VKSFX vs. TLVAX
VKSFX (Virtus KAR Small-Mid Cap Value Fund) and TLVAX (Timothy Plan Large/Mid Cap Value Fund) are both Mid Cap Blend Equities funds. Over the past 3 years, VKSFX returned 4.30%/yr vs 12.84%/yr for TLVAX. Their correlation of 0.87 means they have usually moved in the same direction. VKSFX charges 0.94%/yr vs 1.58%/yr for TLVAX.
Performance
VKSFX vs. TLVAX - Performance Comparison
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Returns By Period
In the year-to-date period, VKSFX achieves a 1.89% return, which is significantly lower than TLVAX's 9.45% return.
VKSFX
- 1D
- -0.20%
- 1M
- -0.97%
- 6M
- -3.22%
- YTD
- 1.89%
- 1Y
- -1.88%
- 3Y*
- 4.30%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 0.94%
TLVAX
- 1D
- 0.21%
- 1M
- 0.08%
- 6M
- 2.99%
- YTD
- 9.45%
- 1Y
- 9.46%
- 3Y*
- 12.84%
- 5Y*
- 9.43%
- 10Y*
- 11.00%
- ALL TIME*
- 8.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VKSFX vs. TLVAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VKSFX Virtus KAR Small-Mid Cap Value Fund | 1.89% | -3.61% | 10.24% | 16.94% | -20.43% | 4.02% |
TLVAX Timothy Plan Large/Mid Cap Value Fund | 9.45% | 4.80% | 23.59% | 13.21% | -11.70% | 10.00% |
Correlation
The correlation between VKSFX and TLVAX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2021 | 0.87 |
The correlation between VKSFX and TLVAX has been stable across timeframes, ranging from 0.79 to 0.87 - a consistent structural relationship.
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Return for Risk
VKSFX vs. TLVAX — Risk / Return Rank
VKSFX
TLVAX
VKSFX vs. TLVAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Small-Mid Cap Value Fund (VKSFX) and Timothy Plan Large/Mid Cap Value Fund (TLVAX). 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.
| VKSFX | TLVAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.13 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 1.17 | -1.42 |
| Martin ratioReturn relative to average drawdown | -0.45 | 3.40 | -3.86 |
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Drawdowns
VKSFX vs. TLVAX - Drawdown Comparison
The maximum VKSFX drawdown since its inception was -25.46%, smaller than the maximum TLVAX drawdown of -55.23%. Use the drawdown chart below to compare losses from any high point for VKSFX and TLVAX.
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Drawdown Indicators
| VKSFX | TLVAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.46% | -55.23% | +29.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.36% | -7.46% | -3.90% |
Max Drawdown (3Y)Largest decline over 3 years | -20.84% | -14.96% | -5.88% |
Max Drawdown (5Y)Largest decline over 5 years | -25.46% | -20.69% | -4.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.34% | — |
Current DrawdownCurrent decline from peak | -9.60% | -0.92% | -8.68% |
Average DrawdownAverage peak-to-trough decline | -10.65% | -8.18% | -2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.21% | 2.56% | +3.65% |
Volatility
VKSFX vs. TLVAX - Volatility Comparison
Virtus KAR Small-Mid Cap Value Fund (VKSFX) has a higher volatility of 4.86% compared to Timothy Plan Large/Mid Cap Value Fund (TLVAX) at 2.48%. This indicates that VKSFX's price experiences larger fluctuations and is considered to be riskier than TLVAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VKSFX | TLVAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.86% | 2.48% | +2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 8.50% | +1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.66% | 11.78% | +2.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.04% | 16.08% | +1.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.04% | 17.31% | +0.73% |
VKSFX vs. TLVAX - Expense Ratio Comparison
VKSFX has a 0.94% expense ratio, which is lower than TLVAX's 1.58% expense ratio.
Dividends
VKSFX vs. TLVAX - Dividend Comparison
VKSFX's dividend yield for the trailing twelve months is around 0.23%, less than TLVAX's 8.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TLVAX Timothy Plan Large/Mid Cap Value Fund | 8.37% | 9.16% | 20.11% | 0.86% | 5.52% | 4.35% | 3.39% | 11.83% | 10.96% | 6.78% | 1.25% | 12.89% |
VKSFX Virtus KAR Small-Mid Cap Value Fund | 0.23% | 0.23% | 0.54% | 0.70% | 0.46% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VKSFX and TLVAX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VKSFX has higher volatility (4.86%) compared to TLVAX (2.48%). In terms of maximum drawdown, VKSFX dropped -25.46% vs TLVAX's -55.23%.
TLVAX currently has the higher Sharpe Ratio (0.74 vs -0.19), 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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