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THMAX vs. AAMBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

THMAX vs. AAMBX - Performance Comparison

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

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THMAX vs. AAMBX - 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%
AAMBX
Thrivent Municipal Bond Fund
-0.93%3.39%2.70%6.18%-10.93%1.99%4.78%7.38%0.32%4.47%

Returns By Period

In the year-to-date period, THMAX achieves a -3.82% return, which is significantly lower than AAMBX's -0.93% return. Over the past 10 years, THMAX has outperformed AAMBX with an annualized return of 7.58%, while AAMBX has yielded a comparatively lower 1.64% annualized return.


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%

AAMBX

1D
0.30%
1M
-2.83%
YTD
-0.93%
6M
0.45%
1Y
2.59%
3Y*
2.81%
5Y*
0.38%
10Y*
1.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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THMAX vs. AAMBX - Expense Ratio Comparison

THMAX has a 0.79% expense ratio, which is higher than AAMBX's 0.74% expense ratio.


Return for Risk

THMAX vs. AAMBX — 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

AAMBX
AAMBX Risk / Return Rank: 2323
Overall Rank
AAMBX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
AAMBX Sortino Ratio Rank: 1919
Sortino Ratio Rank
AAMBX Omega Ratio Rank: 3232
Omega Ratio Rank
AAMBX Calmar Ratio Rank: 2222
Calmar Ratio Rank
AAMBX Martin Ratio Rank: 1717
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. AAMBX - Risk-Adjusted Trends Comparison

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


THMAXAAMBXDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.58

+0.42

Sortino ratio

Return per unit of downside risk

1.47

0.82

+0.65

Omega ratio

Gain probability vs. loss probability

1.22

1.16

+0.06

Calmar ratio

Return relative to maximum drawdown

1.26

0.65

+0.61

Martin ratio

Return relative to average drawdown

5.78

1.75

+4.04

THMAX vs. AAMBX - Sharpe Ratio Comparison

The current THMAX Sharpe Ratio is 1.00, which is higher than the AAMBX Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of THMAX and AAMBX, 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


THMAXAAMBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.58

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.08

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.37

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.45

+0.04

Correlation

The correlation between THMAX and AAMBX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

THMAX vs. AAMBX - Dividend Comparison

THMAX's dividend yield for the trailing twelve months is around 7.03%, more than AAMBX's 3.55% 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%
AAMBX
Thrivent Municipal Bond Fund
3.55%4.65%3.93%2.58%2.97%2.66%2.80%3.35%3.45%3.40%3.41%3.39%

Drawdowns

THMAX vs. AAMBX - Drawdown Comparison

The maximum THMAX drawdown since its inception was -41.95%, smaller than the maximum AAMBX drawdown of -49.18%. Use the drawdown chart below to compare losses from any high point for THMAX and AAMBX.


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Drawdown Indicators


THMAXAAMBXDifference

Max Drawdown

Largest peak-to-trough decline

-41.95%

-49.18%

+7.23%

Max Drawdown (1Y)

Largest decline over 1 year

-8.00%

-5.89%

-2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-24.22%

-16.17%

-8.05%

Max Drawdown (10Y)

Largest decline over 10 years

-24.22%

-16.17%

-8.05%

Current Drawdown

Current decline from peak

-6.10%

-2.83%

-3.27%

Average Drawdown

Average peak-to-trough decline

-5.57%

-5.22%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

2.19%

-0.45%

Volatility

THMAX vs. AAMBX - Volatility Comparison

Thrivent Moderate Allocation Fund (THMAX) has a higher volatility of 3.20% compared to Thrivent Municipal Bond Fund (AAMBX) at 1.35%. This indicates that THMAX's price experiences larger fluctuations and is considered to be riskier than AAMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


THMAXAAMBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

1.35%

+1.85%

Volatility (6M)

Calculated over the trailing 6-month period

6.20%

1.99%

+4.21%

Volatility (1Y)

Calculated over the trailing 1-year period

11.35%

6.11%

+5.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.59%

4.71%

+6.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.70%

4.40%

+6.30%