TMSIX vs. QQQ
Compare and contrast key facts about Thrivent Mid Cap Stock Fund Class S (TMSIX) and Invesco QQQ (QQQ).
TMSIX is managed by Thrivent. It was launched on Jun 30, 1993. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TMSIX or QQQ.
Performance
TMSIX vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, TMSIX achieves a 16.53% return, which is significantly lower than QQQ's 24.04% return. Over the past 10 years, TMSIX has underperformed QQQ with an annualized return of 4.67%, while QQQ has yielded a comparatively higher 18.03% annualized return.
TMSIX
16.53%
3.99%
10.30%
26.23%
7.96%
4.67%
QQQ
24.04%
3.57%
10.78%
30.56%
20.99%
18.03%
Key characteristics
| TMSIX | QQQ | |
|---|---|---|
| Sharpe Ratio | 1.75 | 1.76 |
| Sortino Ratio | 2.52 | 2.35 |
| Omega Ratio | 1.30 | 1.32 |
| Calmar Ratio | 1.02 | 2.25 |
| Martin Ratio | 6.80 | 8.18 |
| Ulcer Index | 3.90% | 3.74% |
| Daily Std Dev | 15.17% | 17.36% |
| Max Drawdown | -63.52% | -82.98% |
| Current Drawdown | -6.33% | -1.62% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TMSIX vs. QQQ - Expense Ratio Comparison
TMSIX has a 0.74% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Correlation
The correlation between TMSIX and QQQ is 0.79, 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.
Risk-Adjusted Performance
TMSIX vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Thrivent Mid Cap Stock Fund Class S (TMSIX) and Invesco QQQ (QQQ). 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.
Dividends
TMSIX vs. QQQ - Dividend Comparison
TMSIX's dividend yield for the trailing twelve months is around 0.38%, less than QQQ's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TMSIX Thrivent Mid Cap Stock Fund Class S | 0.38% | 0.44% | 0.37% | 0.09% | 0.26% | 0.37% | 0.47% | 0.00% | 0.38% | 0.45% | 0.57% | 0.33% |
QQQ Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
TMSIX vs. QQQ - Drawdown Comparison
The maximum TMSIX drawdown since its inception was -63.52%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for TMSIX and QQQ. For additional features, visit the drawdowns tool.
Volatility
TMSIX vs. QQQ - Volatility Comparison
Thrivent Mid Cap Stock Fund Class S (TMSIX) and Invesco QQQ (QQQ) have volatilities of 5.51% and 5.36%, 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.