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TRCSX vs. TSCSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRCSX vs. TSCSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Small-Cap Index Fund (TRCSX) and Thrivent Small Cap Stock Fund Class S (TSCSX). The values are adjusted to include any dividend payments, if applicable.

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TRCSX vs. TSCSX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TRCSX
T. Rowe Price Small-Cap Index Fund
-2.44%12.72%11.36%16.97%-20.47%4.05%
TSCSX
Thrivent Small Cap Stock Fund Class S
-3.28%2.36%12.73%12.47%-10.94%5.87%

Returns By Period

In the year-to-date period, TRCSX achieves a -2.44% return, which is significantly higher than TSCSX's -3.28% return.


TRCSX

1D
-1.46%
1M
-8.19%
YTD
-2.44%
6M
-0.28%
1Y
21.46%
3Y*
11.73%
5Y*
10Y*

TSCSX

1D
-1.17%
1M
-9.54%
YTD
-3.28%
6M
-1.94%
1Y
10.06%
3Y*
6.13%
5Y*
4.01%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TRCSX vs. TSCSX - Expense Ratio Comparison

TRCSX has a 0.14% expense ratio, which is lower than TSCSX's 0.80% expense ratio.


Return for Risk

TRCSX vs. TSCSX — Risk / Return Rank

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

TRCSX
TRCSX Risk / Return Rank: 2828
Overall Rank
TRCSX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
TRCSX Sortino Ratio Rank: 4545
Sortino Ratio Rank
TRCSX Omega Ratio Rank: 3535
Omega Ratio Rank
TRCSX Calmar Ratio Rank: 1111
Calmar Ratio Rank
TRCSX Martin Ratio Rank: 1111
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.

TRCSX vs. TSCSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Small-Cap Index Fund (TRCSX) 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.


TRCSXTSCSXDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.46

+0.40

Sortino ratio

Return per unit of downside risk

1.36

0.81

+0.55

Omega ratio

Gain probability vs. loss probability

1.17

1.11

+0.07

Calmar ratio

Return relative to maximum drawdown

0.27

0.56

-0.29

Martin ratio

Return relative to average drawdown

0.87

2.01

-1.14

TRCSX vs. TSCSX - Sharpe Ratio Comparison

The current TRCSX Sharpe Ratio is 0.86, which is higher than the TSCSX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of TRCSX 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


TRCSXTSCSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.46

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.39

-0.23

Correlation

The correlation between TRCSX and TSCSX is 0.90, 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

TRCSX vs. TSCSX - Dividend Comparison

TRCSX's dividend yield for the trailing twelve months is around 2.45%, which matches TSCSX's 2.44% yield.


TTM20252024202320222021202020192018201720162015
TRCSX
T. Rowe Price Small-Cap Index Fund
2.45%2.39%3.18%1.27%1.58%1.69%0.00%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

TRCSX vs. TSCSX - Drawdown Comparison

The maximum TRCSX drawdown since its inception was -31.94%, smaller than the maximum TSCSX drawdown of -56.66%. Use the drawdown chart below to compare losses from any high point for TRCSX and TSCSX.


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Drawdown Indicators


TRCSXTSCSXDifference

Max Drawdown

Largest peak-to-trough decline

-31.94%

-56.66%

+24.72%

Max Drawdown (1Y)

Largest decline over 1 year

-14.23%

-14.31%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-27.04%

Max Drawdown (10Y)

Largest decline over 10 years

-41.63%

Current Drawdown

Current decline from peak

-10.96%

-11.36%

+0.40%

Average Drawdown

Average peak-to-trough decline

-13.95%

-10.29%

-3.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.32%

3.96%

+3.36%

Volatility

TRCSX vs. TSCSX - Volatility Comparison

T. Rowe Price Small-Cap Index Fund (TRCSX) has a higher volatility of 6.65% compared to Thrivent Small Cap Stock Fund Class S (TSCSX) at 6.31%. This indicates that TRCSX's price experiences larger fluctuations and is considered to be riskier 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


TRCSXTSCSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

6.31%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

14.43%

12.48%

+1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

25.77%

22.16%

+3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.20%

21.65%

+1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.20%

22.08%

+1.12%