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THLIX vs. THMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

THLIX vs. THMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Limited Maturity Bond Fund (THLIX) and Thrivent Moderate Allocation Fund (THMAX). The values are adjusted to include any dividend payments, if applicable.

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THLIX vs. THMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
THLIX
Thrivent Limited Maturity Bond Fund
-0.27%6.15%5.65%5.84%-4.29%0.21%4.06%4.73%0.90%2.36%
THMAX
Thrivent Moderate Allocation Fund
-3.82%13.27%18.33%15.69%-16.43%11.95%13.29%18.35%-4.94%9.24%

Returns By Period

In the year-to-date period, THLIX achieves a -0.27% return, which is significantly higher than THMAX's -3.82% return. Over the past 10 years, THLIX has underperformed THMAX with an annualized return of 2.67%, while THMAX has yielded a comparatively higher 7.58% annualized return.


THLIX

1D
0.16%
1M
-1.19%
YTD
-0.27%
6M
0.97%
1Y
4.13%
3Y*
5.20%
5Y*
2.59%
10Y*
2.67%

THMAX

1D
-0.06%
1M
-5.88%
YTD
-3.82%
6M
-1.57%
1Y
10.97%
3Y*
12.48%
5Y*
6.53%
10Y*
7.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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THLIX vs. THMAX - Expense Ratio Comparison

THLIX has a 0.41% expense ratio, which is lower than THMAX's 0.79% expense ratio.


Return for Risk

THLIX vs. THMAX — Risk / Return Rank

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

THLIX
THLIX Risk / Return Rank: 9696
Overall Rank
THLIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
THLIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
THLIX Omega Ratio Rank: 9595
Omega Ratio Rank
THLIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
THLIX Martin Ratio Rank: 9696
Martin Ratio Rank

THMAX
THMAX Risk / Return Rank: 5555
Overall Rank
THMAX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
THMAX Sortino Ratio Rank: 5555
Sortino Ratio Rank
THMAX Omega Ratio Rank: 5555
Omega Ratio Rank
THMAX Calmar Ratio Rank: 5252
Calmar Ratio Rank
THMAX Martin Ratio Rank: 6060
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.

THLIX vs. THMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Limited Maturity Bond Fund (THLIX) and Thrivent Moderate Allocation Fund (THMAX). 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.


THLIXTHMAXDifference

Sharpe ratio

Return per unit of total volatility

2.26

1.00

+1.26

Sortino ratio

Return per unit of downside risk

4.04

1.47

+2.58

Omega ratio

Gain probability vs. loss probability

1.53

1.22

+0.32

Calmar ratio

Return relative to maximum drawdown

3.27

1.26

+2.02

Martin ratio

Return relative to average drawdown

13.83

5.78

+8.05

THLIX vs. THMAX - Sharpe Ratio Comparison

The current THLIX Sharpe Ratio is 2.26, which is higher than the THMAX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of THLIX and THMAX, 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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Sharpe Ratios by Period


THLIXTHMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

1.00

+1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.22

0.57

+0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.41

0.71

+0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

1.60

0.49

+1.11

Correlation

The correlation between THLIX and THMAX is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

THLIX vs. THMAX - Dividend Comparison

THLIX's dividend yield for the trailing twelve months is around 3.90%, less than THMAX's 7.03% yield.


TTM20252024202320222021202020192018201720162015
THLIX
Thrivent Limited Maturity Bond Fund
3.90%4.18%3.83%2.53%2.04%1.48%2.04%2.59%2.53%1.93%1.82%1.64%
THMAX
Thrivent Moderate Allocation Fund
7.03%7.15%12.28%2.96%1.39%6.31%4.00%5.24%4.38%1.40%1.29%1.20%

Drawdowns

THLIX vs. THMAX - Drawdown Comparison

The maximum THLIX drawdown since its inception was -9.42%, smaller than the maximum THMAX drawdown of -41.95%. Use the drawdown chart below to compare losses from any high point for THLIX and THMAX.


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Drawdown Indicators


THLIXTHMAXDifference

Max Drawdown

Largest peak-to-trough decline

-9.42%

-41.95%

+32.53%

Max Drawdown (1Y)

Largest decline over 1 year

-1.43%

-8.00%

+6.57%

Max Drawdown (5Y)

Largest decline over 5 years

-6.75%

-24.22%

+17.47%

Max Drawdown (10Y)

Largest decline over 10 years

-6.75%

-24.22%

+17.47%

Current Drawdown

Current decline from peak

-1.19%

-6.10%

+4.91%

Average Drawdown

Average peak-to-trough decline

-0.71%

-5.57%

+4.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.34%

1.74%

-1.40%

Volatility

THLIX vs. THMAX - Volatility Comparison

The current volatility for Thrivent Limited Maturity Bond Fund (THLIX) is 0.63%, while Thrivent Moderate Allocation Fund (THMAX) has a volatility of 3.20%. This indicates that THLIX experiences smaller price fluctuations and is considered to be less risky than THMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


THLIXTHMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

3.20%

-2.57%

Volatility (6M)

Calculated over the trailing 6-month period

1.31%

6.20%

-4.89%

Volatility (1Y)

Calculated over the trailing 1-year period

2.00%

11.35%

-9.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.14%

11.59%

-9.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.90%

10.70%

-8.80%