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TMSIX vs. VOE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

TMSIX vs. VOE - 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 Value ETF (VOE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
9.54%
14.20%
TMSIX
VOE

Returns By Period

In the year-to-date period, TMSIX achieves a 16.53% return, which is significantly lower than VOE's 21.23% return. Over the past 10 years, TMSIX has underperformed VOE with an annualized return of 4.67%, while VOE has yielded a comparatively higher 9.24% annualized return.


TMSIX

YTD

16.53%

1M

3.99%

6M

10.30%

1Y

26.23%

5Y (annualized)

7.96%

10Y (annualized)

4.67%

VOE

YTD

21.23%

1M

2.98%

6M

14.99%

1Y

30.91%

5Y (annualized)

10.93%

10Y (annualized)

9.24%

Key characteristics


TMSIXVOE
Sharpe Ratio1.752.69
Sortino Ratio2.523.72
Omega Ratio1.301.47
Calmar Ratio1.023.70
Martin Ratio6.8016.37
Ulcer Index3.90%1.93%
Daily Std Dev15.17%11.77%
Max Drawdown-63.52%-61.55%
Current Drawdown-6.33%0.00%

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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.


TMSIX
Thrivent Mid Cap Stock Fund Class S
Expense ratio chart for TMSIX: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%
Expense ratio chart for VOE: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Correlation

-0.50.00.51.00.9

The correlation between TMSIX and VOE is 0.93, 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. 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.


Sharpe ratio
The chart of Sharpe ratio for TMSIX, currently valued at 1.75, compared to the broader market-1.000.001.002.003.004.005.001.752.69
The chart of Sortino ratio for TMSIX, currently valued at 2.52, compared to the broader market0.005.0010.002.523.72
The chart of Omega ratio for TMSIX, currently valued at 1.30, compared to the broader market1.002.003.004.001.301.47
The chart of Calmar ratio for TMSIX, currently valued at 1.02, compared to the broader market0.005.0010.0015.0020.0025.001.023.70
The chart of Martin ratio for TMSIX, currently valued at 6.80, compared to the broader market0.0020.0040.0060.0080.00100.006.8016.37
TMSIX
VOE

The current TMSIX Sharpe Ratio is 1.75, which is lower than the VOE Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of TMSIX and VOE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.75
2.69
TMSIX
VOE

Dividends

TMSIX vs. VOE - Dividend Comparison

TMSIX's dividend yield for the trailing twelve months is around 0.38%, less than VOE's 2.04% yield.


TTM20232022202120202019201820172016201520142013
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%
VOE
Vanguard Mid-Cap Value ETF
2.04%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 -63.52%, roughly equal to 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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.33%
0
TMSIX
VOE

Volatility

TMSIX vs. VOE - Volatility Comparison

Thrivent Mid Cap Stock Fund Class S (TMSIX) has a higher volatility of 5.51% compared to Vanguard Mid-Cap Value ETF (VOE) at 3.59%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
5.51%
3.59%
TMSIX
VOE