PortfoliosLab logoPortfoliosLab logo
TSCSX vs. TMSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSCSX vs. TMSIX - 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 Mid Cap Stock Fund Class S (TMSIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TSCSX vs. TMSIX - 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%
TMSIX
Thrivent Mid Cap Stock Fund Class S
-2.40%4.64%14.08%13.90%-17.68%28.06%21.96%24.88%-10.47%18.90%

Returns By Period

In the year-to-date period, TSCSX achieves a -3.28% return, which is significantly lower than TMSIX's -2.40% return. Both investments have delivered pretty close results over the past 10 years, with TSCSX having a 11.51% annualized return and TMSIX not far behind at 11.16%.


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%

TMSIX

1D
-0.54%
1M
-8.39%
YTD
-2.40%
6M
-0.70%
1Y
6.18%
3Y*
8.10%
5Y*
5.03%
10Y*
11.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TSCSX vs. TMSIX - Expense Ratio Comparison

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


Return for Risk

TSCSX vs. TMSIX — 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

TMSIX
TMSIX Risk / Return Rank: 1414
Overall Rank
TMSIX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
TMSIX Sortino Ratio Rank: 1414
Sortino Ratio Rank
TMSIX Omega Ratio Rank: 1414
Omega Ratio Rank
TMSIX Calmar Ratio Rank: 1313
Calmar Ratio Rank
TMSIX Martin Ratio Rank: 1515
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. TMSIX - 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 Mid Cap Stock Fund Class S (TMSIX). 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.


TSCSXTMSIXDifference

Sharpe ratio

Return per unit of total volatility

0.46

0.34

+0.11

Sortino ratio

Return per unit of downside risk

0.81

0.62

+0.19

Omega ratio

Gain probability vs. loss probability

1.11

1.08

+0.02

Calmar ratio

Return relative to maximum drawdown

0.56

0.34

+0.22

Martin ratio

Return relative to average drawdown

2.01

1.38

+0.64

TSCSX vs. TMSIX - Sharpe Ratio Comparison

The current TSCSX Sharpe Ratio is 0.46, which is higher than the TMSIX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of TSCSX and TMSIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TSCSXTMSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

0.34

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.25

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.55

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.44

-0.05

Correlation

The correlation between TSCSX and TMSIX is 0.94, 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. TMSIX - Dividend Comparison

TSCSX's dividend yield for the trailing twelve months is around 2.44%, less than TMSIX's 12.70% 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%
TMSIX
Thrivent Mid Cap Stock Fund Class S
12.70%12.39%7.91%1.48%2.86%10.77%3.26%2.77%11.64%7.92%4.10%11.95%

Drawdowns

TSCSX vs. TMSIX - Drawdown Comparison

The maximum TSCSX drawdown since its inception was -56.66%, roughly equal to the maximum TMSIX drawdown of -56.10%. Use the drawdown chart below to compare losses from any high point for TSCSX and TMSIX.


Loading graphics...

Drawdown Indicators


TSCSXTMSIXDifference

Max Drawdown

Largest peak-to-trough decline

-56.66%

-56.10%

-0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-14.31%

-13.29%

-1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-27.04%

-31.57%

+4.53%

Max Drawdown (10Y)

Largest decline over 10 years

-41.63%

-40.66%

-0.97%

Current Drawdown

Current decline from peak

-11.36%

-8.97%

-2.39%

Average Drawdown

Average peak-to-trough decline

-10.29%

-10.06%

-0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

3.29%

+0.67%

Volatility

TSCSX vs. TMSIX - Volatility Comparison

Thrivent Small Cap Stock Fund Class S (TSCSX) has a higher volatility of 6.31% compared to Thrivent Mid Cap Stock Fund Class S (TMSIX) at 5.48%. This indicates that TSCSX's price experiences larger fluctuations and is considered to be riskier than TMSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TSCSXTMSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

5.48%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

12.48%

10.71%

+1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

22.16%

19.02%

+3.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.65%

20.37%

+1.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.08%

20.40%

+1.68%