movements have been converging.
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Return for Risk
TSGAX vs. TPHAX — Risk / Return Rank
TSGAX
TPHAX
TSGAX vs. TPHAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Timothy Plan Strategic Growth Fund (TSGAX) and Timothy Plan High Yield Bond Fund (TPHAX). 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 | TPHAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.50 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 2.55 | -0.32 |
| Martin ratioReturn relative to average drawdown | 8.56 | 12.67 | -4.11 |
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Drawdowns
TSGAX vs. TPHAX - Drawdown Comparison
The maximum TSGAX drawdown since its inception was -54.36%, which is greater than TPHAX's maximum drawdown of -35.48%. Use the drawdown chart below to compare losses from any high point for TSGAX and TPHAX.
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Drawdown Indicators
| TSGAX | TPHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.36% | -35.48% | -18.88% |
Max Drawdown (1Y)Largest decline over 1 year | -6.75% | -2.50% | -4.25% |
Max Drawdown (3Y)Largest decline over 3 years | -10.10% | -3.94% | -6.16% |
Max Drawdown (5Y)Largest decline over 5 years | -19.78% | -15.98% | -3.80% |
Max Drawdown (10Y)Largest decline over 10 years | -27.47% | -22.38% | -5.09% |
Current DrawdownCurrent decline from peak | 0.00% | -0.11% | +0.11% |
Average DrawdownAverage peak-to-trough decline | -11.64% | -3.25% | -8.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.76% | 0.50% | +1.26% |
Volatility
TSGAX vs. TPHAX - Volatility Comparison
Timothy Plan Strategic Growth Fund (TSGAX) has a higher volatility of 3.48% compared to Timothy Plan High Yield Bond Fund (TPHAX) at 0.74%. This indicates that TSGAX's price experiences larger fluctuations and is considered to be riskier than TPHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSGAX | TPHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.48% | 0.74% | +2.74% |
Volatility (6M)Calculated over the trailing 6-month period | 7.53% | 2.28% | +5.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.52% | 2.79% | +6.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.26% | 4.35% | +5.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.36% | 4.86% | +6.50% |
TSGAX vs. TPHAX - Expense Ratio Comparison
TSGAX has a 1.09% expense ratio, which is lower than TPHAX's 1.39% expense ratio.
Dividends
TSGAX vs. TPHAX - Dividend Comparison
TSGAX's dividend yield for the trailing twelve months is around 1.08%, less than TPHAX's 5.68% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TPHAX Timothy Plan High Yield Bond Fund | 5.68% | 5.39% | 5.75% | 5.35% | 4.60% | 4.23% | 4.26% | 4.11% | 4.13% | 3.55% | 3.88% | 4.72% |
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 TPHAX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSGAX has higher volatility (3.48%) compared to TPHAX (0.74%). In terms of maximum drawdown, TSGAX dropped -54.36% vs TPHAX's -35.48%.
TPHAX currently has the higher Sharpe Ratio (2.29 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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