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TQSM.TO vs. TSCSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TQSM.TO vs. TSCSX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in TD Q U.S. Small-Mid-Cap Equity ETF (TQSM.TO) and Thrivent Small Cap Stock Fund Class S (TSCSX). The values are adjusted to include any dividend payments, if applicable.

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TQSM.TO vs. TSCSX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TQSM.TO
TD Q U.S. Small-Mid-Cap Equity ETF
2.32%1.20%20.45%18.86%0.22%25.08%-2.24%-0.73%
TSCSX
Thrivent Small Cap Stock Fund Class S
-1.87%-2.33%22.41%9.99%-4.59%23.09%20.80%0.04%
Different Trading Currencies

TQSM.TO is traded in CAD, while TSCSX is traded in USD. To make them comparable, the TSCSX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TQSM.TO achieves a 2.32% return, which is significantly higher than TSCSX's -1.87% return.


TQSM.TO

1D
2.44%
1M
-1.64%
YTD
2.32%
6M
-0.49%
1Y
10.60%
3Y*
12.93%
5Y*
10.64%
10Y*

TSCSX

1D
-0.94%
1M
-7.65%
YTD
-1.87%
6M
-1.92%
1Y
6.51%
3Y*
7.18%
5Y*
6.17%
10Y*
12.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TQSM.TO vs. TSCSX - Expense Ratio Comparison

TQSM.TO has a 0.40% expense ratio, which is lower than TSCSX's 0.80% expense ratio.


Return for Risk

TQSM.TO vs. TSCSX — Risk / Return Rank

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

TQSM.TO
TQSM.TO Risk / Return Rank: 3131
Overall Rank
TQSM.TO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TQSM.TO Sortino Ratio Rank: 2929
Sortino Ratio Rank
TQSM.TO Omega Ratio Rank: 2929
Omega Ratio Rank
TQSM.TO Calmar Ratio Rank: 3434
Calmar Ratio Rank
TQSM.TO Martin Ratio Rank: 3333
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.

TQSM.TO vs. TSCSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TD Q U.S. Small-Mid-Cap Equity ETF (TQSM.TO) 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.


TQSM.TOTSCSXDifference

Sharpe ratio

Return per unit of total volatility

0.52

0.32

+0.20

Sortino ratio

Return per unit of downside risk

0.86

0.60

+0.27

Omega ratio

Gain probability vs. loss probability

1.12

1.08

+0.04

Calmar ratio

Return relative to maximum drawdown

0.85

0.36

+0.49

Martin ratio

Return relative to average drawdown

2.97

1.16

+1.81

TQSM.TO vs. TSCSX - Sharpe Ratio Comparison

The current TQSM.TO Sharpe Ratio is 0.52, which is higher than the TSCSX Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of TQSM.TO 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


TQSM.TOTSCSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

0.32

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.31

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.68

-0.15

Correlation

The correlation between TQSM.TO and TSCSX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TQSM.TO vs. TSCSX - Dividend Comparison

TQSM.TO's dividend yield for the trailing twelve months is around 0.86%, less than TSCSX's 2.44% yield.


TTM20252024202320222021202020192018201720162015
TQSM.TO
TD Q U.S. Small-Mid-Cap Equity ETF
0.86%0.90%0.89%0.85%1.34%0.78%1.10%0.00%0.00%0.00%0.00%0.00%
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

TQSM.TO vs. TSCSX - Drawdown Comparison

The maximum TQSM.TO drawdown since its inception was -33.03%, smaller than the maximum TSCSX drawdown of -35.43%. Use the drawdown chart below to compare losses from any high point for TQSM.TO and TSCSX.


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Drawdown Indicators


TQSM.TOTSCSXDifference

Max Drawdown

Largest peak-to-trough decline

-33.03%

-56.66%

+23.63%

Max Drawdown (1Y)

Largest decline over 1 year

-13.51%

-14.31%

+0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-23.78%

-27.04%

+3.26%

Max Drawdown (10Y)

Largest decline over 10 years

-41.63%

Current Drawdown

Current decline from peak

-4.29%

-11.36%

+7.07%

Average Drawdown

Average peak-to-trough decline

-5.64%

-10.29%

+4.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

3.96%

-0.11%

Volatility

TQSM.TO vs. TSCSX - Volatility Comparison

The current volatility for TD Q U.S. Small-Mid-Cap Equity ETF (TQSM.TO) is 5.58%, while Thrivent Small Cap Stock Fund Class S (TSCSX) has a volatility of 6.67%. This indicates that TQSM.TO 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


TQSM.TOTSCSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

6.67%

-1.09%

Volatility (6M)

Calculated over the trailing 6-month period

11.41%

12.81%

-1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

20.50%

22.14%

-1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.98%

19.74%

-3.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.30%

20.27%

-1.97%