THMAX vs. FNILX
Compare and contrast key facts about Thrivent Moderate Allocation Fund (THMAX) and Fidelity ZERO Large Cap Index Fund (FNILX).
THMAX is managed by Thrivent. It was launched on Jun 29, 2005. FNILX is managed by Fidelity.
Performance
THMAX vs. FNILX - Performance Comparison
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THMAX vs. FNILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
THMAX Thrivent Moderate Allocation Fund | -3.82% | 13.27% | 18.33% | 15.69% | -16.43% | 11.95% | 13.29% | 18.35% | -7.92% |
FNILX Fidelity ZERO Large Cap Index Fund | -7.30% | 17.81% | 25.47% | 27.45% | -19.37% | 26.67% | 21.13% | 31.79% | -13.60% |
Returns By Period
In the year-to-date period, THMAX achieves a -3.82% return, which is significantly higher than FNILX's -7.30% 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%
FNILX
- 1D
- -0.35%
- 1M
- -7.60%
- YTD
- -7.30%
- 6M
- -5.00%
- 1Y
- 14.41%
- 3Y*
- 17.43%
- 5Y*
- 11.17%
- 10Y*
- —
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THMAX vs. FNILX - Expense Ratio Comparison
THMAX has a 0.79% expense ratio, which is higher than FNILX's 0.00% expense ratio.
Return for Risk
THMAX vs. FNILX — Risk / Return Rank
THMAX
FNILX
THMAX vs. FNILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thrivent Moderate Allocation Fund (THMAX) and Fidelity ZERO Large Cap Index Fund (FNILX). 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.
| THMAX | FNILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.83 | +0.18 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.28 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.20 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.26 | 1.04 | +0.22 |
Martin ratioReturn relative to average drawdown | 5.78 | 5.01 | +0.77 |
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
| THMAX | FNILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.83 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.65 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.64 | -0.14 |
Correlation
The correlation between THMAX and FNILX is 0.95, 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. FNILX - Dividend Comparison
THMAX's dividend yield for the trailing twelve months is around 7.03%, more than FNILX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FNILX Fidelity ZERO Large Cap Index Fund | 1.09% | 1.01% | 1.09% | 1.34% | 1.53% | 0.95% | 1.20% | 1.17% | 0.53% | 0.00% | 0.00% | 0.00% |
Drawdowns
THMAX vs. FNILX - Drawdown Comparison
The maximum THMAX drawdown since its inception was -41.95%, which is greater than FNILX's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for THMAX and FNILX.
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Drawdown Indicators
| THMAX | FNILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.95% | -33.76% | -8.19% |
Max Drawdown (1Y)Largest decline over 1 year | -8.00% | -12.18% | +4.18% |
Max Drawdown (5Y)Largest decline over 5 years | -24.22% | -25.40% | +1.18% |
Max Drawdown (10Y)Largest decline over 10 years | -24.22% | — | — |
Current DrawdownCurrent decline from peak | -6.10% | -9.01% | +2.91% |
Average DrawdownAverage peak-to-trough decline | -5.57% | -5.47% | -0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 2.54% | -0.80% |
Volatility
THMAX vs. FNILX - Volatility Comparison
The current volatility for Thrivent Moderate Allocation Fund (THMAX) is 3.20%, while Fidelity ZERO Large Cap Index Fund (FNILX) has a volatility of 4.23%. This indicates that THMAX experiences smaller price fluctuations and is considered to be less risky than FNILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| THMAX | FNILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | 4.23% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 6.20% | 9.14% | -2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.35% | 18.26% | -6.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.59% | 17.22% | -5.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.70% | 20.17% | -9.47% |