TSCSX vs. VBR
Compare and contrast key facts about Thrivent Small Cap Stock Fund Class S (TSCSX) and Vanguard Small-Cap Value ETF (VBR).
TSCSX is managed by Thrivent. It was launched on Jul 1, 1996. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSCSX or VBR.
Key characteristics
| TSCSX | VBR | |
|---|---|---|
| YTD Return | 1.12% | 0.72% |
| 1Y Return | 10.83% | 17.49% |
| 3Y Return (Ann) | 1.74% | 3.71% |
| 5Y Return (Ann) | 10.27% | 8.60% |
| 10Y Return (Ann) | 8.98% | 8.31% |
| Sharpe Ratio | 0.60 | 1.02 |
| Daily Std Dev | 18.03% | 17.04% |
| Max Drawdown | -56.66% | -62.01% |
| Current Drawdown | -4.76% | -6.00% |
Correlation
The correlation between TSCSX and VBR 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. VBR - Performance Comparison
In the year-to-date period, TSCSX achieves a 1.12% return, which is significantly higher than VBR's 0.72% return. Over the past 10 years, TSCSX has outperformed VBR with an annualized return of 8.98%, while VBR has yielded a comparatively lower 8.31% 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. VBR - Expense Ratio Comparison
TSCSX has a 0.80% expense ratio, which is higher than VBR's 0.07% expense ratio.
Risk-Adjusted Performance
TSCSX vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Thrivent Small Cap Stock Fund Class S (TSCSX) and Vanguard Small-Cap Value ETF (VBR). 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. VBR - Dividend Comparison
TSCSX's dividend yield for the trailing twelve months is around 0.45%, less than VBR's 2.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSCSX 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% |
VBR Vanguard Small-Cap Value ETF | 2.14% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
TSCSX vs. VBR - Drawdown Comparison
The maximum TSCSX drawdown since its inception was -56.66%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for TSCSX and VBR. For additional features, visit the drawdowns tool.
Volatility
TSCSX vs. VBR - Volatility Comparison
Thrivent Small Cap Stock Fund Class S (TSCSX) has a higher volatility of 4.71% compared to Vanguard Small-Cap Value ETF (VBR) at 4.42%. This indicates that TSCSX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.