PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Thrivent Low Volatility Equity Fund (TLVOX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US88588R3030

CUSIP

88588R303

Issuer

Thrivent

Inception Date

Feb 27, 2017

Min. Investment

$2,000

Asset Class

Equity

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


Loading data...

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.


-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-9.87%
7.29%
TLVOX (Thrivent Low Volatility Equity Fund)
Benchmark (^GSPC)

Returns By Period

Thrivent Low Volatility Equity Fund had a return of -4.81% year-to-date (YTD) and -3.74% in the last 12 months.


TLVOX

YTD

-4.81%

1M

0.00%

6M

-9.46%

1Y

-3.74%

5Y*

2.12%

10Y*

N/A

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

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%-16.82%0.00%-4.81%
20232.24%-3.41%4.11%2.50%-4.09%3.61%0.87%-1.49%-2.87%-1.15%5.14%1.20%6.32%
2022-4.90%-2.20%3.33%-4.43%-0.94%-4.99%4.50%-3.91%-7.81%6.76%6.58%-3.17%-11.83%
2021-1.85%-1.31%4.99%3.33%1.99%1.35%3.19%2.01%-4.16%4.12%-1.70%0.70%12.95%
20201.29%-7.91%-11.45%7.84%2.72%0.35%3.52%3.32%-1.07%-3.58%6.05%10.66%9.94%
20195.84%2.58%1.79%0.97%-1.66%4.44%-0.42%1.37%1.68%0.99%1.23%1.24%21.74%
20183.75%-3.52%-0.64%-0.28%0.18%-0.46%3.23%0.81%1.33%-4.91%3.04%-6.95%-4.91%
20170.00%0.99%2.07%-0.10%1.26%0.86%0.95%1.87%2.67%-0.84%10.11%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of TLVOX is 4, meaning it’s performing worse than 96% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of TLVOX is 44
Overall Rank
The Sharpe Ratio Rank of TLVOX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of TLVOX is 55
Sortino Ratio Rank
The Omega Ratio Rank of TLVOX is 33
Omega Ratio Rank
The Calmar Ratio Rank of TLVOX is 33
Calmar Ratio Rank
The Martin Ratio Rank of TLVOX is 55
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for TLVOX, currently valued at -0.19, compared to the broader market-1.000.001.002.003.004.00-0.191.90
The chart of Sortino ratio for TLVOX, currently valued at -0.10, compared to the broader market-2.000.002.004.006.008.0010.00-0.102.54
The chart of Omega ratio for TLVOX, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.003.500.961.35
The chart of Calmar ratio for TLVOX, currently valued at -0.20, compared to the broader market0.005.0010.0015.00-0.202.81
The chart of Martin ratio for TLVOX, currently valued at -0.50, compared to the broader market0.0020.0040.0060.00-0.5012.39
TLVOX
^GSPC

The current Thrivent Low Volatility Equity Fund Sharpe ratio is -0.19. 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.19
1.90
TLVOX (Thrivent Low Volatility Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Thrivent Low Volatility Equity Fund provided a 2.96% dividend yield over the last twelve months, with an annual payout of $0.35 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.202017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017
Dividend$0.35$0.35$0.17$0.15$1.11$0.14$0.13$0.13

Dividend yield

2.96%2.81%1.39%1.06%8.91%1.16%1.29%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$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$0.35$0.35
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.15
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$0.14$0.14
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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.34%
-3.58%
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.

The current Thrivent Low Volatility Equity Fund drawdown is 17.34%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.05%Feb 20, 202023Mar 23, 2020183Dec 10, 2020206
-22.5%Sep 7, 2021278Oct 12, 2022439Jul 17, 2024717
-17.34%Oct 21, 20243Oct 23, 2024
-13.23%Jan 29, 2018229Dec 24, 201865Mar 29, 2019294
-5.18%Feb 16, 202113Mar 4, 202112Mar 22, 202125

Volatility

Volatility Chart

The current Thrivent Low Volatility Equity Fund volatility is 0.00%, 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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember0
3.64%
TLVOX (Thrivent Low Volatility Equity Fund)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab