TSCGX vs. IWO
Compare and contrast key facts about Thrivent Small Cap Growth Fund (TSCGX) and iShares Russell 2000 Growth ETF (IWO).
TSCGX is managed by Thrivent. It was launched on Feb 28, 2018. IWO is a passively managed fund by iShares that tracks the performance of the Russell 2000 Growth Index. It was launched on Jul 24, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSCGX or IWO.
Key characteristics
| TSCGX | IWO | |
|---|---|---|
| YTD Return | 16.92% | 21.45% |
| 1Y Return | 30.68% | 37.12% |
| 3Y Return (Ann) | -3.41% | -1.16% |
| 5Y Return (Ann) | 11.08% | 9.11% |
| Sharpe Ratio | 1.92 | 2.02 |
| Sortino Ratio | 2.73 | 2.83 |
| Omega Ratio | 1.33 | 1.34 |
| Calmar Ratio | 1.14 | 1.33 |
| Martin Ratio | 10.05 | 11.00 |
| Ulcer Index | 3.67% | 4.02% |
| Daily Std Dev | 19.16% | 21.86% |
| Max Drawdown | -40.25% | -60.10% |
| Current Drawdown | -10.82% | -7.31% |
Correlation
The correlation between TSCGX and IWO 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.
Performance
TSCGX vs. IWO - Performance Comparison
In the year-to-date period, TSCGX achieves a 16.92% return, which is significantly lower than IWO's 21.45% 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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TSCGX vs. IWO - Expense Ratio Comparison
TSCGX has a 1.21% expense ratio, which is higher than IWO's 0.24% expense ratio.
Risk-Adjusted Performance
TSCGX vs. IWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Thrivent Small Cap Growth Fund (TSCGX) and iShares Russell 2000 Growth ETF (IWO). 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
TSCGX vs. IWO - Dividend Comparison
TSCGX has not paid dividends to shareholders, while IWO's dividend yield for the trailing twelve months is around 0.60%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSCGX Thrivent Small Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWO iShares Russell 2000 Growth ETF | 0.60% | 0.73% | 0.75% | 0.32% | 0.44% | 0.71% | 0.76% | 0.73% | 0.97% | 0.89% | 0.73% | 0.72% |
Drawdowns
TSCGX vs. IWO - Drawdown Comparison
The maximum TSCGX drawdown since its inception was -40.25%, smaller than the maximum IWO drawdown of -60.10%. Use the drawdown chart below to compare losses from any high point for TSCGX and IWO. For additional features, visit the drawdowns tool.
Volatility
TSCGX vs. IWO - Volatility Comparison
The current volatility for Thrivent Small Cap Growth Fund (TSCGX) is 6.61%, while iShares Russell 2000 Growth ETF (IWO) has a volatility of 7.16%. This indicates that TSCGX experiences smaller price fluctuations and is considered to be less risky than IWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.