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ISIN
US88588R6009
CUSIP
88588R600
Issuer
Thrivent
Inception Date
Feb 27, 2018
Min. Investment
$2,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

THMBX Performance Chart

Thrivent High Income Municipal Bond Fund (THMBX) is up 2.8% since the beginning of the year. THMBX is currently trading at $10 per share. Investors who bought $1,000 worth of THMBX shares 5 years ago would now be looking at an investment worth $1,029.


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S&P 500 Index

Returns By Period

Thrivent High Income Municipal Bond Fund (THMBX) has returned 2.76% so far this year and 8.56% over the past 12 months.


Thrivent High Income Municipal Bond Fund

1D
0.10%
1M
2.05%
YTD
2.76%
6M
3.28%
1Y
8.56%
3Y*
5.16%
5Y*
0.57%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

THMBX Monthly Returns History

Based on dividend-adjusted daily data since Mar 26, 2018, THMBX's average daily return is +0.01%, while the average monthly return is +0.26%. At this rate, an investment would double in approximately 22.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2023 with a return of +7.8%, while the worst month was Mar 2020 at -11.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, THMBX closed higher 39% of trading days. The best single day was Mar 25, 2020 with a return of +4.3%, while the worst single day was Mar 19, 2020 at -5.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.47%1.39%-1.81%1.54%0.77%0.42%2.76%
20250.25%1.15%-1.81%-1.54%-0.71%0.60%-1.14%0.69%3.69%1.43%0.33%-0.03%2.83%
20240.58%0.43%0.53%-1.21%1.00%2.33%1.00%0.85%1.27%-1.29%1.77%-1.48%5.85%
20234.16%-2.79%1.52%0.00%-0.63%1.29%0.43%-1.28%-3.29%-2.61%7.81%2.72%7.01%
2022-2.88%-1.02%-4.03%-4.81%1.39%-4.07%3.99%-2.82%-6.02%-1.64%6.67%-0.36%-15.19%
20211.92%-1.53%0.82%1.51%1.68%1.10%1.20%-0.42%-1.07%-0.35%1.39%0.24%6.59%

Benchmark Metrics

Thrivent High Income Municipal Bond Fund has an annualized alpha of 2.28%, beta of 0.05, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since March 26, 2018.

  • This fund participated in 34.47% of S&P 500 Index downside but only 21.77% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.05 may look defensive, but with R2 of 0.03 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.03 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.28%
Beta
0.05
0.03
Upside Capture
21.77%
Downside Capture
34.47%

Expense Ratio

THMBX has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

THMBX ranks 80 for risk / return — better than 80% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


THMBX Risk / Return Rank: 8080
Overall Rank
THMBX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
THMBX Sortino Ratio Rank: 9191
Sortino Ratio Rank
THMBX Omega Ratio Rank: 9191
Omega Ratio Rank
THMBX Calmar Ratio Rank: 7373
Calmar Ratio Rank
THMBX Martin Ratio Rank: 6060
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Thrivent High Income Municipal Bond Fund (THMBX) and compare them to S&P 500 Index.

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.


THMBXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+1.43

Omega ratioGain probability vs. loss probability

1.63

1.37

+0.26

Calmar ratioReturn relative to maximum drawdown

3.17

2.78

+0.38

Martin ratioReturn relative to average drawdown

11.19

12.44

-1.25

Dividends

Dividend History

Thrivent High Income Municipal Bond Fund provided a 4.29% dividend yield over the last twelve months, with an annual payout of $0.41 per share. The fund has been increasing its distributions for 2 consecutive years.


3.00%3.50%4.00%$0.00$0.10$0.20$0.30$0.4020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.41$0.41$0.39$0.27$0.28$0.31$0.31$0.31$0.28

Dividend yield

4.29%4.31%4.10%2.81%3.11%2.77%2.92%2.93%2.78%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.03$0.03$0.04$0.03$0.03$0.00$0.17
2025$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.03$0.03$0.04$0.41
2024$0.04$0.03$0.03$0.04$0.03$0.03$0.04$0.03$0.03$0.03$0.03$0.03$0.39
2023$0.03$0.03$0.03$0.00$0.03$0.03$0.03$0.03$0.03$0.00$0.03$0.00$0.27
2022$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.02$0.03$0.03$0.03$0.28
2021$0.03$0.02$0.03$0.03$0.03$0.03$0.02$0.02$0.02$0.02$0.02$0.03$0.31

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Thrivent High Income Municipal Bond 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 High Income Municipal Bond Fund was 21.08%, occurring on Oct 25, 2022. Recovery took 837 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-21.08%Oct 2022
1y 2mo3y 4mo
4y 6moAug 2021 - Feb 2026
COVID crash2020
-18.10%Mar 2020
18d10mo 1d
10mo 19dMar 2020 - Jan 2021
2026 pullback2026
-2.71%Mar 2026
25d2mo 3d
2mo 28dMar 2026 - May 2026
Rate-hike selloffLate 2018
-2.51%Nov 2018
3mo 18d2mo
5mo 18dJul 2018 - Jan 2019
2021 pullback2021
-2.29%Feb 2021
8d2mo 1d
2mo 9dFeb 2021 - Apr 2021

Drawdown Indicators


THMBXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-21.08%

-56.78%

+35.70%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-9.10%

+6.39%

Max Drawdown (3Y)

Largest decline over 3 years

-7.31%

-18.90%

+11.59%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

-25.43%

+4.35%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-5.36%

-10.71%

+5.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

2.03%

-1.26%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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