THPMX vs. THPGX
Compare and contrast key facts about Thompson MidCap Fund (THPMX) and Thompson LargeCap Fund (THPGX).
THPMX is managed by Thompson IM. It was launched on Mar 31, 2008. THPGX is managed by Thompson IM. It was launched on Feb 10, 1992.
Performance
THPMX vs. THPGX - Performance Comparison
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THPMX vs. THPGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
THPMX Thompson MidCap Fund | -0.81% | 20.08% | 7.70% | 17.01% | -14.84% | 29.71% | 11.97% | 33.48% | -21.90% | 17.10% |
THPGX Thompson LargeCap Fund | -1.84% | 27.10% | 17.14% | 22.06% | -15.78% | 28.09% | 15.49% | 33.59% | -12.31% | 18.24% |
Returns By Period
In the year-to-date period, THPMX achieves a -0.81% return, which is significantly higher than THPGX's -1.84% return. Over the past 10 years, THPMX has underperformed THPGX with an annualized return of 10.36%, while THPGX has yielded a comparatively higher 13.80% annualized return.
THPMX
- 1D
- 2.89%
- 1M
- -6.35%
- YTD
- -0.81%
- 6M
- 5.22%
- 1Y
- 23.61%
- 3Y*
- 12.97%
- 5Y*
- 6.24%
- 10Y*
- 10.36%
THPGX
- 1D
- 2.67%
- 1M
- -5.71%
- YTD
- -1.84%
- 6M
- 5.80%
- 1Y
- 27.40%
- 3Y*
- 17.90%
- 5Y*
- 10.52%
- 10Y*
- 13.80%
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THPMX vs. THPGX - Expense Ratio Comparison
THPMX has a 1.15% expense ratio, which is higher than THPGX's 0.99% expense ratio.
Return for Risk
THPMX vs. THPGX — Risk / Return Rank
THPMX
THPGX
THPMX vs. THPGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thompson MidCap Fund (THPMX) and Thompson LargeCap Fund (THPGX). 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.
| THPMX | THPGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 1.46 | -0.36 |
Sortino ratioReturn per unit of downside risk | 1.63 | 2.08 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.32 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 2.14 | -0.55 |
Martin ratioReturn relative to average drawdown | 6.61 | 9.62 | -3.00 |
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
| THPMX | THPGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.46 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.59 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.69 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.48 | +0.06 |
Correlation
The correlation between THPMX and THPGX 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
THPMX vs. THPGX - Dividend Comparison
THPMX's dividend yield for the trailing twelve months is around 9.56%, more than THPGX's 5.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
THPMX Thompson MidCap Fund | 9.56% | 9.48% | 8.04% | 7.60% | 12.04% | 9.76% | 0.33% | 2.93% | 7.29% | 7.51% | 4.84% | 9.46% |
THPGX Thompson LargeCap Fund | 5.71% | 5.60% | 11.97% | 8.38% | 5.06% | 4.95% | 0.90% | 2.73% | 0.89% | 0.82% | 0.80% | 0.72% |
Drawdowns
THPMX vs. THPGX - Drawdown Comparison
The maximum THPMX drawdown since its inception was -47.55%, smaller than the maximum THPGX drawdown of -65.52%. Use the drawdown chart below to compare losses from any high point for THPMX and THPGX.
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Drawdown Indicators
| THPMX | THPGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.55% | -65.52% | +17.97% |
Max Drawdown (1Y)Largest decline over 1 year | -14.82% | -13.04% | -1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -25.29% | -26.49% | +1.20% |
Max Drawdown (10Y)Largest decline over 10 years | -47.55% | -40.68% | -6.87% |
Current DrawdownCurrent decline from peak | -7.30% | -5.71% | -1.59% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -9.62% | +2.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 2.90% | +0.67% |
Volatility
THPMX vs. THPGX - Volatility Comparison
Thompson MidCap Fund (THPMX) has a higher volatility of 5.91% compared to Thompson LargeCap Fund (THPGX) at 4.96%. This indicates that THPMX's price experiences larger fluctuations and is considered to be riskier than THPGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| THPMX | THPGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.91% | 4.96% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 11.39% | 9.58% | +1.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.13% | 18.53% | +2.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.64% | 17.78% | +2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.78% | 19.96% | +2.82% |