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TSCSX vs. LUBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSCSX vs. LUBIX - Performance Comparison

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

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TSCSX vs. LUBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSCSX
Thrivent Small Cap Stock Fund Class S
-0.43%2.36%12.73%12.47%-10.94%24.22%22.87%27.92%-10.52%21.22%
LUBIX
Thrivent Income Fund
-0.95%7.57%2.93%8.11%-16.07%-0.76%11.61%13.20%-2.60%5.69%

Returns By Period

In the year-to-date period, TSCSX achieves a -0.43% return, which is significantly higher than LUBIX's -0.95% return. Over the past 10 years, TSCSX has outperformed LUBIX with an annualized return of 11.84%, while LUBIX has yielded a comparatively lower 2.79% annualized return.


TSCSX

1D
2.95%
1M
-7.00%
YTD
-0.43%
6M
0.95%
1Y
12.76%
3Y*
7.16%
5Y*
4.26%
10Y*
11.84%

LUBIX

1D
0.31%
1M
-1.98%
YTD
-0.95%
6M
-0.41%
1Y
3.90%
3Y*
4.56%
5Y*
0.46%
10Y*
2.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSCSX vs. LUBIX - Expense Ratio Comparison

TSCSX has a 0.80% expense ratio, which is higher than LUBIX's 0.74% expense ratio.


Return for Risk

TSCSX vs. LUBIX — Risk / Return Rank

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

TSCSX
TSCSX Risk / Return Rank: 2525
Overall Rank
TSCSX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TSCSX Sortino Ratio Rank: 2424
Sortino Ratio Rank
TSCSX Omega Ratio Rank: 2020
Omega Ratio Rank
TSCSX Calmar Ratio Rank: 3131
Calmar Ratio Rank
TSCSX Martin Ratio Rank: 2929
Martin Ratio Rank

LUBIX
LUBIX Risk / Return Rank: 3939
Overall Rank
LUBIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
LUBIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
LUBIX Omega Ratio Rank: 2727
Omega Ratio Rank
LUBIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
LUBIX Martin Ratio Rank: 4141
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. LUBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Small Cap Stock Fund Class S (TSCSX) and Thrivent Income Fund (LUBIX). 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.


TSCSXLUBIXDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.91

-0.31

Sortino ratio

Return per unit of downside risk

1.00

1.29

-0.29

Omega ratio

Gain probability vs. loss probability

1.13

1.16

-0.03

Calmar ratio

Return relative to maximum drawdown

0.93

1.45

-0.52

Martin ratio

Return relative to average drawdown

3.34

4.73

-1.40

TSCSX vs. LUBIX - Sharpe Ratio Comparison

The current TSCSX Sharpe Ratio is 0.60, which is lower than the LUBIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of TSCSX and LUBIX, 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


TSCSXLUBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.91

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.07

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.50

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.65

-0.26

Correlation

The correlation between TSCSX and LUBIX is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TSCSX vs. LUBIX - Dividend Comparison

TSCSX's dividend yield for the trailing twelve months is around 2.37%, less than LUBIX's 3.92% yield.


TTM20252024202320222021202020192018201720162015
TSCSX
Thrivent Small Cap Stock Fund Class S
2.37%2.36%3.18%0.46%9.60%11.33%1.60%8.72%15.00%6.68%4.19%8.34%
LUBIX
Thrivent Income Fund
3.92%4.20%4.13%3.06%3.30%4.18%5.21%3.42%3.44%2.99%3.16%3.40%

Drawdowns

TSCSX vs. LUBIX - Drawdown Comparison

The maximum TSCSX drawdown since its inception was -56.66%, which is greater than LUBIX's maximum drawdown of -23.52%. Use the drawdown chart below to compare losses from any high point for TSCSX and LUBIX.


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Drawdown Indicators


TSCSXLUBIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.66%

-23.52%

-33.14%

Max Drawdown (1Y)

Largest decline over 1 year

-14.31%

-3.22%

-11.09%

Max Drawdown (5Y)

Largest decline over 5 years

-27.04%

-22.12%

-4.92%

Max Drawdown (10Y)

Largest decline over 10 years

-41.63%

-22.12%

-19.51%

Current Drawdown

Current decline from peak

-8.75%

-2.39%

-6.36%

Average Drawdown

Average peak-to-trough decline

-10.29%

-3.80%

-6.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.00%

0.98%

+3.02%

Volatility

TSCSX vs. LUBIX - Volatility Comparison

Thrivent Small Cap Stock Fund Class S (TSCSX) has a higher volatility of 7.15% compared to Thrivent Income Fund (LUBIX) at 1.80%. This indicates that TSCSX's price experiences larger fluctuations and is considered to be riskier than LUBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSCSXLUBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.15%

1.80%

+5.35%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

2.79%

+10.03%

Volatility (1Y)

Calculated over the trailing 1-year period

22.30%

4.59%

+17.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.69%

6.38%

+15.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.10%

5.62%

+16.48%