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Thrivent Moderate Allocation Fund (THMAX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS8858823169
CUSIP885882316
IssuerThrivent
Inception DateJun 29, 2005
CategoryDiversified Portfolio
Min. Investment$2,000
Asset ClassMulti-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

THMAX features an expense ratio of 0.79%, falling within the medium range.


Expense ratio chart for THMAX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: THMAX vs. FNILX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Thrivent Moderate Allocation Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
11.26%
16.00%
THMAX (Thrivent Moderate Allocation Fund)
Benchmark (^GSPC)

Returns By Period

Thrivent Moderate Allocation Fund had a return of 13.82% year-to-date (YTD) and 24.38% in the last 12 months. Over the past 10 years, Thrivent Moderate Allocation Fund had an annualized return of 6.19%, while the S&P 500 had an annualized return of 12.04%, indicating that Thrivent Moderate Allocation Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date13.82%22.85%
1 month2.42%4.16%
6 months10.89%15.77%
1 year24.38%35.40%
5 years (annualized)7.85%14.46%
10 years (annualized)6.19%12.04%

Monthly Returns

The table below presents the monthly returns of THMAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.67%2.74%2.43%-3.57%3.17%1.69%1.77%1.93%1.75%13.82%
20235.75%-2.29%1.44%0.80%-1.15%4.39%2.30%-1.64%-3.44%-2.53%6.96%4.75%15.69%
2022-4.30%-1.89%0.86%-6.65%-0.07%-6.51%6.59%-2.98%-7.13%4.51%4.69%-3.69%-16.43%
2021-0.92%1.65%0.97%3.42%0.62%1.14%1.60%1.45%-2.67%3.56%-1.72%2.42%11.95%
20200.14%-3.92%-8.97%7.10%3.66%1.78%3.62%3.21%-1.78%-1.31%7.56%2.66%13.29%
20195.53%1.90%1.12%2.22%-3.11%4.25%0.36%-0.43%0.86%1.07%1.84%1.62%18.35%
20182.48%-2.71%-0.63%0.44%0.88%-0.04%1.61%1.30%-0.06%-4.57%0.82%-4.30%-4.94%
20171.26%1.79%0.23%1.22%0.83%0.47%1.27%0.37%1.35%0.87%1.08%-1.82%9.24%
2016-3.18%-0.52%4.59%1.25%0.90%-0.22%2.86%0.56%0.56%-1.26%1.68%0.40%7.67%
2015-0.23%3.05%-0.34%0.84%-0.08%-1.38%0.85%-3.51%-2.21%4.79%0.08%-6.97%-5.48%
2014-1.10%3.02%0.01%0.08%1.47%1.45%-1.51%2.44%-2.16%1.30%1.06%-0.57%5.47%
20132.78%0.25%1.78%1.33%0.49%-1.98%3.50%-1.61%3.08%2.63%0.93%-1.34%12.29%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of THMAX is 74, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of THMAX is 7474
Combined Rank
The Sharpe Ratio Rank of THMAX is 7878Sharpe Ratio Rank
The Sortino Ratio Rank of THMAX is 7575Sortino Ratio Rank
The Omega Ratio Rank of THMAX is 7676Omega Ratio Rank
The Calmar Ratio Rank of THMAX is 6262Calmar Ratio Rank
The Martin Ratio Rank of THMAX is 7777Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Thrivent Moderate Allocation Fund (THMAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


THMAX
Sharpe ratio
The chart of Sharpe ratio for THMAX, currently valued at 2.82, compared to the broader market0.002.004.002.82
Sortino ratio
The chart of Sortino ratio for THMAX, currently valued at 4.06, compared to the broader market0.005.0010.004.06
Omega ratio
The chart of Omega ratio for THMAX, currently valued at 1.55, compared to the broader market1.002.003.004.001.55
Calmar ratio
The chart of Calmar ratio for THMAX, currently valued at 1.59, compared to the broader market0.005.0010.0015.0020.0025.001.59
Martin ratio
The chart of Martin ratio for THMAX, currently valued at 17.53, compared to the broader market0.0020.0040.0060.0080.00100.0017.53
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.002.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.70, compared to the broader market0.005.0010.003.70
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.002.003.004.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.45, compared to the broader market0.005.0010.0015.0020.0025.002.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.98, compared to the broader market0.0020.0040.0060.0080.00100.0016.98

Sharpe Ratio

The current Thrivent Moderate Allocation Fund Sharpe ratio is 2.82. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Thrivent Moderate Allocation Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.82
2.78
THMAX (Thrivent Moderate Allocation Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Thrivent Moderate Allocation Fund granted a 2.79% dividend yield in the last twelve months. The annual payout for that period amounted to $0.47 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.47$0.44$0.18$1.01$0.61$0.73$0.55$0.19$0.16$0.14$0.61$0.19

Dividend yield

2.79%2.96%1.39%6.31%4.00%5.24%4.38%1.40%1.29%1.20%4.77%1.49%

Monthly Dividends

The table displays the monthly dividend distributions for Thrivent Moderate Allocation Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.18
2023$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.28$0.44
2022$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.10$0.18
2021$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.02$0.00$0.00$0.95$1.01
2020$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.52$0.61
2019$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.62$0.73
2018$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.43$0.55
2017$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.09$0.19
2016$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.07$0.16
2015$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.06$0.14
2014$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.52$0.61
2013$0.02$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.11$0.19

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober00
THMAX (Thrivent Moderate Allocation Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Thrivent Moderate Allocation Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Thrivent Moderate Allocation Fund was 41.90%, occurring on Mar 9, 2009. Recovery took 453 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.9%Oct 15, 2007351Mar 9, 2009453Dec 22, 2010804
-22.31%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-21.48%Nov 10, 2021234Oct 14, 2022349Mar 7, 2024583
-15.99%Apr 27, 2015202Feb 11, 2016254Feb 14, 2017456
-14.9%May 2, 2011108Oct 3, 2011219Aug 16, 2012327

Volatility

Volatility Chart

The current Thrivent Moderate Allocation Fund volatility is 1.82%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
1.82%
2.86%
THMAX (Thrivent Moderate Allocation Fund)
Benchmark (^GSPC)