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UMMGX vs. TFIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UMMGX vs. TFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Bond Fund (UMMGX) and Timothy Plan Fixed Income Fund (TFIAX). The values are adjusted to include any dividend payments, if applicable.

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UMMGX vs. TFIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UMMGX
Columbia Bond Fund
0.03%8.03%2.06%6.73%-15.66%-0.79%9.10%9.23%-0.50%3.73%
TFIAX
Timothy Plan Fixed Income Fund
-0.03%6.41%0.12%4.85%-12.11%-2.45%5.24%6.14%-0.67%1.72%

Returns By Period

In the year-to-date period, UMMGX achieves a 0.03% return, which is significantly higher than TFIAX's -0.03% return. Over the past 10 years, UMMGX has outperformed TFIAX with an annualized return of 2.07%, while TFIAX has yielded a comparatively lower 0.72% annualized return.


UMMGX

1D
0.00%
1M
-1.43%
YTD
0.03%
6M
0.77%
1Y
4.54%
3Y*
4.20%
5Y*
0.12%
10Y*
2.07%

TFIAX

1D
0.33%
1M
-1.31%
YTD
-0.03%
6M
0.85%
1Y
3.43%
3Y*
2.98%
5Y*
-0.42%
10Y*
0.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UMMGX vs. TFIAX - Expense Ratio Comparison

UMMGX has a 0.52% expense ratio, which is lower than TFIAX's 1.34% expense ratio.


Return for Risk

UMMGX vs. TFIAX — Risk / Return Rank

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

UMMGX
UMMGX Risk / Return Rank: 6565
Overall Rank
UMMGX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
UMMGX Sortino Ratio Rank: 7171
Sortino Ratio Rank
UMMGX Omega Ratio Rank: 5151
Omega Ratio Rank
UMMGX Calmar Ratio Rank: 7878
Calmar Ratio Rank
UMMGX Martin Ratio Rank: 5959
Martin Ratio Rank

TFIAX
TFIAX Risk / Return Rank: 3333
Overall Rank
TFIAX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
TFIAX Sortino Ratio Rank: 3232
Sortino Ratio Rank
TFIAX Omega Ratio Rank: 2525
Omega Ratio Rank
TFIAX Calmar Ratio Rank: 4343
Calmar Ratio Rank
TFIAX Martin Ratio Rank: 2727
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.

UMMGX vs. TFIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Bond Fund (UMMGX) and Timothy Plan Fixed Income Fund (TFIAX). 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.


UMMGXTFIAXDifference

Sharpe ratio

Return per unit of total volatility

1.31

0.89

+0.42

Sortino ratio

Return per unit of downside risk

1.95

1.28

+0.67

Omega ratio

Gain probability vs. loss probability

1.23

1.16

+0.07

Calmar ratio

Return relative to maximum drawdown

2.09

1.36

+0.73

Martin ratio

Return relative to average drawdown

6.63

3.72

+2.91

UMMGX vs. TFIAX - Sharpe Ratio Comparison

The current UMMGX Sharpe Ratio is 1.31, which is higher than the TFIAX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of UMMGX and TFIAX, 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


UMMGXTFIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

0.89

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

-0.08

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.16

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.51

+0.43

Correlation

The correlation between UMMGX and TFIAX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

UMMGX vs. TFIAX - Dividend Comparison

UMMGX's dividend yield for the trailing twelve months is around 4.08%, more than TFIAX's 3.05% yield.


TTM20252024202320222021202020192018201720162015
UMMGX
Columbia Bond Fund
4.08%4.20%3.70%3.73%2.73%1.76%4.77%4.21%2.71%1.88%4.66%3.56%
TFIAX
Timothy Plan Fixed Income Fund
3.05%3.00%3.04%2.48%1.28%0.84%1.21%1.60%1.92%1.62%1.75%2.03%

Drawdowns

UMMGX vs. TFIAX - Drawdown Comparison

The maximum UMMGX drawdown since its inception was -20.86%, which is greater than TFIAX's maximum drawdown of -18.62%. Use the drawdown chart below to compare losses from any high point for UMMGX and TFIAX.


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Drawdown Indicators


UMMGXTFIAXDifference

Max Drawdown

Largest peak-to-trough decline

-20.86%

-18.62%

-2.24%

Max Drawdown (1Y)

Largest decline over 1 year

-2.76%

-2.94%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-20.86%

-17.30%

-3.56%

Max Drawdown (10Y)

Largest decline over 10 years

-20.86%

-18.62%

-2.24%

Current Drawdown

Current decline from peak

-2.58%

-5.07%

+2.49%

Average Drawdown

Average peak-to-trough decline

-2.73%

-2.90%

+0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

1.07%

-0.20%

Volatility

UMMGX vs. TFIAX - Volatility Comparison

The current volatility for Columbia Bond Fund (UMMGX) is 1.05%, while Timothy Plan Fixed Income Fund (TFIAX) has a volatility of 1.51%. This indicates that UMMGX experiences smaller price fluctuations and is considered to be less risky than TFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UMMGXTFIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

1.51%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

2.44%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

4.43%

4.39%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.31%

5.60%

+0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.18%

4.43%

+0.75%