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Thompson LargeCap Fund (THPGX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US8848913005
CUSIP
884891300
Inception Date
Feb 10, 1992
Min. Investment
$250
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

Thompson LargeCap Fund (THPGX) has returned -4.39% so far this year and 23.66% over the past 12 months. Looking at the last ten years, THPGX has achieved an annualized return of 13.50%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.


Thompson LargeCap Fund

1D
-0.16%
1M
-7.89%
YTD
-4.39%
6M
3.40%
1Y
23.66%
3Y*
16.86%
5Y*
10.19%
10Y*
13.50%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 4, 1993, THPGX's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, your investment would double in approximately 6.6 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +17.4%, while the worst month was Mar 2020 at -19.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 7 months.

On a daily basis, THPGX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +11.6%, while the worst single day was Mar 16, 2020 at -13.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.65%2.11%-7.89%-4.39%
20254.88%-1.95%-4.44%-3.25%5.97%5.96%1.30%3.94%4.57%1.61%3.21%3.13%27.10%
2024-0.75%2.94%4.74%-4.94%3.23%0.87%3.90%1.90%2.17%-1.04%7.43%-3.84%17.14%
202310.29%-2.47%1.20%-0.13%-1.53%7.15%4.42%-5.05%-5.23%-4.81%10.39%7.76%22.06%
2022-1.03%-2.56%0.59%-9.20%2.23%-10.36%8.69%-4.08%-10.00%9.31%7.38%-5.24%-15.78%
20212.34%7.90%4.49%2.91%2.69%-0.40%-0.03%3.24%-5.49%4.86%-2.40%5.64%28.09%

Benchmark Metrics

Thompson LargeCap Fund has an annualized alpha of 1.09%, beta of 1.00, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since January 05, 1993.

  • This fund captured 109.35% of S&P 500 Index gains and 104.82% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.00 and R² of 0.87, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.09%
Beta
1.00
0.87
Upside Capture
109.35%
Downside Capture
104.82%

Expense Ratio

THPGX has a high expense ratio of 0.99%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

THPGX ranks 75 for risk / return — better than 75% 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.


THPGX Risk / Return Rank: 7575
Overall Rank
THPGX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
THPGX Sortino Ratio Rank: 7676
Sortino Ratio Rank
THPGX Omega Ratio Rank: 7777
Omega Ratio Rank
THPGX Calmar Ratio Rank: 7171
Calmar Ratio Rank
THPGX Martin Ratio Rank: 7878
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 Thompson LargeCap Fund (THPGX) and compare them to a chosen benchmark (S&P 500 Index).


THPGXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.35

0.90

+0.45

Sortino ratio

Return per unit of downside risk

1.93

1.39

+0.54

Omega ratio

Gain probability vs. loss probability

1.30

1.21

+0.09

Calmar ratio

Return relative to maximum drawdown

1.68

1.40

+0.28

Martin ratio

Return relative to average drawdown

7.60

6.61

+1.00

Explore THPGX risk-adjusted metrics in detail

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

Dividends

Dividend History

Thompson LargeCap Fund provided a 5.86% dividend yield over the last twelve months, with an annual payout of $6.73 per share.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%$0.00$2.00$4.00$6.00$8.00$10.00$12.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$6.73$6.73$11.95$8.00$4.30$5.25$0.78$2.08$0.52$0.55$0.46$0.35

Dividend yield

5.86%5.60%11.97%8.38%5.06%4.95%0.90%2.73%0.89%0.82%0.80%0.72%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.73$6.73
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$11.95$11.95
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$8.00$8.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.30$4.30
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.25$5.25

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 Thompson LargeCap 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 Thompson LargeCap Fund was 65.52%, occurring on Mar 9, 2009. Recovery took 1099 trading sessions.

The current Thompson LargeCap Fund drawdown is 8.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.52%Jun 18, 2007435Mar 9, 20091099Jul 19, 20131534
-40.68%Jan 21, 202044Mar 23, 2020161Nov 9, 2020205
-38.81%Mar 20, 2002142Oct 9, 2002307Dec 29, 2003449
-26.49%Jan 18, 2022179Sep 30, 2022310Dec 26, 2023489
-25.59%Apr 23, 1998118Oct 8, 199854Dec 24, 1998172

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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