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AASMX vs. TMAAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AASMX vs. TMAAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Small Cap Stock Fund (AASMX) and Thrivent Moderately Aggressive Allocation Fund Class A (TMAAX). The values are adjusted to include any dividend payments, if applicable.

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AASMX vs. TMAAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AASMX
Thrivent Small Cap Stock Fund
-3.28%2.13%13.02%12.20%-11.24%23.82%22.48%27.55%-10.77%11.70%
TMAAX
Thrivent Moderately Aggressive Allocation Fund Class A
-4.21%15.13%19.29%17.06%-17.79%15.74%14.13%21.47%-6.30%11.50%

Returns By Period

In the year-to-date period, AASMX achieves a -3.28% return, which is significantly higher than TMAAX's -4.21% return. Over the past 10 years, AASMX has outperformed TMAAX with an annualized return of 9.89%, while TMAAX has yielded a comparatively lower 8.73% annualized return.


AASMX

1D
-1.15%
1M
-9.52%
YTD
-3.28%
6M
-1.97%
1Y
9.87%
3Y*
6.06%
5Y*
3.84%
10Y*
9.89%

TMAAX

1D
-0.23%
1M
-7.16%
YTD
-4.21%
6M
-1.77%
1Y
12.80%
3Y*
13.51%
5Y*
7.29%
10Y*
8.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AASMX vs. TMAAX - Expense Ratio Comparison

AASMX has a 1.07% expense ratio, which is lower than TMAAX's 1.33% expense ratio.


Return for Risk

AASMX vs. TMAAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AASMX
AASMX Risk / Return Rank: 1818
Overall Rank
AASMX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
AASMX Sortino Ratio Rank: 1919
Sortino Ratio Rank
AASMX Omega Ratio Rank: 1717
Omega Ratio Rank
AASMX Calmar Ratio Rank: 1818
Calmar Ratio Rank
AASMX Martin Ratio Rank: 1919
Martin Ratio Rank

TMAAX
TMAAX Risk / Return Rank: 5151
Overall Rank
TMAAX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
TMAAX Sortino Ratio Rank: 5050
Sortino Ratio Rank
TMAAX Omega Ratio Rank: 5151
Omega Ratio Rank
TMAAX Calmar Ratio Rank: 4747
Calmar Ratio Rank
TMAAX Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AASMX vs. TMAAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Small Cap Stock Fund (AASMX) and Thrivent Moderately Aggressive Allocation Fund Class A (TMAAX). 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.


AASMXTMAAXDifference

Sharpe ratio

Return per unit of total volatility

0.45

0.94

-0.49

Sortino ratio

Return per unit of downside risk

0.80

1.40

-0.60

Omega ratio

Gain probability vs. loss probability

1.10

1.21

-0.10

Calmar ratio

Return relative to maximum drawdown

0.54

1.16

-0.62

Martin ratio

Return relative to average drawdown

1.97

5.41

-3.44

AASMX vs. TMAAX - Sharpe Ratio Comparison

The current AASMX Sharpe Ratio is 0.45, which is lower than the TMAAX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of AASMX and TMAAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AASMXTMAAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

0.94

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.53

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.66

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.42

-0.05

Correlation

The correlation between AASMX and TMAAX is 0.90, 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.


Dividends

AASMX vs. TMAAX - Dividend Comparison

AASMX's dividend yield for the trailing twelve months is around 3.24%, less than TMAAX's 7.61% yield.


TTM20252024202320222021202020192018201720162015
AASMX
Thrivent Small Cap Stock Fund
3.24%3.14%4.21%0.42%12.87%14.74%1.83%10.84%18.67%0.00%0.17%0.00%
TMAAX
Thrivent Moderately Aggressive Allocation Fund Class A
7.61%7.29%11.82%3.55%3.03%6.94%4.16%6.27%6.01%1.10%0.99%0.76%

Drawdowns

AASMX vs. TMAAX - Drawdown Comparison

The maximum AASMX drawdown since its inception was -57.13%, which is greater than TMAAX's maximum drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for AASMX and TMAAX.


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Drawdown Indicators


AASMXTMAAXDifference

Max Drawdown

Largest peak-to-trough decline

-57.13%

-50.54%

-6.59%

Max Drawdown (1Y)

Largest decline over 1 year

-14.37%

-9.88%

-4.49%

Max Drawdown (5Y)

Largest decline over 5 years

-29.43%

-26.55%

-2.88%

Max Drawdown (10Y)

Largest decline over 10 years

-41.66%

-26.99%

-14.67%

Current Drawdown

Current decline from peak

-11.35%

-7.55%

-3.80%

Average Drawdown

Average peak-to-trough decline

-10.86%

-7.41%

-3.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

2.12%

+1.86%

Volatility

AASMX vs. TMAAX - Volatility Comparison

Thrivent Small Cap Stock Fund (AASMX) has a higher volatility of 6.30% compared to Thrivent Moderately Aggressive Allocation Fund Class A (TMAAX) at 4.06%. This indicates that AASMX's price experiences larger fluctuations and is considered to be riskier than TMAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AASMXTMAAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

4.06%

+2.24%

Volatility (6M)

Calculated over the trailing 6-month period

12.49%

7.66%

+4.83%

Volatility (1Y)

Calculated over the trailing 1-year period

22.20%

13.98%

+8.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.36%

13.81%

+8.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.60%

13.28%

+9.32%