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TMAAX vs. TSCSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TMAAX vs. TSCSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Moderately Aggressive Allocation Fund Class A (TMAAX) and Thrivent Small Cap Stock Fund Class S (TSCSX). The values are adjusted to include any dividend payments, if applicable.

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TMAAX vs. TSCSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TMAAX
Thrivent Moderately Aggressive Allocation Fund Class A
-4.21%15.13%19.29%17.06%-17.79%15.74%14.13%21.47%-6.30%11.50%
TSCSX
Thrivent Small Cap Stock Fund Class S
-3.28%2.36%12.73%12.47%-10.94%24.22%22.87%27.92%-10.52%21.22%

Returns By Period

In the year-to-date period, TMAAX achieves a -4.21% return, which is significantly lower than TSCSX's -3.28% return. Over the past 10 years, TMAAX has underperformed TSCSX with an annualized return of 8.73%, while TSCSX has yielded a comparatively higher 11.51% annualized return.


TMAAX

1D
-0.23%
1M
-7.16%
YTD
-4.21%
6M
-1.77%
1Y
12.80%
3Y*
13.51%
5Y*
7.29%
10Y*
8.73%

TSCSX

1D
-1.17%
1M
-9.54%
YTD
-3.28%
6M
-1.94%
1Y
10.06%
3Y*
6.13%
5Y*
4.01%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TMAAX vs. TSCSX - Expense Ratio Comparison

TMAAX has a 1.33% expense ratio, which is higher than TSCSX's 0.80% expense ratio.


Return for Risk

TMAAX vs. TSCSX — Risk / Return Rank

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

TMAAX
TMAAX Risk / Return Rank: 5151
Overall Rank
TMAAX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
TMAAX Sortino Ratio Rank: 5050
Sortino Ratio Rank
TMAAX Omega Ratio Rank: 5151
Omega Ratio Rank
TMAAX Calmar Ratio Rank: 4747
Calmar Ratio Rank
TMAAX Martin Ratio Rank: 5656
Martin Ratio Rank

TSCSX
TSCSX Risk / Return Rank: 1919
Overall Rank
TSCSX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
TSCSX Sortino Ratio Rank: 2020
Sortino Ratio Rank
TSCSX Omega Ratio Rank: 1818
Omega Ratio Rank
TSCSX Calmar Ratio Rank: 1919
Calmar Ratio Rank
TSCSX Martin Ratio Rank: 2020
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.

TMAAX vs. TSCSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Moderately Aggressive Allocation Fund Class A (TMAAX) and Thrivent Small Cap Stock Fund Class S (TSCSX). 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.


TMAAXTSCSXDifference

Sharpe ratio

Return per unit of total volatility

0.94

0.46

+0.48

Sortino ratio

Return per unit of downside risk

1.40

0.81

+0.59

Omega ratio

Gain probability vs. loss probability

1.21

1.11

+0.10

Calmar ratio

Return relative to maximum drawdown

1.16

0.56

+0.60

Martin ratio

Return relative to average drawdown

5.41

2.01

+3.40

TMAAX vs. TSCSX - Sharpe Ratio Comparison

The current TMAAX Sharpe Ratio is 0.94, which is higher than the TSCSX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of TMAAX and TSCSX, 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


TMAAXTSCSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

0.46

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.19

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.52

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.39

+0.04

Correlation

The correlation between TMAAX and TSCSX is 0.90, 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

TMAAX vs. TSCSX - Dividend Comparison

TMAAX's dividend yield for the trailing twelve months is around 7.61%, more than TSCSX's 2.44% yield.


TTM20252024202320222021202020192018201720162015
TMAAX
Thrivent Moderately Aggressive Allocation Fund Class A
7.61%7.29%11.82%3.55%3.03%6.94%4.16%6.27%6.01%1.10%0.99%0.76%
TSCSX
Thrivent Small Cap Stock Fund Class S
2.44%2.36%3.18%0.46%9.60%11.33%1.60%8.72%15.00%6.68%4.19%8.34%

Drawdowns

TMAAX vs. TSCSX - Drawdown Comparison

The maximum TMAAX drawdown since its inception was -50.54%, smaller than the maximum TSCSX drawdown of -56.66%. Use the drawdown chart below to compare losses from any high point for TMAAX and TSCSX.


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Drawdown Indicators


TMAAXTSCSXDifference

Max Drawdown

Largest peak-to-trough decline

-50.54%

-56.66%

+6.12%

Max Drawdown (1Y)

Largest decline over 1 year

-9.88%

-14.31%

+4.43%

Max Drawdown (5Y)

Largest decline over 5 years

-26.55%

-27.04%

+0.49%

Max Drawdown (10Y)

Largest decline over 10 years

-26.99%

-41.63%

+14.64%

Current Drawdown

Current decline from peak

-7.55%

-11.36%

+3.81%

Average Drawdown

Average peak-to-trough decline

-7.41%

-10.29%

+2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

3.96%

-1.84%

Volatility

TMAAX vs. TSCSX - Volatility Comparison

The current volatility for Thrivent Moderately Aggressive Allocation Fund Class A (TMAAX) is 4.06%, while Thrivent Small Cap Stock Fund Class S (TSCSX) has a volatility of 6.31%. This indicates that TMAAX experiences smaller price fluctuations and is considered to be less risky than TSCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMAAXTSCSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

6.31%

-2.25%

Volatility (6M)

Calculated over the trailing 6-month period

7.66%

12.48%

-4.82%

Volatility (1Y)

Calculated over the trailing 1-year period

13.98%

22.16%

-8.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.81%

21.65%

-7.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.28%

22.08%

-8.80%