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TMSIX vs. VO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TMSIX vs. VO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Mid Cap Stock Fund Class S (TMSIX) and Vanguard Mid-Cap ETF (VO). The values are adjusted to include any dividend payments, if applicable.

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TMSIX vs. VO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TMSIX
Thrivent Mid Cap Stock Fund Class S
-2.40%4.64%14.08%13.90%-17.68%28.06%21.96%24.88%-10.47%18.90%
VO
Vanguard Mid-Cap ETF
-0.68%11.62%15.31%16.03%-18.73%24.70%18.10%30.98%-9.24%19.28%

Returns By Period

In the year-to-date period, TMSIX achieves a -2.40% return, which is significantly lower than VO's -0.68% return. Both investments have delivered pretty close results over the past 10 years, with TMSIX having a 11.16% annualized return and VO not far behind at 10.67%.


TMSIX

1D
-0.54%
1M
-8.39%
YTD
-2.40%
6M
-0.70%
1Y
6.18%
3Y*
8.10%
5Y*
5.03%
10Y*
11.16%

VO

1D
2.22%
1M
-5.86%
YTD
-0.68%
6M
-1.48%
1Y
12.73%
3Y*
12.61%
5Y*
6.66%
10Y*
10.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TMSIX vs. VO - Expense Ratio Comparison

TMSIX has a 0.74% expense ratio, which is higher than VO's 0.04% expense ratio.


Return for Risk

TMSIX vs. VO — Risk / Return Rank

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

TMSIX
TMSIX Risk / Return Rank: 1414
Overall Rank
TMSIX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TMSIX Sortino Ratio Rank: 1414
Sortino Ratio Rank
TMSIX Omega Ratio Rank: 1414
Omega Ratio Rank
TMSIX Calmar Ratio Rank: 1313
Calmar Ratio Rank
TMSIX Martin Ratio Rank: 1515
Martin Ratio Rank

VO
VO Risk / Return Rank: 4646
Overall Rank
VO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VO Sortino Ratio Rank: 4343
Sortino Ratio Rank
VO Omega Ratio Rank: 4444
Omega Ratio Rank
VO Calmar Ratio Rank: 4646
Calmar Ratio Rank
VO Martin Ratio Rank: 5454
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.

TMSIX vs. VO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Mid Cap Stock Fund Class S (TMSIX) and Vanguard Mid-Cap ETF (VO). 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.


TMSIXVODifference

Sharpe ratio

Return per unit of total volatility

0.34

0.73

-0.38

Sortino ratio

Return per unit of downside risk

0.62

1.12

-0.51

Omega ratio

Gain probability vs. loss probability

1.08

1.16

-0.08

Calmar ratio

Return relative to maximum drawdown

0.34

1.05

-0.71

Martin ratio

Return relative to average drawdown

1.38

4.84

-3.47

TMSIX vs. VO - Sharpe Ratio Comparison

The current TMSIX Sharpe Ratio is 0.34, which is lower than the VO Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of TMSIX and VO, 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


TMSIXVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.34

0.73

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.38

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.57

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.48

-0.04

Correlation

The correlation between TMSIX and VO 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

TMSIX vs. VO - Dividend Comparison

TMSIX's dividend yield for the trailing twelve months is around 12.70%, more than VO's 1.51% yield.


TTM20252024202320222021202020192018201720162015
TMSIX
Thrivent Mid Cap Stock Fund Class S
12.70%12.39%7.91%1.48%2.86%10.77%3.26%2.77%11.64%7.92%4.10%11.95%
VO
Vanguard Mid-Cap ETF
1.51%1.52%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%

Drawdowns

TMSIX vs. VO - Drawdown Comparison

The maximum TMSIX drawdown since its inception was -56.10%, roughly equal to the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for TMSIX and VO.


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Drawdown Indicators


TMSIXVODifference

Max Drawdown

Largest peak-to-trough decline

-56.10%

-58.87%

+2.77%

Max Drawdown (1Y)

Largest decline over 1 year

-13.29%

-12.74%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-31.57%

-27.57%

-4.00%

Max Drawdown (10Y)

Largest decline over 10 years

-40.66%

-39.37%

-1.29%

Current Drawdown

Current decline from peak

-8.97%

-6.12%

-2.85%

Average Drawdown

Average peak-to-trough decline

-10.06%

-7.91%

-2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

2.76%

+0.53%

Volatility

TMSIX vs. VO - Volatility Comparison

Thrivent Mid Cap Stock Fund Class S (TMSIX) has a higher volatility of 5.48% compared to Vanguard Mid-Cap ETF (VO) at 4.89%. This indicates that TMSIX's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMSIXVODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.48%

4.89%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

10.71%

9.72%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

19.02%

17.57%

+1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.37%

17.62%

+2.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.40%

18.94%

+1.46%