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Thrivent Low Volatility Equity Fund (TLVOX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS88588R3030
CUSIP88588R303
IssuerThrivent
Inception DateFeb 27, 2017
CategoryGlobal Equities
Min. Investment$2,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

TLVOX has a high expense ratio of 0.95%, indicating higher-than-average management fees.


Expense ratio chart for TLVOX: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

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.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Thrivent Low Volatility Equity 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
13.58%
16.00%
TLVOX (Thrivent Low Volatility Equity Fund)
Benchmark (^GSPC)

Returns By Period

Thrivent Low Volatility Equity Fund had a return of 14.68% year-to-date (YTD) and 38.33% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date14.68%22.85%
1 month0.70%4.16%
6 months12.95%15.77%
1 year38.33%35.40%
5 years (annualized)27.75%14.46%
10 years (annualized)N/A12.04%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.92%1.49%2.09%-3.57%2.76%1.00%4.17%3.57%0.35%14.68%
20232.24%-3.41%4.11%2.50%-4.09%3.61%0.87%-1.49%-2.87%-1.15%5.14%16.25%22.13%
2022-4.90%-1.82%2.94%-4.43%-0.94%-4.99%4.50%-3.91%-7.81%6.76%6.58%4.73%-4.63%
2021-1.85%-1.31%4.99%3.33%1.99%1.35%3.19%2.01%-4.16%4.12%-1.70%47.76%65.74%
20201.30%-7.91%-11.45%7.84%2.72%0.35%3.53%3.32%-1.07%-3.58%6.04%10.66%9.95%
20195.84%2.57%1.80%0.97%-1.66%4.44%-0.43%1.37%1.68%1.00%1.23%36.23%63.82%
20183.75%-3.52%-0.64%-0.27%0.18%-0.65%3.43%0.80%1.33%-4.91%3.04%-6.95%-4.91%
2017-0.00%1.00%2.07%-0.10%1.26%0.86%0.94%1.88%2.67%-0.84%10.11%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of TLVOX is 93, placing it in the top 7% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of TLVOX is 9393
Combined Rank
The Sharpe Ratio Rank of TLVOX is 9090Sharpe Ratio Rank
The Sortino Ratio Rank of TLVOX is 9393Sortino Ratio Rank
The Omega Ratio Rank of TLVOX is 9292Omega Ratio Rank
The Calmar Ratio Rank of TLVOX is 9696Calmar Ratio Rank
The Martin Ratio Rank of TLVOX is 9494Martin 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 Low Volatility Equity Fund (TLVOX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


TLVOX
Sharpe ratio
The chart of Sharpe ratio for TLVOX, currently valued at 3.27, compared to the broader market0.002.004.003.27
Sortino ratio
The chart of Sortino ratio for TLVOX, currently valued at 6.46, compared to the broader market0.005.0010.006.46
Omega ratio
The chart of Omega ratio for TLVOX, currently valued at 1.88, compared to the broader market1.002.003.004.001.88
Calmar ratio
The chart of Calmar ratio for TLVOX, currently valued at 5.03, compared to the broader market0.005.0010.0015.0020.0025.005.03
Martin ratio
The chart of Martin ratio for TLVOX, currently valued at 30.27, compared to the broader market0.0020.0040.0060.0080.00100.0030.27
^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 Low Volatility Equity Fund Sharpe ratio is 3.27. 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 Low Volatility Equity 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
3.27
2.78
TLVOX (Thrivent Low Volatility Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Thrivent Low Volatility Equity Fund granted a 14.39% dividend yield in the last twelve months. The annual payout for that period amounted to $2.06 per share.


PeriodTTM2023202220212020201920182017
Dividend$2.06$2.06$1.12$4.70$1.11$3.42$0.13$0.13

Dividend yield

14.39%16.50%9.30%33.92%8.91%27.70%1.28%1.15%

Monthly Dividends

The table displays the monthly dividend distributions for Thrivent Low Volatility Equity 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$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.06$2.06
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.12$1.12
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.70$4.70
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.11$1.11
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.42$3.42
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
2017$0.13$0.13

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
TLVOX (Thrivent Low Volatility Equity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Thrivent Low Volatility Equity 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 Low Volatility Equity Fund was 31.05%, occurring on Mar 23, 2020. Recovery took 183 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.05%Feb 20, 202023Mar 23, 2020183Dec 10, 2020206
-20.68%Dec 30, 2021198Oct 12, 2022125Apr 13, 2023323
-13.23%Jan 29, 2018229Dec 24, 201865Mar 29, 2019294
-7.63%Jul 26, 202367Oct 27, 202332Dec 13, 202399
-5.92%Sep 7, 202120Oct 4, 202147Dec 9, 202167

Volatility

Volatility Chart

The current Thrivent Low Volatility Equity Fund volatility is 2.06%, 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
2.06%
2.86%
TLVOX (Thrivent Low Volatility Equity Fund)
Benchmark (^GSPC)