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TSCGX vs. VSGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSCGX vs. VSGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Small Cap Growth Fund (TSCGX) and Vanguard Small-Cap Growth Index Fund Institutional Shares (VSGIX). The values are adjusted to include any dividend payments, if applicable.

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TSCGX vs. VSGIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TSCGX
Thrivent Small Cap Growth Fund
-4.40%1.84%10.83%9.90%-22.54%11.30%55.07%30.05%-11.15%
VSGIX
Vanguard Small-Cap Growth Index Fund Institutional Shares
-3.91%8.44%14.95%23.07%-28.39%5.70%35.29%32.77%-9.40%

Returns By Period

In the year-to-date period, TSCGX achieves a -4.40% return, which is significantly lower than VSGIX's -3.91% return.


TSCGX

1D
-1.73%
1M
-9.85%
YTD
-4.40%
6M
-4.43%
1Y
9.10%
3Y*
4.05%
5Y*
-0.24%
10Y*

VSGIX

1D
-1.76%
1M
-9.43%
YTD
-3.91%
6M
-2.46%
1Y
15.68%
3Y*
10.86%
5Y*
1.70%
10Y*
9.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSCGX vs. VSGIX - Expense Ratio Comparison

TSCGX has a 1.21% expense ratio, which is higher than VSGIX's 0.06% expense ratio.


Return for Risk

TSCGX vs. VSGIX — Risk / Return Rank

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

TSCGX
TSCGX Risk / Return Rank: 1515
Overall Rank
TSCGX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TSCGX Sortino Ratio Rank: 1616
Sortino Ratio Rank
TSCGX Omega Ratio Rank: 1414
Omega Ratio Rank
TSCGX Calmar Ratio Rank: 1616
Calmar Ratio Rank
TSCGX Martin Ratio Rank: 1717
Martin Ratio Rank

VSGIX
VSGIX Risk / Return Rank: 2929
Overall Rank
VSGIX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VSGIX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VSGIX Omega Ratio Rank: 2626
Omega Ratio Rank
VSGIX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VSGIX Martin Ratio Rank: 3333
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.

TSCGX vs. VSGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Small Cap Growth Fund (TSCGX) and Vanguard Small-Cap Growth Index Fund Institutional Shares (VSGIX). 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.


TSCGXVSGIXDifference

Sharpe ratio

Return per unit of total volatility

0.39

0.63

-0.24

Sortino ratio

Return per unit of downside risk

0.71

1.04

-0.33

Omega ratio

Gain probability vs. loss probability

1.09

1.14

-0.04

Calmar ratio

Return relative to maximum drawdown

0.47

0.87

-0.40

Martin ratio

Return relative to average drawdown

1.68

3.51

-1.84

TSCGX vs. VSGIX - Sharpe Ratio Comparison

The current TSCGX Sharpe Ratio is 0.39, which is lower than the VSGIX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of TSCGX and VSGIX, 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


TSCGXVSGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

0.63

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.07

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.37

-0.05

Correlation

The correlation between TSCGX and VSGIX 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

TSCGX vs. VSGIX - Dividend Comparison

TSCGX's dividend yield for the trailing twelve months is around 0.91%, more than VSGIX's 0.56% yield.


TTM20252024202320222021202020192018201720162015
TSCGX
Thrivent Small Cap Growth Fund
0.91%0.87%0.00%0.00%0.00%2.39%2.20%0.50%2.27%0.00%0.00%0.00%
VSGIX
Vanguard Small-Cap Growth Index Fund Institutional Shares
0.56%0.55%0.55%0.68%0.56%0.37%0.45%0.58%0.80%0.82%1.09%0.98%

Drawdowns

TSCGX vs. VSGIX - Drawdown Comparison

The maximum TSCGX drawdown since its inception was -38.84%, smaller than the maximum VSGIX drawdown of -58.66%. Use the drawdown chart below to compare losses from any high point for TSCGX and VSGIX.


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Drawdown Indicators


TSCGXVSGIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.84%

-58.66%

+19.82%

Max Drawdown (1Y)

Largest decline over 1 year

-13.48%

-14.50%

+1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-38.84%

-38.36%

-0.48%

Max Drawdown (10Y)

Largest decline over 10 years

-38.70%

Current Drawdown

Current decline from peak

-15.75%

-11.38%

-4.37%

Average Drawdown

Average peak-to-trough decline

-13.28%

-11.40%

-1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

3.59%

+0.16%

Volatility

TSCGX vs. VSGIX - Volatility Comparison

Thrivent Small Cap Growth Fund (TSCGX) and Vanguard Small-Cap Growth Index Fund Institutional Shares (VSGIX) have volatilities of 7.62% and 7.60%, 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.


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Volatility by Period


TSCGXVSGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.62%

7.60%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

14.06%

15.12%

-1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

23.03%

24.20%

-1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.69%

23.49%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.48%

22.88%

+1.60%