TSCGX vs. SFSNX
Compare and contrast key facts about Thrivent Small Cap Growth Fund (TSCGX) and Schwab Fundamental US Small Company Index Fund (SFSNX).
TSCGX is managed by Thrivent. It was launched on Feb 28, 2018. SFSNX is managed by Charles Schwab. It was launched on Apr 2, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSCGX or SFSNX.
Key characteristics
| TSCGX | SFSNX | |
|---|---|---|
| YTD Return | 17.16% | 15.42% |
| 1Y Return | 38.59% | 37.29% |
| 3Y Return (Ann) | -3.66% | 4.65% |
| 5Y Return (Ann) | 11.44% | 11.51% |
| Sharpe Ratio | 1.92 | 1.85 |
| Sortino Ratio | 2.72 | 2.68 |
| Omega Ratio | 1.33 | 1.33 |
| Calmar Ratio | 1.04 | 2.14 |
| Martin Ratio | 10.05 | 10.80 |
| Ulcer Index | 3.66% | 3.30% |
| Daily Std Dev | 19.19% | 19.31% |
| Max Drawdown | -40.25% | -62.68% |
| Current Drawdown | -10.63% | 0.00% |
Correlation
The correlation between TSCGX and SFSNX is 0.86, 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. SFSNX - Performance Comparison
In the year-to-date period, TSCGX achieves a 17.16% return, which is significantly higher than SFSNX's 15.42% 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. SFSNX - Expense Ratio Comparison
TSCGX has a 1.21% expense ratio, which is higher than SFSNX's 0.25% expense ratio.
Risk-Adjusted Performance
TSCGX vs. SFSNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Thrivent Small Cap Growth Fund (TSCGX) and Schwab Fundamental US Small Company Index Fund (SFSNX). 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. SFSNX - Dividend Comparison
TSCGX has not paid dividends to shareholders, while SFSNX's dividend yield for the trailing twelve months is around 1.19%.
| 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% |
SFSNX Schwab Fundamental US Small Company Index Fund | 1.19% | 1.37% | 1.22% | 1.35% | 1.42% | 1.41% | 1.91% | 1.42% | 1.22% | 1.58% | 1.22% | 0.90% |
Drawdowns
TSCGX vs. SFSNX - Drawdown Comparison
The maximum TSCGX drawdown since its inception was -40.25%, smaller than the maximum SFSNX drawdown of -62.68%. Use the drawdown chart below to compare losses from any high point for TSCGX and SFSNX. For additional features, visit the drawdowns tool.
Volatility
TSCGX vs. SFSNX - Volatility Comparison
Thrivent Small Cap Growth Fund (TSCGX) and Schwab Fundamental US Small Company Index Fund (SFSNX) have volatilities of 6.66% and 6.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.