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ISCV vs. TSCV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISCV vs. TSCV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Small Cap Value ETF (ISCV) 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, ISCV achieves a 10.08% return, which is significantly lower than TSCV's 15.89% return.


ISCV

1D
-0.57%
1M
2.04%
YTD
10.08%
6M
10.27%
1Y
27.98%
3Y*
15.48%
5Y*
6.54%
10Y*
8.58%

TSCV

1D
-0.29%
1M
1.16%
YTD
15.89%
6M
14.99%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISCV vs. TSCV - Yearly Performance Comparison


Correlation

The correlation between ISCV and TSCV is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 18, 2025

0.94

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Return for Risk

ISCV vs. TSCV — Risk / Return Rank

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

ISCV
ISCV Risk / Return Rank: 5454
Overall Rank
ISCV Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
ISCV Sortino Ratio Rank: 5353
Sortino Ratio Rank
ISCV Omega Ratio Rank: 4747
Omega Ratio Rank
ISCV Calmar Ratio Rank: 6161
Calmar Ratio Rank
ISCV Martin Ratio Rank: 5959
Martin Ratio Rank

TSCV
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.

ISCV vs. TSCV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Small Cap Value ETF (ISCV) 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.


ISCVTSCVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

3.04

Martin ratioReturn relative to average drawdown

10.55

ISCV vs. TSCV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ISCVTSCVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

2.84

-2.47

Drawdowns

ISCV vs. TSCV - Drawdown Comparison

The maximum ISCV drawdown since its inception was -63.14%, which is greater than TSCV's maximum drawdown of -10.17%. Use the drawdown chart below to compare losses from any high point for ISCV and TSCV.


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Drawdown Indicators


ISCVTSCVDifference

Max Drawdown

Largest peak-to-trough decline

-63.14%

-10.17%

-52.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.25%

Max Drawdown (3Y)

Largest decline over 3 years

-25.35%

Max Drawdown (5Y)

Largest decline over 5 years

-25.35%

Max Drawdown (10Y)

Largest decline over 10 years

-51.56%

Current Drawdown

Current decline from peak

-0.68%

-0.70%

+0.02%

Average Drawdown

Average peak-to-trough decline

-9.14%

-2.11%

-7.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

Volatility

ISCV vs. TSCV - Volatility Comparison


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Volatility by Period


ISCVTSCVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

Volatility (6M)

Calculated over the trailing 6-month period

10.45%

Volatility (1Y)

Calculated over the trailing 1-year period

16.28%

16.80%

-0.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.83%

16.80%

+4.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.30%

16.80%

+6.50%

ISCV vs. TSCV - Expense Ratio Comparison

ISCV has a 0.06% expense ratio, which is lower than TSCV's 0.60% expense ratio.


Dividends

ISCV vs. TSCV - Dividend Comparison

ISCV's dividend yield for the trailing twelve months is around 1.88%, more than TSCV's 0.24% yield.


PositionTTM20252024202320222021202020192018201720162015
ISCV
iShares Morningstar Small Cap Value ETF
1.88%2.04%2.01%2.21%2.12%1.95%2.01%2.36%2.48%1.74%2.49%2.60%
TSCV
Thrivent Small Cap Value ETF
0.24%0.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, ISCV and TSCV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, ISCV is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISCV is cheaper with a 0.06% expense ratio, compared with 0.60% for TSCV.

ISCV has the higher dividend yield at 1.88%, compared with 0.24% for TSCV.

They also come from different issuers: iShares and Thrivent. Their fees differ too: 0.06% for ISCV and 0.60% for TSCV.

Portfolio Optimizer

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