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TSCSX vs. THLIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSCSX vs. THLIX - 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 Limited Maturity Bond Fund (THLIX). The values are adjusted to include any dividend payments, if applicable.

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TSCSX vs. THLIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSCSX
Thrivent Small Cap Stock Fund Class S
-3.28%2.36%12.73%12.47%-10.94%24.22%22.87%27.92%-10.52%21.22%
THLIX
Thrivent Limited Maturity Bond Fund
-0.27%6.15%5.65%5.84%-4.29%0.21%4.06%4.73%0.90%2.36%

Returns By Period

In the year-to-date period, TSCSX achieves a -3.28% return, which is significantly lower than THLIX's -0.27% return. Over the past 10 years, TSCSX has outperformed THLIX with an annualized return of 11.51%, while THLIX has yielded a comparatively lower 2.67% annualized 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%

THLIX

1D
0.16%
1M
-1.19%
YTD
-0.27%
6M
0.97%
1Y
4.13%
3Y*
5.20%
5Y*
2.59%
10Y*
2.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSCSX vs. THLIX - Expense Ratio Comparison

TSCSX has a 0.80% expense ratio, which is higher than THLIX's 0.41% expense ratio.


Return for Risk

TSCSX vs. THLIX — 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

THLIX
THLIX Risk / Return Rank: 9696
Overall Rank
THLIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
THLIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
THLIX Omega Ratio Rank: 9595
Omega Ratio Rank
THLIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
THLIX Martin Ratio Rank: 9696
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. THLIX - 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 Limited Maturity Bond Fund (THLIX). 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.


TSCSXTHLIXDifference

Sharpe ratio

Return per unit of total volatility

0.46

2.26

-1.80

Sortino ratio

Return per unit of downside risk

0.81

4.04

-3.23

Omega ratio

Gain probability vs. loss probability

1.11

1.53

-0.43

Calmar ratio

Return relative to maximum drawdown

0.56

3.27

-2.72

Martin ratio

Return relative to average drawdown

2.01

13.83

-11.82

TSCSX vs. THLIX - Sharpe Ratio Comparison

The current TSCSX Sharpe Ratio is 0.46, which is lower than the THLIX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of TSCSX and THLIX, 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


TSCSXTHLIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

2.26

-1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

1.22

-1.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

1.41

-0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

1.60

-1.21

Correlation

The correlation between TSCSX and THLIX is -0.07. 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. THLIX - Dividend Comparison

TSCSX's dividend yield for the trailing twelve months is around 2.44%, less than THLIX's 3.90% 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%
THLIX
Thrivent Limited Maturity Bond Fund
3.90%4.18%3.83%2.53%2.04%1.48%2.04%2.59%2.53%1.93%1.82%1.64%

Drawdowns

TSCSX vs. THLIX - Drawdown Comparison

The maximum TSCSX drawdown since its inception was -56.66%, which is greater than THLIX's maximum drawdown of -9.42%. Use the drawdown chart below to compare losses from any high point for TSCSX and THLIX.


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Drawdown Indicators


TSCSXTHLIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.66%

-9.42%

-47.24%

Max Drawdown (1Y)

Largest decline over 1 year

-14.31%

-1.43%

-12.88%

Max Drawdown (5Y)

Largest decline over 5 years

-27.04%

-6.75%

-20.29%

Max Drawdown (10Y)

Largest decline over 10 years

-41.63%

-6.75%

-34.88%

Current Drawdown

Current decline from peak

-11.36%

-1.19%

-10.17%

Average Drawdown

Average peak-to-trough decline

-10.29%

-0.71%

-9.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

0.34%

+3.62%

Volatility

TSCSX vs. THLIX - Volatility Comparison

Thrivent Small Cap Stock Fund Class S (TSCSX) has a higher volatility of 6.31% compared to Thrivent Limited Maturity Bond Fund (THLIX) at 0.63%. This indicates that TSCSX's price experiences larger fluctuations and is considered to be riskier than THLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSCSXTHLIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

0.63%

+5.68%

Volatility (6M)

Calculated over the trailing 6-month period

12.48%

1.31%

+11.17%

Volatility (1Y)

Calculated over the trailing 1-year period

22.16%

2.00%

+20.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.65%

2.14%

+19.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.08%

1.90%

+20.18%