Thrivent Small Cap Stock Fund (AASMX) Sharpe Ratio: 0.45

AASMX's Sharpe Ratio of 0.45 indicates that for each unit of volatility, it generates 0.45 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

AASMX Sharpe Ratio Rank

Concerning

AASMX ranks above 17.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Weak risk-adjusted returns relative to category peers
Evaluate whether this holding aligns with your risk-return objectives
Consider reducing exposure or re-evaluating position size
Review higher-ranked alternatives in the same category

AASMX Sharpe Ratio Market Positioning

The chart shows AASMX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.65 or lower
Yellow zone (middle 50%): 0.65 to 1.36
Green zone (top 25%): 1.36 or higher
Top 1%: 3.59+
Median: 1.00 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Thrivent Small Cap Stock Fund's Sharpe Ratio with other mutual funds in the Small Cap Blend Equities category across multiple time periods, showing how AASMX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 1, 2026.

Symbol	Name	1Y Sharpe Ratio
AUERX	Auer Growth Fund	1.88
DFISX	DFA International Small Company Portfolio	1.66
RYOTX	Royce Micro Cap Series Fund	1.53
WESCX	TETON Westwood SmallCap Equity Fund	1.53
PRSVX	T. Rowe Price Small-Cap Value Fund	1.29
LMSIX	Franklin U.S. Small Cap Equity Fund	1.28
FSOPX	Fidelity Series Small Cap Opportunities Fund	1.26
TNVIX	1290 GAMCO Small/Mid Cap Value Fund	1.22
WEMMX	TETON Westwood Mighty Mites Fund	1.21
AFMCX	Acuitas US Microcap Fund	1.21
AASMX	Thrivent Small Cap Stock Fund	0.45

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows AASMX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when AASMX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore AASMX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

AASMX Sortino Ratio