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Thrivent Small Cap Stock Fund Class S (TSCSX) Sharpe Ratio: 0.46

TSCSX's Sharpe Ratio of 0.46 indicates that for each unit of volatility, it generates 0.46 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

TSCSX Sharpe Ratio Rank

TSCSX Sharpe Ratio Rank: 18.118
Concerning

TSCSX ranks above 18.1% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

TSCSX Sharpe Ratio Market Positioning

The chart shows TSCSX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.66 or lower
  • Yellow zone (middle 50%): 0.66 to 1.37
  • Green zone (top 25%): 1.37 or higher
  • Top 1%: 3.60+
  • Median: 0.99 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Thrivent Small Cap Stock Fund Class S's Sharpe Ratio with other mutual funds in the Small Cap Blend Equities category across multiple time periods, showing how TSCSX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
AUERXAuer Growth Fund1.88
DFISXDFA International Small Company Portfolio1.66
RYOTXRoyce Micro Cap Series Fund1.53
WESCXTETON Westwood SmallCap Equity Fund1.53
PRSVXT. Rowe Price Small-Cap Value Fund1.29
LMSIXFranklin U.S. Small Cap Equity Fund1.28
FSOPXFidelity Series Small Cap Opportunities Fund1.26
TNVIX1290 GAMCO Small/Mid Cap Value Fund1.22
WEMMXTETON Westwood Mighty Mites Fund1.21
AFMCXAcuitas US Microcap Fund1.21
TSCSXThrivent Small Cap Stock Fund Class S0.46

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows TSCSX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when TSCSX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore TSCSX risk-adjusted metrics in detail

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

TSCSX Sortino Ratio