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AALGX vs. ^NDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between AALGX and ^NDX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

AALGX vs. ^NDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Global Stock Fund (AALGX) and NASDAQ 100 (^NDX). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%JulyAugustSeptemberOctoberNovemberDecember
221.88%
10,332.02%
AALGX
^NDX

Key characteristics

Sharpe Ratio

AALGX:

0.45

^NDX:

1.58

Sortino Ratio

AALGX:

0.61

^NDX:

2.12

Omega Ratio

AALGX:

1.11

^NDX:

1.29

Calmar Ratio

AALGX:

0.28

^NDX:

2.11

Martin Ratio

AALGX:

2.56

^NDX:

7.52

Ulcer Index

AALGX:

2.66%

^NDX:

3.80%

Daily Std Dev

AALGX:

15.20%

^NDX:

18.07%

Max Drawdown

AALGX:

-67.94%

^NDX:

-82.90%

Current Drawdown

AALGX:

-19.36%

^NDX:

-3.65%

Returns By Period

In the year-to-date period, AALGX achieves a 4.65% return, which is significantly lower than ^NDX's 26.53% return. Over the past 10 years, AALGX has underperformed ^NDX with an annualized return of 1.68%, while ^NDX has yielded a comparatively higher 17.44% annualized return.


AALGX

YTD

4.65%

1M

-9.99%

6M

-4.35%

1Y

5.49%

5Y*

2.81%

10Y*

1.68%

^NDX

YTD

26.53%

1M

3.01%

6M

8.06%

1Y

27.04%

5Y*

19.69%

10Y*

17.44%

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Risk-Adjusted Performance

AALGX vs. ^NDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Global Stock Fund (AALGX) and NASDAQ 100 (^NDX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for AALGX, currently valued at 0.45, compared to the broader market-1.000.001.002.003.004.000.451.58
The chart of Sortino ratio for AALGX, currently valued at 0.61, compared to the broader market-2.000.002.004.006.008.0010.000.612.12
The chart of Omega ratio for AALGX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.003.501.111.29
The chart of Calmar ratio for AALGX, currently valued at 0.28, compared to the broader market0.002.004.006.008.0010.0012.0014.000.282.11
The chart of Martin ratio for AALGX, currently valued at 2.56, compared to the broader market0.0020.0040.0060.002.567.52
AALGX
^NDX

The current AALGX Sharpe Ratio is 0.45, which is lower than the ^NDX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of AALGX and ^NDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.45
1.58
AALGX
^NDX

Drawdowns

AALGX vs. ^NDX - Drawdown Comparison

The maximum AALGX drawdown since its inception was -67.94%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for AALGX and ^NDX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.36%
-3.65%
AALGX
^NDX

Volatility

AALGX vs. ^NDX - Volatility Comparison

Thrivent Global Stock Fund (AALGX) has a higher volatility of 10.88% compared to NASDAQ 100 (^NDX) at 5.35%. This indicates that AALGX's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
10.88%
5.35%
AALGX
^NDX
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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.

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