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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Thrivent International Allocation 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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Returns By Period
Thrivent International Allocation Fund (TWAAX) has returned -1.83% so far this year and 20.62% over the past 12 months. Over the last ten years, TWAAX has returned 6.68% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Thrivent International Allocation Fund
- 1D
- -0.24%
- 1M
- -11.67%
- YTD
- -1.83%
- 6M
- 2.17%
- 1Y
- 20.62%
- 3Y*
- 13.18%
- 5Y*
- 6.80%
- 10Y*
- 6.68%
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%
Monthly Returns
Based on dividend-adjusted daily data since Mar 3, 2008, TWAAX's average daily return is +0.02%, while the average monthly return is +0.41%. At this rate, your investment would double in approximately 14.1 years.
Historically, 57% of months were positive and 43% were negative. The best month was May 2009 with a return of +12.6%, while the worst month was Oct 2008 at -22.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.
On a daily basis, TWAAX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +9.3%, while the worst single day was Mar 12, 2020 at -11.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.57% | 5.28% | -11.67% | -1.83% | |||||||||
| 2025 | 4.08% | 1.96% | -0.09% | 3.85% | 4.68% | 3.12% | -1.72% | 4.08% | 2.96% | 0.23% | 0.70% | 3.12% | 30.28% |
| 2024 | -0.79% | 2.78% | 2.60% | -3.38% | 4.96% | -1.30% | 3.00% | 3.19% | 0.62% | -4.04% | -0.55% | -2.83% | 3.86% |
| 2023 | 8.10% | -3.02% | 2.68% | 1.78% | -3.80% | 5.02% | 3.15% | -3.84% | -3.38% | -3.29% | 8.44% | 5.63% | 17.51% |
| 2022 | -4.77% | -1.89% | -0.96% | -6.71% | 1.25% | -9.27% | 4.99% | -5.41% | -10.29% | 5.61% | 12.06% | -2.64% | -18.59% |
| 2021 | -1.03% | 2.46% | 2.68% | 3.24% | 3.58% | -0.67% | 1.44% | 1.76% | -3.70% | 3.50% | -4.29% | 4.56% | 13.88% |
Benchmark Metrics
Thrivent International Allocation Fund has an annualized alpha of -3.08%, beta of 0.77, and R² of 0.73 versus S&P 500 Index. Calculated based on daily prices since March 04, 2008.
- This fund participated in 99.80% of S&P 500 Index downside but only 76.31% of its upside — more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -3.08% versus S&P 500 Index — delivering less than market exposure alone would predict.
- Alpha
- -3.08%
- Beta
- 0.77
- R²
- 0.73
- Upside Capture
- 76.31%
- Downside Capture
- 99.80%
Expense Ratio
TWAAX has a high expense ratio of 1.20%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
TWAAX ranks 64 for risk / return — better than 64% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Thrivent International Allocation Fund (TWAAX) and compare them to a chosen benchmark (S&P 500 Index).
| TWAAX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 0.90 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.39 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 1.40 | +0.14 |
Martin ratioReturn relative to average drawdown | 6.15 | 6.61 | -0.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore TWAAX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Thrivent International Allocation Fund provided a 6.71% dividend yield over the last twelve months, with an annual payout of $0.83 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.83 | $0.83 | $0.27 | $0.28 | $0.15 | $1.02 | $0.13 | $0.22 | $0.49 | $0.23 | $0.19 |
Dividend yield | 6.71% | 6.59% | 2.66% | 2.72% | 1.72% | 9.19% | 1.25% | 2.15% | 5.56% | 2.08% | 2.00% |
Monthly Dividends
The table displays the monthly dividend distributions for Thrivent International Allocation Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.83 | $0.83 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.27 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 | $0.28 |
| 2022 | $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 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.02 | $1.02 |
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 International Allocation 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 International Allocation Fund was 54.24%, occurring on Mar 9, 2009. Recovery took 1163 trading sessions.
The current Thrivent International Allocation Fund drawdown is 11.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.24% | May 19, 2008 | 203 | Mar 9, 2009 | 1163 | Oct 18, 2013 | 1366 |
| -38.87% | Jan 29, 2018 | 541 | Mar 23, 2020 | 201 | Jan 7, 2021 | 742 |
| -33.71% | Dec 10, 2021 | 211 | Oct 12, 2022 | 472 | Aug 29, 2024 | 683 |
| -22.92% | Jul 7, 2014 | 405 | Feb 11, 2016 | 310 | May 5, 2017 | 715 |
| -12.95% | Mar 20, 2025 | 14 | Apr 8, 2025 | 13 | Apr 28, 2025 | 27 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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