AAUTX vs. SPLG
Compare and contrast key facts about Thrivent Large Cap Value Fund (AAUTX) and SPDR Portfolio S&P 500 ETF (SPLG).
AAUTX is managed by Thrivent. It was launched on Oct 29, 1999. SPLG is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Nov 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AAUTX or SPLG.
Key characteristics
| AAUTX | SPLG | |
|---|---|---|
| YTD Return | 6.13% | 7.93% |
| 1Y Return | 22.30% | 28.14% |
| 3Y Return (Ann) | 7.72% | 8.82% |
| 5Y Return (Ann) | 10.90% | 13.56% |
| 10Y Return (Ann) | 8.25% | 12.74% |
| Sharpe Ratio | 1.86 | 2.35 |
| Daily Std Dev | 11.23% | 11.63% |
| Max Drawdown | -55.77% | -54.50% |
| Current Drawdown | -2.17% | -2.28% |
Correlation
The correlation between AAUTX and SPLG is 0.80, 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.
Performance
AAUTX vs. SPLG - Performance Comparison
In the year-to-date period, AAUTX achieves a 6.13% return, which is significantly lower than SPLG's 7.93% return. Over the past 10 years, AAUTX has underperformed SPLG with an annualized return of 8.25%, while SPLG has yielded a comparatively higher 12.74% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AAUTX vs. SPLG - Expense Ratio Comparison
AAUTX has a 0.86% expense ratio, which is higher than SPLG's 0.03% expense ratio.
Risk-Adjusted Performance
AAUTX vs. SPLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Thrivent Large Cap Value Fund (AAUTX) and SPDR Portfolio S&P 500 ETF (SPLG). 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.
Dividends
AAUTX vs. SPLG - Dividend Comparison
AAUTX's dividend yield for the trailing twelve months is around 3.04%, more than SPLG's 1.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAUTX Thrivent Large Cap Value Fund | 3.04% | 3.22% | 6.12% | 7.62% | 6.33% | 1.52% | 7.44% | 1.08% | 1.18% | 1.08% | 4.44% | 0.88% |
SPLG SPDR Portfolio S&P 500 ETF | 1.37% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
Drawdowns
AAUTX vs. SPLG - Drawdown Comparison
The maximum AAUTX drawdown since its inception was -55.77%, roughly equal to the maximum SPLG drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for AAUTX and SPLG. For additional features, visit the drawdowns tool.
Volatility
AAUTX vs. SPLG - Volatility Comparison
The current volatility for Thrivent Large Cap Value Fund (AAUTX) is 3.18%, while SPDR Portfolio S&P 500 ETF (SPLG) has a volatility of 4.08%. This indicates that AAUTX experiences smaller price fluctuations and is considered to be less risky than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.