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LUBIX vs. NOCBX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LUBIXNOCBX
YTD Return-1.13%-2.19%
1Y Return3.68%-0.23%
3Y Return (Ann)-2.79%-3.33%
5Y Return (Ann)0.87%0.03%
10Y Return (Ann)1.91%1.22%
Sharpe Ratio0.51-0.08
Daily Std Dev6.99%6.81%
Max Drawdown-23.18%-19.02%
Current Drawdown-12.11%-11.88%

Correlation

-0.50.00.51.00.9

The correlation between LUBIX and NOCBX is 0.87, 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

LUBIX vs. NOCBX - Performance Comparison

In the year-to-date period, LUBIX achieves a -1.13% return, which is significantly higher than NOCBX's -2.19% return. Over the past 10 years, LUBIX has outperformed NOCBX with an annualized return of 1.91%, while NOCBX has yielded a comparatively lower 1.22% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


10.00%15.00%20.00%25.00%30.00%December2024FebruaryMarchAprilMay
26.21%
14.32%
LUBIX
NOCBX

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Thrivent Income Fund

Northern Core Bond Fund

LUBIX vs. NOCBX - Expense Ratio Comparison

LUBIX has a 0.74% expense ratio, which is higher than NOCBX's 0.42% expense ratio.


LUBIX
Thrivent Income Fund
Expense ratio chart for LUBIX: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%
Expense ratio chart for NOCBX: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

LUBIX vs. NOCBX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Income Fund (LUBIX) and Northern Core Bond Fund (NOCBX). 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.


LUBIX
Sharpe ratio
The chart of Sharpe ratio for LUBIX, currently valued at 0.51, compared to the broader market-1.000.001.002.003.004.000.51
Sortino ratio
The chart of Sortino ratio for LUBIX, currently valued at 0.78, compared to the broader market-2.000.002.004.006.008.0010.0012.000.78
Omega ratio
The chart of Omega ratio for LUBIX, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.003.501.09
Calmar ratio
The chart of Calmar ratio for LUBIX, currently valued at 0.18, compared to the broader market0.002.004.006.008.0010.0012.000.18
Martin ratio
The chart of Martin ratio for LUBIX, currently valued at 1.54, compared to the broader market0.0020.0040.0060.001.54
NOCBX
Sharpe ratio
The chart of Sharpe ratio for NOCBX, currently valued at -0.08, compared to the broader market-1.000.001.002.003.004.00-0.08
Sortino ratio
The chart of Sortino ratio for NOCBX, currently valued at -0.07, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.07
Omega ratio
The chart of Omega ratio for NOCBX, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.003.500.99
Calmar ratio
The chart of Calmar ratio for NOCBX, currently valued at -0.03, compared to the broader market0.002.004.006.008.0010.0012.00-0.03
Martin ratio
The chart of Martin ratio for NOCBX, currently valued at -0.19, compared to the broader market0.0020.0040.0060.00-0.19

LUBIX vs. NOCBX - Sharpe Ratio Comparison

The current LUBIX Sharpe Ratio is 0.51, which is higher than the NOCBX Sharpe Ratio of -0.08. The chart below compares the 12-month rolling Sharpe Ratio of LUBIX and NOCBX.


Rolling 12-month Sharpe Ratio0.000.501.00December2024FebruaryMarchAprilMay
0.51
-0.08
LUBIX
NOCBX

Dividends

LUBIX vs. NOCBX - Dividend Comparison

LUBIX's dividend yield for the trailing twelve months is around 3.95%, more than NOCBX's 3.60% yield.


TTM20232022202120202019201820172016201520142013
LUBIX
Thrivent Income Fund
3.95%3.68%3.30%4.18%2.56%3.42%3.44%3.01%3.17%3.42%3.90%3.51%
NOCBX
Northern Core Bond Fund
3.60%3.65%2.86%1.68%3.65%2.67%3.06%2.90%2.75%3.24%2.59%2.77%

Drawdowns

LUBIX vs. NOCBX - Drawdown Comparison

The maximum LUBIX drawdown since its inception was -23.18%, which is greater than NOCBX's maximum drawdown of -19.02%. Use the drawdown chart below to compare losses from any high point for LUBIX and NOCBX. For additional features, visit the drawdowns tool.


-18.00%-16.00%-14.00%-12.00%-10.00%December2024FebruaryMarchAprilMay
-12.11%
-11.88%
LUBIX
NOCBX

Volatility

LUBIX vs. NOCBX - Volatility Comparison

Thrivent Income Fund (LUBIX) has a higher volatility of 2.04% compared to Northern Core Bond Fund (NOCBX) at 1.90%. This indicates that LUBIX's price experiences larger fluctuations and is considered to be riskier than NOCBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%December2024FebruaryMarchAprilMay
2.04%
1.90%
LUBIX
NOCBX