TMSIX vs. VOE
Compare and contrast key facts about Thrivent Mid Cap Stock Fund Class S (TMSIX) and Vanguard Mid-Cap Value ETF (VOE).
TMSIX is managed by Thrivent. It was launched on Jun 30, 1993. VOE is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Value Index. It was launched on Aug 17, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TMSIX or VOE.
Key characteristics
| TMSIX | VOE | |
|---|---|---|
| YTD Return | 9.21% | 15.82% |
| 1Y Return | 22.90% | 28.15% |
| 3Y Return (Ann) | 0.50% | 5.88% |
| 5Y Return (Ann) | 10.95% | 9.98% |
| 10Y Return (Ann) | 8.46% | 8.98% |
| Sharpe Ratio | 1.66 | 2.53 |
| Sortino Ratio | 2.39 | 3.59 |
| Omega Ratio | 1.29 | 1.45 |
| Calmar Ratio | 1.24 | 2.37 |
| Martin Ratio | 6.43 | 15.77 |
| Ulcer Index | 3.90% | 1.93% |
| Daily Std Dev | 15.05% | 11.92% |
| Max Drawdown | -56.10% | -61.55% |
| Current Drawdown | -4.43% | -3.05% |
Correlation
The correlation between TMSIX and VOE is 0.94, 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.
Performance
TMSIX vs. VOE - Performance Comparison
In the year-to-date period, TMSIX achieves a 9.21% return, which is significantly lower than VOE's 15.82% return. Over the past 10 years, TMSIX has underperformed VOE with an annualized return of 8.46%, while VOE has yielded a comparatively higher 8.98% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TMSIX vs. VOE - Expense Ratio Comparison
TMSIX has a 0.74% expense ratio, which is higher than VOE's 0.07% expense ratio.
Risk-Adjusted Performance
TMSIX vs. VOE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Thrivent Mid Cap Stock Fund Class S (TMSIX) and Vanguard Mid-Cap Value ETF (VOE). 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. VOE - Dividend Comparison
TMSIX's dividend yield for the trailing twelve months is around 1.35%, less than VOE's 2.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TMSIX Thrivent Mid Cap Stock Fund Class S | 1.35% | 1.48% | 2.86% | 10.77% | 3.26% | 2.77% | 11.64% | 0.00% | 0.38% | 0.45% | 11.90% | 0.33% |
VOE Vanguard Mid-Cap Value ETF | 2.13% | 2.27% | 2.27% | 1.78% | 2.36% | 2.05% | 2.75% | 1.86% | 1.92% | 2.05% | 1.67% | 1.53% |
Drawdowns
TMSIX vs. VOE - Drawdown Comparison
The maximum TMSIX drawdown since its inception was -56.10%, smaller than the maximum VOE drawdown of -61.55%. Use the drawdown chart below to compare losses from any high point for TMSIX and VOE. For additional features, visit the drawdowns tool.
Volatility
TMSIX vs. VOE - Volatility Comparison
Thrivent Mid Cap Stock Fund Class S (TMSIX) has a higher volatility of 3.48% compared to Vanguard Mid-Cap Value ETF (VOE) at 2.74%. This indicates that TMSIX's price experiences larger fluctuations and is considered to be riskier than VOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.