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SFSNX vs. TSCGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SFSNX and TSCGX is 0.80, 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

SFSNX vs. TSCGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Fundamental US Small Company Index Fund (SFSNX) and Thrivent Small Cap Growth Fund (TSCGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

SFSNX:

0.04

TSCGX:

-0.05

Sortino Ratio

SFSNX:

0.21

TSCGX:

0.14

Omega Ratio

SFSNX:

1.03

TSCGX:

1.02

Calmar Ratio

SFSNX:

0.03

TSCGX:

-0.02

Martin Ratio

SFSNX:

0.08

TSCGX:

-0.05

Ulcer Index

SFSNX:

8.85%

TSCGX:

9.47%

Daily Std Dev

SFSNX:

22.63%

TSCGX:

23.93%

Max Drawdown

SFSNX:

-62.71%

TSCGX:

-40.25%

Current Drawdown

SFSNX:

-12.38%

TSCGX:

-19.41%

Returns By Period

The year-to-date returns for both investments are quite close, with SFSNX having a -4.74% return and TSCGX slightly higher at -4.67%.


SFSNX

YTD

-4.74%

1M

11.11%

6M

-7.97%

1Y

0.84%

3Y*

5.52%

5Y*

11.61%

10Y*

3.59%

TSCGX

YTD

-4.67%

1M

12.73%

6M

-8.05%

1Y

-1.14%

3Y*

7.85%

5Y*

7.94%

10Y*

N/A

*Annualized

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Thrivent Small Cap Growth Fund

SFSNX vs. TSCGX - Expense Ratio Comparison

SFSNX has a 0.25% expense ratio, which is lower than TSCGX's 1.21% expense ratio.


Risk-Adjusted Performance

SFSNX vs. TSCGX — Risk-Adjusted Performance Rank

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

SFSNX
The Risk-Adjusted Performance Rank of SFSNX is 2121
Overall Rank
The Sharpe Ratio Rank of SFSNX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of SFSNX is 2222
Sortino Ratio Rank
The Omega Ratio Rank of SFSNX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of SFSNX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of SFSNX is 2020
Martin Ratio Rank

TSCGX
The Risk-Adjusted Performance Rank of TSCGX is 1818
Overall Rank
The Sharpe Ratio Rank of TSCGX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of TSCGX is 2020
Sortino Ratio Rank
The Omega Ratio Rank of TSCGX is 1919
Omega Ratio Rank
The Calmar Ratio Rank of TSCGX is 1717
Calmar Ratio Rank
The Martin Ratio Rank of TSCGX is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SFSNX vs. TSCGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental US Small Company Index Fund (SFSNX) and Thrivent Small Cap Growth Fund (TSCGX). 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.


The current SFSNX Sharpe Ratio is 0.04, which is higher than the TSCGX Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of SFSNX and TSCGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SFSNX vs. TSCGX - Dividend Comparison

SFSNX's dividend yield for the trailing twelve months is around 1.80%, while TSCGX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
SFSNX
Schwab Fundamental US Small Company Index Fund
1.80%1.71%1.37%1.22%1.35%1.42%1.41%1.91%1.42%1.22%1.58%1.22%
TSCGX
Thrivent Small Cap Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SFSNX vs. TSCGX - Drawdown Comparison

The maximum SFSNX drawdown since its inception was -62.71%, which is greater than TSCGX's maximum drawdown of -40.25%. Use the drawdown chart below to compare losses from any high point for SFSNX and TSCGX. For additional features, visit the drawdowns tool.


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Volatility

SFSNX vs. TSCGX - Volatility Comparison

Schwab Fundamental US Small Company Index Fund (SFSNX) and Thrivent Small Cap Growth Fund (TSCGX) have volatilities of 5.36% and 5.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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