TSCSX vs. TQSM.TO
Compare and contrast key facts about Thrivent Small Cap Stock Fund Class S (TSCSX) and TD Q U.S. Small-Mid-Cap Equity ETF (TQSM.TO).
TSCSX is managed by Thrivent. It was launched on Jul 1, 1996. TQSM.TO is an actively managed fund by TD. It was launched on Jan 7, 2025.
Performance
TSCSX vs. TQSM.TO - Performance Comparison
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TSCSX vs. TQSM.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TSCSX Thrivent Small Cap Stock Fund Class S | -3.28% | 2.36% | 12.73% | 12.47% | -10.94% | 24.22% | 22.87% | 2.34% |
TQSM.TO TD Q U.S. Small-Mid-Cap Equity ETF | 1.01% | 6.05% | 10.94% | 21.56% | -6.49% | 26.00% | -0.29% | 1.48% |
Different Trading Currencies
TSCSX is traded in USD, while TQSM.TO is traded in CAD. To make them comparable, the TQSM.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, TSCSX achieves a -3.28% return, which is significantly lower than TQSM.TO's 1.01% 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%
TQSM.TO
- 1D
- 2.55%
- 1M
- -3.47%
- YTD
- 1.01%
- 6M
- -0.37%
- 1Y
- 14.43%
- 3Y*
- 11.88%
- 5Y*
- 8.39%
- 10Y*
- —
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TSCSX vs. TQSM.TO - Expense Ratio Comparison
TSCSX has a 0.80% expense ratio, which is higher than TQSM.TO's 0.40% expense ratio.
Return for Risk
TSCSX vs. TQSM.TO — Risk / Return Rank
TSCSX
TQSM.TO
TSCSX vs. TQSM.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thrivent Small Cap Stock Fund Class S (TSCSX) and TD Q U.S. Small-Mid-Cap Equity ETF (TQSM.TO). 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.
| TSCSX | TQSM.TO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 0.71 | -0.25 |
Sortino ratioReturn per unit of downside risk | 0.81 | 1.18 | -0.37 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.15 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.56 | 1.10 | -0.54 |
Martin ratioReturn relative to average drawdown | 2.01 | 4.44 | -2.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSCSX | TQSM.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 0.71 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.48 | -0.29 |
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 | 0.45 | -0.06 |
Correlation
The correlation between TSCSX and TQSM.TO is 0.74, 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. TQSM.TO - Dividend Comparison
TSCSX's dividend yield for the trailing twelve months is around 2.44%, more than TQSM.TO's 0.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TQSM.TO TD Q U.S. Small-Mid-Cap Equity ETF | 0.86% | 0.90% | 0.89% | 0.85% | 1.34% | 0.78% | 1.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TSCSX vs. TQSM.TO - Drawdown Comparison
The maximum TSCSX drawdown since its inception was -56.66%, which is greater than TQSM.TO's maximum drawdown of -39.65%. Use the drawdown chart below to compare losses from any high point for TSCSX and TQSM.TO.
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Drawdown Indicators
| TSCSX | TQSM.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.66% | -33.03% | -23.63% |
Max Drawdown (1Y)Largest decline over 1 year | -14.31% | -13.51% | -0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -27.04% | -23.78% | -3.26% |
Max Drawdown (10Y)Largest decline over 10 years | -41.63% | — | — |
Current DrawdownCurrent decline from peak | -11.36% | -4.29% | -7.07% |
Average DrawdownAverage peak-to-trough decline | -10.29% | -5.64% | -4.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 3.85% | +0.11% |
Volatility
TSCSX vs. TQSM.TO - Volatility Comparison
Thrivent Small Cap Stock Fund Class S (TSCSX) has a higher volatility of 6.31% compared to TD Q U.S. Small-Mid-Cap Equity ETF (TQSM.TO) at 5.40%. This indicates that TSCSX's price experiences larger fluctuations and is considered to be riskier than TQSM.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSCSX | TQSM.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 5.40% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 12.48% | 11.11% | +1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.16% | 20.36% | +1.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.65% | 17.65% | +4.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.08% | 20.23% | +1.85% |