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TCAAX vs. AAAGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TCAAX vs. AAAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Moderately Conservative Allocation Fund (TCAAX) and Thrivent Large Cap Growth Fund (AAAGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TCAAX achieves a 5.12% return, which is significantly higher than AAAGX's 4.48% return. Over the past 10 years, TCAAX has underperformed AAAGX with an annualized return of 5.55%, while AAAGX has yielded a comparatively higher 17.38% annualized return.


TCAAX

1D
0.57%
1M
1.14%
YTD
5.12%
6M
5.03%
1Y
14.08%
3Y*
10.25%
5Y*
4.58%
10Y*
5.55%

AAAGX

1D
1.73%
1M
0.76%
YTD
4.48%
6M
3.87%
1Y
21.53%
3Y*
24.24%
5Y*
12.53%
10Y*
17.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TCAAX vs. AAAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TCAAX
Thrivent Moderately Conservative Allocation Fund
5.12%11.66%8.27%11.69%-14.96%6.52%10.12%14.81%-3.89%7.26%
AAAGX
Thrivent Large Cap Growth Fund
4.48%16.12%39.55%46.09%-34.10%22.05%42.49%31.64%1.43%24.42%

Correlation

The correlation between TCAAX and AAAGX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2006

0.86

The correlation between TCAAX and AAAGX has been stable across timeframes, ranging from 0.79 to 0.86 - a consistent structural relationship.

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Return for Risk

TCAAX vs. AAAGX — Risk / Return Rank

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

TCAAX
TCAAX Risk / Return Rank: 6464
Overall Rank
TCAAX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
TCAAX Sortino Ratio Rank: 6666
Sortino Ratio Rank
TCAAX Omega Ratio Rank: 6767
Omega Ratio Rank
TCAAX Calmar Ratio Rank: 5858
Calmar Ratio Rank
TCAAX Martin Ratio Rank: 6767
Martin Ratio Rank

AAAGX
AAAGX Risk / Return Rank: 1818
Overall Rank
AAAGX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
AAAGX Sortino Ratio Rank: 2020
Sortino Ratio Rank
AAAGX Omega Ratio Rank: 2020
Omega Ratio Rank
AAAGX Calmar Ratio Rank: 1414
Calmar Ratio Rank
AAAGX Martin Ratio Rank: 1616
Martin Ratio Rank
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.

TCAAX vs. AAAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Moderately Conservative Allocation Fund (TCAAX) and Thrivent Large Cap Growth Fund (AAAGX). 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.


TCAAXAAAGXDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.36

Omega ratioGain probability vs. loss probability

1.41

1.22

+0.19

Calmar ratioReturn relative to maximum drawdown

2.79

1.24

+1.55

Martin ratioReturn relative to average drawdown

12.21

4.10

+8.11

TCAAX vs. AAAGX - Sharpe Ratio Comparison

The current TCAAX Sharpe Ratio is 2.14, which is higher than the AAAGX Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of TCAAX and AAAGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TCAAX vs. AAAGX - Drawdown Comparison

The maximum TCAAX drawdown since its inception was -30.82%, smaller than the maximum AAAGX drawdown of -64.98%. Use the drawdown chart below to compare losses from any high point for TCAAX and AAAGX.


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Drawdown Indicators


TCAAXAAAGXDifference

Max Drawdown

Largest peak-to-trough decline

-30.82%

-64.98%

+34.16%

Max Drawdown (1Y)

Largest decline over 1 year

-5.04%

-16.76%

+11.72%

Max Drawdown (3Y)

Largest decline over 3 years

-7.47%

-23.44%

+15.97%

Max Drawdown (5Y)

Largest decline over 5 years

-20.33%

-40.41%

+20.08%

Max Drawdown (10Y)

Largest decline over 10 years

-20.33%

-40.41%

+20.08%

Current Drawdown

Current decline from peak

-0.14%

-1.85%

+1.71%

Average Drawdown

Average peak-to-trough decline

-3.79%

-23.83%

+20.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

5.06%

-3.91%

Volatility

TCAAX vs. AAAGX - Volatility Comparison

The current volatility for Thrivent Moderately Conservative Allocation Fund (TCAAX) is 2.63%, while Thrivent Large Cap Growth Fund (AAAGX) has a volatility of 6.55%. This indicates that TCAAX experiences smaller price fluctuations and is considered to be less risky than AAAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCAAXAAAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

6.55%

-3.92%

Volatility (6M)

Calculated over the trailing 6-month period

5.45%

13.49%

-8.04%

Volatility (1Y)

Calculated over the trailing 1-year period

6.57%

16.89%

-10.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.07%

22.87%

-14.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.23%

21.78%

-14.55%

TCAAX vs. AAAGX - Expense Ratio Comparison

TCAAX has a 0.82% expense ratio, which is lower than AAAGX's 1.03% expense ratio.


Dividends

TCAAX vs. AAAGX - Dividend Comparison

TCAAX's dividend yield for the trailing twelve months is around 5.90%, more than AAAGX's 3.60% yield.


PositionTTM20252024202320222021202020192018201720162015
AAAGX
Thrivent Large Cap Growth Fund
3.60%3.77%14.46%3.55%9.38%6.93%7.74%5.39%12.26%0.00%0.60%0.00%
TCAAX
Thrivent Moderately Conservative Allocation Fund
5.90%6.19%3.55%2.52%1.87%3.74%3.82%5.15%3.99%1.77%1.67%1.51%

Frequently Asked Questions


TCAAX and AAAGX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AAAGX has higher volatility (6.55%) compared to TCAAX (2.63%). In terms of maximum drawdown, TCAAX dropped -30.82% vs AAAGX's -64.98%.

TCAAX currently has the higher Sharpe Ratio (2.14 vs 1.23), 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.

Portfolio Optimizer

Find the right allocation for TCAAX and AAAGX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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