TSCSX vs. IJR
Compare and contrast key facts about Thrivent Small Cap Stock Fund Class S (TSCSX) and iShares Core S&P Small-Cap ETF (IJR).
TSCSX is managed by Thrivent. It was launched on Jul 1, 1996. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSCSX or IJR.
Key characteristics
TSCSX | IJR | |
---|---|---|
YTD Return | 1.53% | -2.95% |
1Y Return | 13.58% | 15.19% |
3Y Return (Ann) | 1.87% | -0.31% |
5Y Return (Ann) | 10.05% | 6.81% |
10Y Return (Ann) | 9.02% | 8.48% |
Sharpe Ratio | 0.62 | 0.67 |
Daily Std Dev | 18.04% | 19.40% |
Max Drawdown | -56.66% | -58.15% |
Current Drawdown | -4.38% | -9.58% |
Correlation
The correlation between TSCSX and IJR is 0.96, 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
TSCSX vs. IJR - Performance Comparison
In the year-to-date period, TSCSX achieves a 1.53% return, which is significantly higher than IJR's -2.95% return. Over the past 10 years, TSCSX has outperformed IJR with an annualized return of 9.02%, while IJR has yielded a comparatively lower 8.48% annualized 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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TSCSX vs. IJR - Expense Ratio Comparison
TSCSX has a 0.80% expense ratio, which is higher than IJR's 0.07% expense ratio.
Risk-Adjusted Performance
TSCSX vs. IJR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Thrivent Small Cap Stock Fund Class S (TSCSX) and iShares Core S&P Small-Cap ETF (IJR). 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
TSCSX vs. IJR - Dividend Comparison
TSCSX's dividend yield for the trailing twelve months is around 0.45%, less than IJR's 1.36% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Thrivent Small Cap Stock Fund Class S | 0.45% | 0.46% | 9.60% | 11.33% | 1.60% | 8.72% | 15.00% | 0.00% | 0.43% | 0.24% | 10.43% | 0.00% |
iShares Core S&P Small-Cap ETF | 1.36% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
Drawdowns
TSCSX vs. IJR - Drawdown Comparison
The maximum TSCSX drawdown since its inception was -56.66%, roughly equal to the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for TSCSX and IJR. For additional features, visit the drawdowns tool.
Volatility
TSCSX vs. IJR - Volatility Comparison
The current volatility for Thrivent Small Cap Stock Fund Class S (TSCSX) is 4.53%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 5.15%. This indicates that TSCSX experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.