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DSMC vs. TSCV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DSMC vs. TSCV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Distillate Small/Mid Cash Flow ETF (DSMC) and Thrivent Small Cap Value ETF (TSCV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DSMC achieves a 10.99% return, which is significantly lower than TSCV's 21.01% return.


DSMC

1D
-0.82%
1M
-0.56%
YTD
10.99%
6M
9.17%
1Y
24.22%
3Y*
12.09%
5Y*
10Y*

TSCV

1D
0.04%
1M
5.29%
YTD
21.01%
6M
19.00%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DSMC vs. TSCV - Yearly Performance Comparison


2026 (YTD)2025
DSMC
Distillate Small/Mid Cash Flow ETF
10.99%4.10%
TSCV
Thrivent Small Cap Value ETF
21.01%6.24%

Correlation

The correlation between DSMC and TSCV is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 17, 2025

0.76

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Return for Risk

DSMC vs. TSCV — Risk / Return Rank

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

DSMC
DSMC Risk / Return Rank: 4444
Overall Rank
DSMC Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
DSMC Sortino Ratio Rank: 4444
Sortino Ratio Rank
DSMC Omega Ratio Rank: 3939
Omega Ratio Rank
DSMC Calmar Ratio Rank: 4949
Calmar Ratio Rank
DSMC Martin Ratio Rank: 4848
Martin Ratio Rank

TSCV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

DSMC vs. TSCV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Distillate Small/Mid Cash Flow ETF (DSMC) and Thrivent Small Cap Value ETF (TSCV). 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.


DSMCTSCVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

2.35

Martin ratioReturn relative to average drawdown

7.80

DSMC vs. TSCV - Sharpe Ratio Comparison


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Drawdowns

DSMC vs. TSCV - Drawdown Comparison

The maximum DSMC drawdown since its inception was -28.62%, which is greater than TSCV's maximum drawdown of -10.17%. Use the drawdown chart below to compare losses from any high point for DSMC and TSCV.


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Drawdown Indicators


DSMCTSCVDifference

Max Drawdown

Largest peak-to-trough decline

-28.62%

-10.17%

-18.45%

Max Drawdown (1Y)

Largest decline over 1 year

-10.33%

Max Drawdown (3Y)

Largest decline over 3 years

-28.62%

Current Drawdown

Current decline from peak

-3.71%

0.00%

-3.71%

Average Drawdown

Average peak-to-trough decline

-5.94%

-1.95%

-3.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

Volatility

DSMC vs. TSCV - Volatility Comparison


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Volatility by Period


DSMCTSCVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

Volatility (6M)

Calculated over the trailing 6-month period

10.50%

Volatility (1Y)

Calculated over the trailing 1-year period

17.23%

16.73%

+0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.31%

16.73%

+3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.31%

16.73%

+3.58%

DSMC vs. TSCV - Expense Ratio Comparison

DSMC has a 0.55% expense ratio, which is lower than TSCV's 0.60% expense ratio.


Dividends

DSMC vs. TSCV - Dividend Comparison

DSMC's dividend yield for the trailing twelve months is around 1.15%, more than TSCV's 0.23% yield.


PositionTTM2025202420232022
DSMC
Distillate Small/Mid Cash Flow ETF
1.15%1.18%1.31%1.02%0.27%
TSCV
Thrivent Small Cap Value ETF
0.23%0.28%0.00%0.00%0.00%

Frequently Asked Questions


DSMC and TSCV have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DSMC is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DSMC is cheaper with a 0.55% expense ratio, compared with 0.60% for TSCV.

DSMC has the higher dividend yield at 1.15%, compared with 0.23% for TSCV.

They also come from different issuers: Distillate and Thrivent. Their fees differ too: 0.55% for DSMC and 0.60% for TSCV.

Portfolio Optimizer

Find the right allocation for DSMC and TSCV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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