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TSCSX vs. AVUV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSCSX vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Small Cap Stock Fund Class S (TSCSX) and Avantis US Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

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TSCSX vs. AVUV - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TSCSX
Thrivent Small Cap Stock Fund Class S
-3.28%2.36%12.73%12.47%-10.94%24.22%22.87%9.42%
AVUV
Avantis US Small Cap Value ETF
8.60%7.44%9.28%22.82%-4.91%42.20%6.43%8.50%

Returns By Period

In the year-to-date period, TSCSX achieves a -3.28% return, which is significantly lower than AVUV's 8.60% return.


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%

AVUV

1D
2.03%
1M
-1.97%
YTD
8.60%
6M
11.68%
1Y
28.72%
3Y*
16.19%
5Y*
10.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSCSX vs. AVUV - Expense Ratio Comparison

TSCSX has a 0.80% expense ratio, which is higher than AVUV's 0.25% expense ratio.


Return for Risk

TSCSX vs. AVUV — Risk / Return Rank

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

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

AVUV
AVUV Risk / Return Rank: 7474
Overall Rank
AVUV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
AVUV Sortino Ratio Rank: 7575
Sortino Ratio Rank
AVUV Omega Ratio Rank: 7171
Omega Ratio Rank
AVUV Calmar Ratio Rank: 7676
Calmar Ratio Rank
AVUV Martin Ratio Rank: 7676
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.

TSCSX vs. AVUV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Small Cap Stock Fund Class S (TSCSX) and Avantis US Small Cap Value ETF (AVUV). 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.


TSCSXAVUVDifference

Sharpe ratio

Return per unit of total volatility

0.46

1.23

-0.77

Sortino ratio

Return per unit of downside risk

0.81

1.80

-0.99

Omega ratio

Gain probability vs. loss probability

1.11

1.25

-0.14

Calmar ratio

Return relative to maximum drawdown

0.56

1.87

-1.31

Martin ratio

Return relative to average drawdown

2.01

7.37

-5.36

TSCSX vs. AVUV - Sharpe Ratio Comparison

The current TSCSX Sharpe Ratio is 0.46, which is lower than the AVUV Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of TSCSX and AVUV, 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


TSCSXAVUVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

1.23

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.45

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.52

-0.13

Correlation

The correlation between TSCSX and AVUV is 0.93, 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

TSCSX vs. AVUV - Dividend Comparison

TSCSX's dividend yield for the trailing twelve months is around 2.44%, more than AVUV's 1.41% yield.


TTM20252024202320222021202020192018201720162015
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%
AVUV
Avantis US Small Cap Value ETF
1.41%1.58%1.61%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%

Drawdowns

TSCSX vs. AVUV - Drawdown Comparison

The maximum TSCSX drawdown since its inception was -56.66%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for TSCSX and AVUV.


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Drawdown Indicators


TSCSXAVUVDifference

Max Drawdown

Largest peak-to-trough decline

-56.66%

-49.42%

-7.24%

Max Drawdown (1Y)

Largest decline over 1 year

-14.31%

-15.43%

+1.12%

Max Drawdown (5Y)

Largest decline over 5 years

-27.04%

-28.79%

+1.75%

Max Drawdown (10Y)

Largest decline over 10 years

-41.63%

Current Drawdown

Current decline from peak

-11.36%

-4.14%

-7.22%

Average Drawdown

Average peak-to-trough decline

-10.29%

-8.14%

-2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

3.91%

+0.05%

Volatility

TSCSX vs. AVUV - Volatility Comparison

Thrivent Small Cap Stock Fund Class S (TSCSX) has a higher volatility of 6.31% compared to Avantis US Small Cap Value ETF (AVUV) at 5.51%. This indicates that TSCSX's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSCSXAVUVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

5.51%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

12.48%

13.11%

-0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

22.16%

23.46%

-1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.65%

22.95%

-1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.08%

28.60%

-6.52%