PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AASCX vs. AAAGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AASCX and AAAGX is 0.86, 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.


-0.50.00.51.00.9

Performance

AASCX vs. AAAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Mid Cap Stock Fund (AASCX) and Thrivent Large Cap Growth Fund (AAAGX). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%110.00%JulyAugustSeptemberOctoberNovemberDecember
69.27%
87.52%
AASCX
AAAGX

Key characteristics

Sharpe Ratio

AASCX:

0.56

AAAGX:

1.40

Sortino Ratio

AASCX:

0.86

AAAGX:

1.81

Omega Ratio

AASCX:

1.11

AAAGX:

1.28

Calmar Ratio

AASCX:

0.37

AAAGX:

1.00

Martin Ratio

AASCX:

2.10

AAAGX:

8.02

Ulcer Index

AASCX:

4.22%

AAAGX:

3.10%

Daily Std Dev

AASCX:

15.91%

AAAGX:

17.77%

Max Drawdown

AASCX:

-64.94%

AAAGX:

-72.83%

Current Drawdown

AASCX:

-16.56%

AAAGX:

-9.11%

Returns By Period

In the year-to-date period, AASCX achieves a 6.75% return, which is significantly lower than AAAGX's 22.91% return. Over the past 10 years, AASCX has underperformed AAAGX with an annualized return of 3.81%, while AAAGX has yielded a comparatively higher 8.39% annualized return.


AASCX

YTD

6.75%

1M

-6.49%

6M

2.46%

1Y

7.28%

5Y*

4.97%

10Y*

3.81%

AAAGX

YTD

22.91%

1M

-4.48%

6M

3.26%

1Y

23.32%

5Y*

9.70%

10Y*

8.39%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AASCX vs. AAAGX - Expense Ratio Comparison

AASCX has a 0.98% expense ratio, which is lower than AAAGX's 1.03% expense ratio.


AAAGX
Thrivent Large Cap Growth Fund
Expense ratio chart for AAAGX: current value at 1.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.03%
Expense ratio chart for AASCX: current value at 0.98% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.98%

Risk-Adjusted Performance

AASCX vs. AAAGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Mid Cap Stock Fund (AASCX) and Thrivent Large Cap Growth Fund (AAAGX). 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 AASCX, currently valued at 0.56, compared to the broader market-1.000.001.002.003.004.000.561.40
The chart of Sortino ratio for AASCX, currently valued at 0.86, compared to the broader market-2.000.002.004.006.008.0010.000.861.81
The chart of Omega ratio for AASCX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.003.501.111.28
The chart of Calmar ratio for AASCX, currently valued at 0.37, compared to the broader market0.002.004.006.008.0010.0012.0014.000.371.00
The chart of Martin ratio for AASCX, currently valued at 2.10, compared to the broader market0.0020.0040.0060.002.108.02
AASCX
AAAGX

The current AASCX Sharpe Ratio is 0.56, which is lower than the AAAGX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of AASCX and AAAGX, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.56
1.40
AASCX
AAAGX

Dividends

AASCX vs. AAAGX - Dividend Comparison

AASCX's dividend yield for the trailing twelve months is around 0.30%, while AAAGX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
AASCX
Thrivent Mid Cap Stock Fund
0.30%0.32%0.22%0.00%0.09%0.17%0.20%0.00%0.10%0.16%0.22%0.00%
AAAGX
Thrivent Large Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.05%

Drawdowns

AASCX vs. AAAGX - Drawdown Comparison

The maximum AASCX drawdown since its inception was -64.94%, smaller than the maximum AAAGX drawdown of -72.83%. Use the drawdown chart below to compare losses from any high point for AASCX and AAAGX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.56%
-9.11%
AASCX
AAAGX

Volatility

AASCX vs. AAAGX - Volatility Comparison

The current volatility for Thrivent Mid Cap Stock Fund (AASCX) is 6.85%, while Thrivent Large Cap Growth Fund (AAAGX) has a volatility of 8.69%. This indicates that AASCX experiences smaller price fluctuations and is considered to be less risky than AAAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.85%
8.69%
AASCX
AAAGX
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