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THMAX vs. AAAAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

THMAX vs. AAAAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Moderate Allocation Fund (THMAX) and DWS RREEF Real Assets Fund - Class A (AAAAX). The values are adjusted to include any dividend payments, if applicable.

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THMAX vs. AAAAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
AAAAX
DWS RREEF Real Assets Fund - Class A
8.59%12.82%5.24%2.30%-9.91%23.45%3.71%21.42%-5.36%14.67%

Returns By Period

In the year-to-date period, THMAX achieves a -3.82% return, which is significantly lower than AAAAX's 8.59% return. Both investments have delivered pretty close results over the past 10 years, with THMAX having a 7.58% annualized return and AAAAX not far behind at 7.28%.


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%

AAAAX

1D
0.36%
1M
-4.37%
YTD
8.59%
6M
10.72%
1Y
16.80%
3Y*
9.80%
5Y*
6.74%
10Y*
7.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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THMAX vs. AAAAX - Expense Ratio Comparison

THMAX has a 0.79% expense ratio, which is lower than AAAAX's 1.22% expense ratio.


Return for Risk

THMAX vs. AAAAX — Risk / Return Rank

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

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

AAAAX
AAAAX Risk / Return Rank: 8181
Overall Rank
AAAAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
AAAAX Sortino Ratio Rank: 8080
Sortino Ratio Rank
AAAAX Omega Ratio Rank: 7979
Omega Ratio Rank
AAAAX Calmar Ratio Rank: 7777
Calmar Ratio Rank
AAAAX Martin Ratio Rank: 8989
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.

THMAX vs. AAAAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Moderate Allocation Fund (THMAX) and DWS RREEF Real Assets Fund - Class A (AAAAX). 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.


THMAXAAAAXDifference

Sharpe ratio

Return per unit of total volatility

1.00

1.49

-0.49

Sortino ratio

Return per unit of downside risk

1.47

2.00

-0.54

Omega ratio

Gain probability vs. loss probability

1.22

1.30

-0.09

Calmar ratio

Return relative to maximum drawdown

1.26

1.80

-0.54

Martin ratio

Return relative to average drawdown

5.78

9.69

-3.90

THMAX vs. AAAAX - Sharpe Ratio Comparison

The current THMAX Sharpe Ratio is 1.00, which is lower than the AAAAX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of THMAX and AAAAX, 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


THMAXAAAAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

1.49

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.56

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.58

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.38

+0.11

Correlation

The correlation between THMAX and AAAAX is 0.78, 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.


Dividends

THMAX vs. AAAAX - Dividend Comparison

THMAX's dividend yield for the trailing twelve months is around 7.03%, more than AAAAX's 3.26% yield.


TTM20252024202320222021202020192018201720162015
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%
AAAAX
DWS RREEF Real Assets Fund - Class A
3.26%3.54%2.45%2.08%4.17%2.31%1.33%1.81%1.61%1.52%1.47%2.15%

Drawdowns

THMAX vs. AAAAX - Drawdown Comparison

The maximum THMAX drawdown since its inception was -41.95%, roughly equal to the maximum AAAAX drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for THMAX and AAAAX.


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Drawdown Indicators


THMAXAAAAXDifference

Max Drawdown

Largest peak-to-trough decline

-41.95%

-40.47%

-1.48%

Max Drawdown (1Y)

Largest decline over 1 year

-8.00%

-9.55%

+1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-24.22%

-22.62%

-1.60%

Max Drawdown (10Y)

Largest decline over 10 years

-24.22%

-29.41%

+5.19%

Current Drawdown

Current decline from peak

-6.10%

-4.57%

-1.53%

Average Drawdown

Average peak-to-trough decline

-5.57%

-6.89%

+1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

1.77%

-0.03%

Volatility

THMAX vs. AAAAX - Volatility Comparison

Thrivent Moderate Allocation Fund (THMAX) has a higher volatility of 3.20% compared to DWS RREEF Real Assets Fund - Class A (AAAAX) at 3.03%. This indicates that THMAX's price experiences larger fluctuations and is considered to be riskier than AAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


THMAXAAAAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

3.03%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

6.20%

7.22%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

11.35%

11.60%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.59%

12.18%

-0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.70%

12.66%

-1.96%