LLSCX vs. THPMX
LLSCX (Longleaf Partners Small-Cap Fund) and THPMX (Thompson MidCap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, LLSCX returned 5.81%/yr vs 11.04%/yr for THPMX. Their correlation of 0.85 means they have usually moved in the same direction. LLSCX charges 0.95%/yr vs 1.15%/yr for THPMX.
Performance
LLSCX vs. THPMX - Performance Comparison
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Returns By Period
In the year-to-date period, LLSCX achieves a -3.30% return, which is significantly lower than THPMX's 16.70% return. Over the past 10 years, LLSCX has underperformed THPMX with an annualized return of 5.81%, while THPMX has yielded a comparatively higher 11.04% annualized return.
LLSCX
- 1D
- -2.33%
- 1M
- 1.15%
- 6M
- -4.81%
- YTD
- -3.30%
- 1Y
- 1.06%
- 3Y*
- 5.40%
- 5Y*
- 2.00%
- 10Y*
- 5.81%
- ALL TIME*
- 9.87%
THPMX
- 1D
- -0.41%
- 1M
- 0.35%
- 6M
- 13.92%
- YTD
- 16.70%
- 1Y
- 34.90%
- 3Y*
- 15.14%
- 5Y*
- 9.32%
- 10Y*
- 11.04%
- ALL TIME*
- 13.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
THPMX Thompson MidCap Fund | $0.00 | $0.00 | $0.00 |
LLSCX vs. THPMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLSCX Longleaf Partners Small-Cap Fund | -3.30% | 7.56% | 9.69% | 20.17% | -19.25% | 11.18% | 4.17% | 27.74% | -6.52% | 9.07% |
THPMX Thompson MidCap Fund | 16.70% | 20.08% | 7.70% | 17.01% | -14.84% | 29.71% | 11.97% | 33.48% | -21.90% | 17.10% |
Correlation
The correlation between LLSCX and THPMX is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.66 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009 | 0.85 |
The correlation between LLSCX and THPMX shifts across timeframes, from 0.66 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LLSCX vs. THPMX — Risk / Return Rank
LLSCX
THPMX
LLSCX vs. THPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Longleaf Partners Small-Cap Fund (LLSCX) and Thompson MidCap Fund (THPMX). 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.
| LLSCX | THPMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.19 | ||
| Sortino ratioReturn per unit of downside risk | -3.02 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.36 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 3.20 | -3.35 |
| Martin ratioReturn relative to average drawdown | -0.31 | 11.78 | -12.09 |
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Drawdowns
LLSCX vs. THPMX - Drawdown Comparison
The maximum LLSCX drawdown since its inception was -63.97%, which is greater than THPMX's maximum drawdown of -47.55%. Use the drawdown chart below to compare losses from any high point for LLSCX and THPMX.
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Drawdown Indicators
| LLSCX | THPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.97% | -47.55% | -16.42% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -9.90% | -1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -15.40% | -21.52% | +6.12% |
Max Drawdown (5Y)Largest decline over 5 years | -26.67% | -25.29% | -1.38% |
Max Drawdown (10Y)Largest decline over 10 years | -42.23% | -47.55% | +5.32% |
Current DrawdownCurrent decline from peak | -7.56% | -1.43% | -6.13% |
Average DrawdownAverage peak-to-trough decline | -8.90% | -6.71% | -2.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.62% | 2.69% | +2.93% |
Volatility
LLSCX vs. THPMX - Volatility Comparison
Longleaf Partners Small-Cap Fund (LLSCX) has a higher volatility of 5.13% compared to Thompson MidCap Fund (THPMX) at 3.92%. This indicates that LLSCX's price experiences larger fluctuations and is considered to be riskier than THPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLSCX | THPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 3.92% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 11.35% | -1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | 15.38% | -2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.03% | 20.47% | -3.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.58% | 22.65% | +1.93% |
LLSCX vs. THPMX - Expense Ratio Comparison
LLSCX has a 0.95% expense ratio, which is lower than THPMX's 1.15% expense ratio.
Dividends
LLSCX vs. THPMX - Dividend Comparison
LLSCX's dividend yield for the trailing twelve months is around 1.21%, less than THPMX's 8.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLSCX Longleaf Partners Small-Cap Fund | 1.21% | 1.17% | 0.11% | 0.94% | 1.20% | 0.82% | 5.85% | 14.89% | 18.13% | 8.43% | 18.01% | 5.91% |
THPMX Thompson MidCap Fund | 8.13% | 9.48% | 8.04% | 7.60% | 12.04% | 9.76% | 0.33% | 2.93% | 7.29% | 7.51% | 4.84% | 9.46% |
Frequently Asked Questions
LLSCX and THPMX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLSCX has higher volatility (5.13%) compared to THPMX (3.92%). In terms of maximum drawdown, LLSCX dropped -63.97% vs THPMX's -47.55%.
THPMX currently has the higher Sharpe Ratio (2.06 vs -0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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