VGYAX vs. TPDAX
Compare and contrast key facts about Vanguard Global Wellesley Income Fund Admiral Shares (VGYAX) and Timothy Plan Defensive Strategies Fund (TPDAX).
VGYAX is managed by Vanguard. It was launched on Nov 2, 2017. TPDAX is managed by Timothy Plan. It was launched on Nov 3, 2009.
Performance
VGYAX vs. TPDAX - Performance Comparison
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Returns By Period
In the year-to-date period, VGYAX achieves a 1.83% return, which is significantly lower than TPDAX's 9.78% return.
VGYAX
- 1D
- 0.10%
- 1M
- -0.81%
- YTD
- 1.83%
- 6M
- 4.51%
- 1Y
- 14.13%
- 3Y*
- 8.79%
- 5Y*
- 5.14%
- 10Y*
- —
TPDAX
- 1D
- -0.11%
- 1M
- -2.05%
- YTD
- 9.78%
- 6M
- 14.59%
- 1Y
- 32.45%
- 3Y*
- 14.33%
- 5Y*
- 9.80%
- 10Y*
- 7.38%
VGYAX vs. TPDAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGYAX Vanguard Global Wellesley Income Fund Admiral Shares | 1.83% | 13.31% | 6.15% | 8.95% | -8.06% | 6.58% | 5.52% | 13.92% | -4.31% | 0.98% |
TPDAX Timothy Plan Defensive Strategies Fund | 9.78% | 23.97% | 5.29% | 7.71% | -5.63% | 12.15% | 8.83% | 13.77% | -7.24% | 2.23% |
Correlation
The correlation between VGYAX and TPDAX is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined. Holding both can reduce overall portfolio volatility compared to holding either one alone.
VGYAX vs. TPDAX - Expense Ratio Comparison
VGYAX has a 0.28% expense ratio, which is lower than TPDAX's 1.37% expense ratio.
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Return for Risk
VGYAX vs. TPDAX — Risk / Return Rank
VGYAX
TPDAX
VGYAX vs. TPDAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Wellesley Income Fund Admiral Shares (VGYAX) and Timothy Plan Defensive Strategies Fund (TPDAX). 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.
| VGYAX | TPDAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 2.17 | -0.27 |
Sortino ratioReturn per unit of downside risk | 2.57 | 2.82 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.41 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.50 | 3.55 | -1.05 |
Martin ratioReturn relative to average drawdown | 9.66 | 13.15 | -3.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VGYAX | TPDAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 2.17 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.97 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.60 | +0.15 |
Drawdowns
VGYAX vs. TPDAX - Drawdown Comparison
The maximum VGYAX drawdown since its inception was -17.71%, smaller than the maximum TPDAX drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for VGYAX and TPDAX.
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Drawdown Indicators
| VGYAX | TPDAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.71% | -22.29% | +4.58% |
Max Drawdown (1Y)Largest decline over 1 year | -4.55% | -7.58% | +3.03% |
Max Drawdown (5Y)Largest decline over 5 years | -15.89% | -17.58% | +1.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -22.29% | — |
Current DrawdownCurrent decline from peak | -2.88% | -4.56% | +1.68% |
Average DrawdownAverage peak-to-trough decline | -2.68% | -4.94% | +2.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 2.05% | -0.87% |
Volatility
VGYAX vs. TPDAX - Volatility Comparison
The current volatility for Vanguard Global Wellesley Income Fund Admiral Shares (VGYAX) is 2.58%, while Timothy Plan Defensive Strategies Fund (TPDAX) has a volatility of 3.96%. This indicates that VGYAX experiences smaller price fluctuations and is considered to be less risky than TPDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VGYAX | TPDAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.58% | 3.96% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 3.73% | 9.87% | -6.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.93% | 12.30% | -6.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.20% | 10.13% | -3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.80% | 9.87% | -3.07% |
Dividends
VGYAX vs. TPDAX - Dividend Comparison
VGYAX's dividend yield for the trailing twelve months is around 4.01%, more than TPDAX's 0.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
VGYAX Vanguard Global Wellesley Income Fund Admiral Shares | 4.01% | 4.01% | 3.90% | 3.15% | 1.54% | 2.40% | 1.99% | 2.26% | 4.36% | 0.30% | 0.00% |
TPDAX Timothy Plan Defensive Strategies Fund | 0.73% | 0.80% | 2.76% | 2.35% | 4.48% | 0.50% | 0.00% | 2.89% | 2.69% | 0.13% | 0.33% |