PortfoliosLab logoPortfoliosLab logo
THMBX vs. STMYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

THMBX vs. STMYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent High Income Municipal Bond Fund (THMBX) and Ocean Park Tactical Municipal Fund (STMYX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, THMBX achieves a 1.64% return, which is significantly higher than STMYX's 0.97% return.


THMBX

1D
-0.32%
1M
-1.98%
6M
1.17%
YTD
1.64%
1Y
7.37%
3Y*
4.44%
5Y*
0.03%
10Y*
ALL TIME*
2.68%

STMYX

1D
-0.27%
1M
-1.69%
6M
0.35%
YTD
0.97%
1Y
5.13%
3Y*
2.06%
5Y*
0.43%
10Y*
ALL TIME*
2.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

THMBX vs. STMYX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
THMBX
Thrivent High Income Municipal Bond Fund
1.64%2.83%5.85%7.01%-15.19%6.59%3.18%10.04%
STMYX
Ocean Park Tactical Municipal Fund
0.97%-1.09%2.00%4.29%-2.93%3.35%4.35%7.73%

Correlation

The correlation between THMBX and STMYX is 0.85, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.85

Correlation (3Y)
Balances recent behavior with more history.

0.80

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.72

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2019

0.72

The correlation between THMBX and STMYX shifts across timeframes, from 0.72 (all time) to 0.85 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

THMBX vs. STMYX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

THMBX
THMBX Risk / Return Rank: 9292
Overall Rank
THMBX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
THMBX Sortino Ratio Rank: 9696
Sortino Ratio Rank
THMBX Omega Ratio Rank: 9696
Omega Ratio Rank
THMBX Calmar Ratio Rank: 8787
Calmar Ratio Rank
THMBX Martin Ratio Rank: 8989
Martin Ratio Rank

STMYX
STMYX Risk / Return Rank: 7676
Overall Rank
STMYX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
STMYX Sortino Ratio Rank: 8484
Sortino Ratio Rank
STMYX Omega Ratio Rank: 9090
Omega Ratio Rank
STMYX Calmar Ratio Rank: 6565
Calmar Ratio Rank
STMYX Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

THMBX vs. STMYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent High Income Municipal Bond Fund (THMBX) and Ocean Park Tactical Municipal Fund (STMYX). 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.


THMBXSTMYXDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+1.06

Omega ratioGain probability vs. loss probability

1.63

1.49

+0.14

Calmar ratioReturn relative to maximum drawdown

3.19

2.25

+0.94

Martin ratioReturn relative to average drawdown

12.19

7.56

+4.63

THMBX vs. STMYX - Sharpe Ratio Comparison

The current THMBX Sharpe Ratio is 2.55, which is comparable to the STMYX Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of THMBX and STMYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

THMBX vs. STMYX - Drawdown Comparison

The maximum THMBX drawdown since its inception was -21.08%, which is greater than STMYX's maximum drawdown of -9.71%. Use the drawdown chart below to compare losses from any high point for THMBX and STMYX.


Loading charts...

Drawdown Indicators


THMBXSTMYXDifference

Max Drawdown

Largest peak-to-trough decline

-21.08%

-9.71%

-11.37%

Max Drawdown (1Y)

Largest decline over 1 year

-2.71%

-2.55%

-0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-7.24%

-7.74%

+0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

-8.59%

-12.49%

Current Drawdown

Current decline from peak

-1.98%

-2.04%

+0.06%

Average Drawdown

Average peak-to-trough decline

-5.30%

-3.11%

-2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

0.75%

-0.04%

Volatility

THMBX vs. STMYX - Volatility Comparison

Thrivent High Income Municipal Bond Fund (THMBX) and Ocean Park Tactical Municipal Fund (STMYX) have volatilities of 0.99% and 1.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


THMBXSTMYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

1.02%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

2.61%

2.16%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

3.40%

2.64%

+0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.22%

3.91%

+1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.72%

3.69%

+2.03%

THMBX vs. STMYX - Expense Ratio Comparison

THMBX has a 0.60% expense ratio, which is lower than STMYX's 0.92% expense ratio.


Dividends

THMBX vs. STMYX - Dividend Comparison

THMBX's dividend yield for the trailing twelve months is around 3.99%, more than STMYX's 3.62% yield.


PositionTTM20252024202320222021202020192018
STMYX
Ocean Park Tactical Municipal Fund
3.62%3.44%3.03%2.46%1.13%4.78%2.47%2.67%0.00%
THMBX
Thrivent High Income Municipal Bond Fund
3.99%4.31%4.10%2.81%3.11%2.77%2.92%2.93%2.78%

Frequently Asked Questions


THMBX and STMYX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STMYX has higher volatility (1.02%) compared to THMBX (0.99%). In terms of maximum drawdown, THMBX dropped -21.08% vs STMYX's -9.71%.

THMBX currently has the higher Sharpe Ratio (2.55 vs 2.17), 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 THMBX and STMYX

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

Open Portfolio Optimizer