VFVA vs. TPHD

Last updated Jun 4, 2026

VFVA (Vanguard U.S. Value Factor ETF) and TPHD (Timothy Plan High Dividend Stock ETF) are both Mid Cap Value Equities funds. VFVA is actively managed, while TPHD is passively managed. Over the past 5 years, VFVA returned 9.48%/yr vs 8.52%/yr for TPHD. Their correlation of 0.87 suggests significant overlap in exposure. VFVA charges 0.13%/yr vs 0.52%/yr for TPHD.

Performance

VFVA vs. TPHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Value Factor ETF (VFVA) and Timothy Plan High Dividend Stock ETF (TPHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VFVA achieves a 9.50% return, which is significantly higher than TPHD's 8.56% return.

VFVA

• 1D: -1.33%
• 1M: 0.94%
• YTD: 9.50%
• 6M: 10.40%
• 1Y: 28.50%
• 3Y*: 17.34%
• 5Y*: 9.48%
• 10Y*: —

TPHD

• 1D: 0.03%
• 1M: -1.27%
• YTD: 8.56%
• 6M: 7.69%
• 1Y: 13.23%
• 3Y*: 13.21%
• 5Y*: 8.52%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VFVA vs. TPHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VFVA Vanguard U.S. Value Factor ETF	9.50%	14.77%	7.67%	17.37%	-3.96%	36.94%	2.28%	5.80%
TPHD Timothy Plan High Dividend Stock ETF	8.56%	8.28%	12.14%	8.86%	-1.91%	27.98%	-1.30%	10.35%

Correlation

The correlation between VFVA and TPHD 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	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (All Time) Calculated using the full available price history since May 2, 2019	0.87

The correlation between VFVA and TPHD shifts across timeframes, from 0.74 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.

VFVA vs. TPHD - Sectors Allocation Comparison

Sectors	VFVA	TPHD
Financial Services	25.7%	12.6%
Healthcare	14.9%	2.5%
Technology	14.5%	8.8%
Consumer Cyclical	13.1%	8.9%
Industrials	7.6%	18.3%
Energy	7.3%	15.4%
Consumer Defensive	7.1%	4.2%
Communication Services	6.2%	0.0%
Basic Materials	3.3%	5.3%
Real Estate	0.4%	0.0%
Utilities	-	24.1%

Return for Risk

VFVA vs. TPHD — Risk / Return Rank

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

VFVA

VFVA Risk / Return Rank: 58
VFVA Sharpe Ratio Rank: 54
VFVA Sortino Ratio Rank: 57
VFVA Omega Ratio Rank: 52
VFVA Calmar Ratio Rank: 66
VFVA Martin Ratio Rank: 59

TPHD

TPHD Risk / Return Rank: 38
TPHD Sharpe Ratio Rank: 35
TPHD Sortino Ratio Rank: 36
TPHD Omega Ratio Rank: 33
TPHD Calmar Ratio Rank: 44
TPHD Martin Ratio Rank: 39

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.

VFVA vs. TPHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Value Factor ETF (VFVA) and Timothy Plan High Dividend Stock ETF (TPHD). 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.

	VFVA	TPHD	Difference
Sharpe ratio Return per unit of total volatility	1.87	1.27	+0.60
Sortino ratio Return per unit of downside risk	2.76	1.92	+0.84
Omega ratio Gain probability vs. loss probability	1.33	1.22	+0.11
Calmar ratio Return relative to maximum drawdown	3.35	2.19	+1.16
Martin ratio Return relative to average drawdown	10.61	6.20	+4.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VFVA vs. TPHD - Sharpe Ratio Comparison

The current VFVA Sharpe Ratio is 1.87, which is higher than the TPHD Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of VFVA and TPHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VFVA	TPHD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.87	1.27	+0.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.59	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.51	-0.08

Drawdowns

VFVA vs. TPHD - Drawdown Comparison

The maximum VFVA drawdown since its inception was -48.58%, which is greater than TPHD's maximum drawdown of -41.71%. Use the drawdown chart below to compare losses from any high point for VFVA and TPHD.

Drawdown Indicators

	VFVA	TPHD	Difference
Max Drawdown Largest peak-to-trough decline	-48.58%	-41.71%	-6.87%
Max Drawdown (1Y) Largest decline over 1 year	-8.55%	-6.08%	-2.47%
Max Drawdown (3Y) Largest decline over 3 years	-24.07%	-15.89%	-8.18%
Max Drawdown (5Y) Largest decline over 5 years	-24.07%	-16.54%	-7.53%
Current Drawdown Current decline from peak	-1.51%	-3.25%	+1.74%
Average Drawdown Average peak-to-trough decline	-7.31%	-4.73%	-2.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.69%	2.14%	+0.55%

Volatility

VFVA vs. TPHD - Volatility Comparison

Vanguard U.S. Value Factor ETF (VFVA) has a higher volatility of 3.36% compared to Timothy Plan High Dividend Stock ETF (TPHD) at 2.60%. This indicates that VFVA's price experiences larger fluctuations and is considered to be riskier than TPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VFVA	TPHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.36%	2.60%	+0.76%
Volatility (6M) Calculated over the trailing 6-month period	9.81%	7.35%	+2.46%
Volatility (1Y) Calculated over the trailing 1-year period	15.35%	10.48%	+4.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.18%	14.60%	+5.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.32%	19.63%	+4.69%

VFVA vs. TPHD - Expense Ratio Comparison

VFVA has a 0.13% expense ratio, which is lower than TPHD's 0.52% expense ratio.

Dividends

VFVA vs. TPHD - Dividend Comparison

VFVA's dividend yield for the trailing twelve months is around 1.95%, less than TPHD's 2.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
TPHD Timothy Plan High Dividend Stock ETF	2.00%	2.10%	2.09%	2.19%	2.38%	1.86%	2.38%	1.61%	0.00%
VFVA Vanguard U.S. Value Factor ETF	1.95%	2.13%	2.40%	2.45%	2.21%	1.68%	2.04%	2.08%	1.65%

Frequently Asked Questions

Can I hold both VFVA and TPHD in my portfolio?

VFVA and TPHD 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.

Which is riskier, VFVA or TPHD?

VFVA has higher volatility (3.36%) compared to TPHD (2.60%). In terms of maximum drawdown, VFVA dropped -48.58% vs TPHD's -41.71%.

Which ETF is better, VFVA or TPHD?

On 5-year performance, VFVA leads with 9.48% vs 8.52% for TPHD. On fees, VFVA is cheaper at 0.13% per year. On volatility, TPHD has been the lower-risk option at 2.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VFVA or TPHD?

Over the 5-year period, VFVA has performed better with a 9.48% return vs 8.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VFVA or TPHD?

VFVA is cheaper with a 0.13% expense ratio, compared with 0.52% for TPHD.

Which ETF pays a higher dividend yield, VFVA or TPHD?

TPHD has the higher dividend yield at 2.00%, compared with 1.95% for VFVA.

What is the main difference between VFVA and TPHD?

They also come from different issuers: Vanguard and Timothy Plan. Their fees differ too: 0.13% for VFVA and 0.52% for TPHD.

Which has better risk-adjusted returns?

VFVA currently has the higher Sharpe Ratio (1.87 vs 1.27), 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.