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AAMBX vs. SWAGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAMBX vs. SWAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Municipal Bond Fund (AAMBX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAMBX achieves a 0.78% return, which is significantly higher than SWAGX's -0.73% return.


AAMBX

1D
-0.20%
1M
-2.06%
6M
0.49%
YTD
0.78%
1Y
6.18%
3Y*
3.23%
5Y*
0.14%
10Y*
1.57%
ALL TIME*
2.75%

SWAGX

1D
0.00%
1M
-1.24%
6M
-0.96%
YTD
-0.73%
1Y
1.77%
3Y*
3.63%
5Y*
-0.63%
10Y*
ALL TIME*
1.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

AAMBX vs. SWAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AAMBX
Thrivent Municipal Bond Fund
0.78%3.39%2.70%6.18%-10.93%1.99%4.78%7.38%0.32%3.97%
SWAGX
Schwab U.S. Aggregate Bond Index Fund
-0.73%7.11%1.38%5.46%-13.62%-2.29%7.39%8.64%-0.11%2.62%

Correlation

The correlation between AAMBX and SWAGX is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.58

Correlation (3Y)
Balances recent behavior with more history.

0.64

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.58

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2017

0.56

The correlation between AAMBX and SWAGX has been stable across timeframes, ranging from 0.56 to 0.64 - a consistent structural relationship.

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Return for Risk

AAMBX vs. SWAGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AAMBX
AAMBX Risk / Return Rank: 8181
Overall Rank
AAMBX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
AAMBX Sortino Ratio Rank: 8989
Sortino Ratio Rank
AAMBX Omega Ratio Rank: 9191
Omega Ratio Rank
AAMBX Calmar Ratio Rank: 7171
Calmar Ratio Rank
AAMBX Martin Ratio Rank: 6666
Martin Ratio Rank

SWAGX
SWAGX Risk / Return Rank: 2121
Overall Rank
SWAGX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SWAGX Sortino Ratio Rank: 2222
Sortino Ratio Rank
SWAGX Omega Ratio Rank: 2020
Omega Ratio Rank
SWAGX Calmar Ratio Rank: 2121
Calmar Ratio Rank
SWAGX Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AAMBX vs. SWAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Municipal Bond Fund (AAMBX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AAMBXSWAGXDifference
Sharpe ratioReturn per unit of total volatility

+1.38

Sortino ratioReturn per unit of downside risk

+2.18

Omega ratioGain probability vs. loss probability

1.50

1.13

+0.37

Calmar ratioReturn relative to maximum drawdown

2.34

0.96

+1.38

Martin ratioReturn relative to average drawdown

8.32

2.40

+5.93

AAMBX vs. SWAGX - Sharpe Ratio Comparison

The current AAMBX Sharpe Ratio is 2.14, which is higher than the SWAGX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of AAMBX and SWAGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AAMBX vs. SWAGX - Drawdown Comparison

The maximum AAMBX drawdown since its inception was -49.18%, which is greater than SWAGX's maximum drawdown of -19.68%. Use the drawdown chart below to compare losses from any high point for AAMBX and SWAGX.


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Drawdown Indicators


AAMBXSWAGXDifference

Max Drawdown

Largest peak-to-trough decline

-49.18%

-19.68%

-29.50%

Max Drawdown (1Y)

Largest decline over 1 year

-3.13%

-3.05%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-6.43%

-5.01%

-1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-16.17%

-18.76%

+2.59%

Max Drawdown (10Y)

Largest decline over 10 years

-16.17%

Current Drawdown

Current decline from peak

-2.06%

-4.46%

+2.40%

Average Drawdown

Average peak-to-trough decline

-5.19%

-5.65%

+0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

1.22%

-0.34%

Volatility

AAMBX vs. SWAGX - Volatility Comparison

Thrivent Municipal Bond Fund (AAMBX) and Schwab U.S. Aggregate Bond Index Fund (SWAGX) have volatilities of 0.99% and 1.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAMBXSWAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

1.00%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

3.04%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

3.42%

3.90%

-0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.79%

6.09%

-1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.44%

5.09%

-0.65%

AAMBX vs. SWAGX - Expense Ratio Comparison

AAMBX has a 0.74% expense ratio, which is higher than SWAGX's 0.04% expense ratio.


Dividends

AAMBX vs. SWAGX - Dividend Comparison

AAMBX's dividend yield for the trailing twelve months is around 3.28%, less than SWAGX's 3.87% yield.


PositionTTM20252024202320222021202020192018201720162015
AAMBX
Thrivent Municipal Bond Fund
3.28%4.65%3.93%2.58%2.97%2.66%2.80%3.35%3.45%3.40%3.41%3.39%
SWAGX
Schwab U.S. Aggregate Bond Index Fund
3.87%4.02%3.88%3.22%1.93%1.56%2.47%2.87%2.80%1.98%0.00%0.00%

Frequently Asked Questions


AAMBX and SWAGX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SWAGX has higher volatility (1.00%) compared to AAMBX (0.99%). In terms of maximum drawdown, AAMBX dropped -49.18% vs SWAGX's -19.68%.

AAMBX currently has the higher Sharpe Ratio (2.14 vs 0.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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