PortfoliosLab logoPortfoliosLab logo
AAUTX vs. TSCSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AAUTX vs. TSCSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Large Cap Value Fund (AAUTX) and Thrivent Small Cap Stock Fund Class S (TSCSX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

AAUTX vs. TSCSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AAUTX
Thrivent Large Cap Value Fund
0.62%19.31%21.28%12.63%-4.89%31.65%4.31%23.66%-8.82%12.59%
TSCSX
Thrivent Small Cap Stock Fund Class S
-3.28%2.36%12.73%12.47%-10.94%24.22%22.87%27.92%-10.52%21.22%

Returns By Period

In the year-to-date period, AAUTX achieves a 0.62% return, which is significantly higher than TSCSX's -3.28% return. Both investments have delivered pretty close results over the past 10 years, with AAUTX having a 11.84% annualized return and TSCSX not far behind at 11.51%.


AAUTX

1D
-0.34%
1M
-6.35%
YTD
0.62%
6M
5.51%
1Y
17.78%
3Y*
17.86%
5Y*
12.57%
10Y*
11.84%

TSCSX

1D
-1.17%
1M
-9.54%
YTD
-3.28%
6M
-1.94%
1Y
10.06%
3Y*
6.13%
5Y*
4.01%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


AAUTX vs. TSCSX - Expense Ratio Comparison

AAUTX has a 0.86% expense ratio, which is higher than TSCSX's 0.80% expense ratio.


Return for Risk

AAUTX vs. TSCSX — Risk / Return Rank

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

AAUTX
AAUTX Risk / Return Rank: 6868
Overall Rank
AAUTX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
AAUTX Sortino Ratio Rank: 6969
Sortino Ratio Rank
AAUTX Omega Ratio Rank: 6969
Omega Ratio Rank
AAUTX Calmar Ratio Rank: 6464
Calmar Ratio Rank
AAUTX Martin Ratio Rank: 7171
Martin Ratio Rank

TSCSX
TSCSX Risk / Return Rank: 1919
Overall Rank
TSCSX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
TSCSX Sortino Ratio Rank: 2020
Sortino Ratio Rank
TSCSX Omega Ratio Rank: 1818
Omega Ratio Rank
TSCSX Calmar Ratio Rank: 1919
Calmar Ratio Rank
TSCSX Martin Ratio Rank: 2020
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.

AAUTX vs. TSCSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Large Cap Value Fund (AAUTX) and Thrivent Small Cap Stock Fund Class S (TSCSX). 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.


AAUTXTSCSXDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.46

+0.74

Sortino ratio

Return per unit of downside risk

1.70

0.81

+0.89

Omega ratio

Gain probability vs. loss probability

1.26

1.11

+0.15

Calmar ratio

Return relative to maximum drawdown

1.47

0.56

+0.91

Martin ratio

Return relative to average drawdown

6.71

2.01

+4.70

AAUTX vs. TSCSX - Sharpe Ratio Comparison

The current AAUTX Sharpe Ratio is 1.20, which is higher than the TSCSX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of AAUTX and TSCSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


AAUTXTSCSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.46

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.19

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.52

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.39

+0.04

Correlation

The correlation between AAUTX and TSCSX 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.


Dividends

AAUTX vs. TSCSX - Dividend Comparison

AAUTX's dividend yield for the trailing twelve months is around 5.25%, more than TSCSX's 2.44% yield.


TTM20252024202320222021202020192018201720162015
AAUTX
Thrivent Large Cap Value Fund
5.25%5.28%16.25%3.22%6.12%7.62%6.33%1.52%7.44%1.08%1.18%0.00%
TSCSX
Thrivent Small Cap Stock Fund Class S
2.44%2.36%3.18%0.46%9.60%11.33%1.60%8.72%15.00%6.68%4.19%8.34%

Drawdowns

AAUTX vs. TSCSX - Drawdown Comparison

The maximum AAUTX drawdown since its inception was -54.34%, roughly equal to the maximum TSCSX drawdown of -56.66%. Use the drawdown chart below to compare losses from any high point for AAUTX and TSCSX.


Loading graphics...

Drawdown Indicators


AAUTXTSCSXDifference

Max Drawdown

Largest peak-to-trough decline

-54.34%

-56.66%

+2.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.71%

-14.31%

+2.60%

Max Drawdown (5Y)

Largest decline over 5 years

-18.71%

-27.04%

+8.33%

Max Drawdown (10Y)

Largest decline over 10 years

-38.88%

-41.63%

+2.75%

Current Drawdown

Current decline from peak

-6.45%

-11.36%

+4.91%

Average Drawdown

Average peak-to-trough decline

-8.03%

-10.29%

+2.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

3.96%

-1.40%

Volatility

AAUTX vs. TSCSX - Volatility Comparison

The current volatility for Thrivent Large Cap Value Fund (AAUTX) is 3.62%, while Thrivent Small Cap Stock Fund Class S (TSCSX) has a volatility of 6.31%. This indicates that AAUTX experiences smaller price fluctuations and is considered to be less risky than TSCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


AAUTXTSCSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.62%

6.31%

-2.69%

Volatility (6M)

Calculated over the trailing 6-month period

8.40%

12.48%

-4.08%

Volatility (1Y)

Calculated over the trailing 1-year period

15.83%

22.16%

-6.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.89%

21.65%

-5.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.81%

22.08%

-4.27%