SVAL vs. TSCV
SVAL (iShares US Small Cap Value Factor ETF) and TSCV (Thrivent Small Cap Value ETF) are both Small Cap Value Equities funds. SVAL is passively managed, while TSCV is actively managed. Their correlation of 0.88 suggests significant overlap in exposure. SVAL charges 0.20%/yr vs 0.60%/yr for TSCV.
Performance
SVAL vs. TSCV - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SVAL having a 15.99% return and TSCV slightly lower at 15.89%.
SVAL
- 1D
- -1.51%
- 1M
- 2.08%
- YTD
- 15.99%
- 6M
- 15.39%
- 1Y
- 34.88%
- 3Y*
- 17.30%
- 5Y*
- 6.47%
- 10Y*
- —
TSCV
- 1D
- -0.29%
- 1M
- 1.16%
- YTD
- 15.89%
- 6M
- 14.99%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SVAL vs. TSCV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SVAL iShares US Small Cap Value Factor ETF | 15.99% | 7.33% |
TSCV Thrivent Small Cap Value ETF | 15.89% | 6.24% |
Correlation
The correlation between SVAL and TSCV is 0.88, 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 | 0.88 |
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Return for Risk
SVAL vs. TSCV — Risk / Return Rank
SVAL
TSCV
SVAL vs. TSCV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares US Small Cap Value Factor ETF (SVAL) 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.
| SVAL | TSCV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.35 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.92 | — | — |
| Martin ratioReturn relative to average drawdown | 12.29 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SVAL | TSCV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 2.84 | -2.13 |
Drawdowns
SVAL vs. TSCV - Drawdown Comparison
The maximum SVAL drawdown since its inception was -27.44%, which is greater than TSCV's maximum drawdown of -10.17%. Use the drawdown chart below to compare losses from any high point for SVAL and TSCV.
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Drawdown Indicators
| SVAL | TSCV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.44% | -10.17% | -17.27% |
Max Drawdown (1Y)Largest decline over 1 year | -8.94% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -27.44% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.44% | — | — |
Current DrawdownCurrent decline from peak | -1.51% | -0.70% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -8.51% | -2.11% | -6.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | — | — |
Volatility
SVAL vs. TSCV - Volatility Comparison
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Volatility by Period
| SVAL | TSCV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.62% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.87% | 16.80% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.33% | 16.80% | +5.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.27% | 16.80% | +6.47% |
SVAL vs. TSCV - Expense Ratio Comparison
SVAL has a 0.20% expense ratio, which is lower than TSCV's 0.60% expense ratio.
Dividends
SVAL vs. TSCV - Dividend Comparison
SVAL's dividend yield for the trailing twelve months is around 2.27%, more than TSCV's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
SVAL iShares US Small Cap Value Factor ETF | 2.27% | 2.33% | 1.82% | 2.25% | 2.09% | 2.33% | 0.28% |
TSCV Thrivent Small Cap Value ETF | 0.24% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SVAL and TSCV have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SVAL is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SVAL is cheaper with a 0.20% expense ratio, compared with 0.60% for TSCV.
SVAL has the higher dividend yield at 2.27%, compared with 0.24% for TSCV.
They also come from different issuers: iShares and Thrivent. Their fees differ too: 0.20% for SVAL and 0.60% for TSCV.
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