TSCSX vs. XSVM
Compare and contrast key facts about Thrivent Small Cap Stock Fund Class S (TSCSX) and Invesco S&P SmallCap Value with Momentum ETF (XSVM).
TSCSX is managed by Thrivent. It was launched on Jul 1, 1996. XSVM is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Index. It was launched on Mar 3, 2005.
Performance
TSCSX vs. XSVM - Performance Comparison
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TSCSX vs. XSVM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 6.00% | 7.47% | 2.30% | 20.20% | -13.63% | 56.36% | 5.08% | 30.01% | -12.33% | 3.62% |
Returns By Period
In the year-to-date period, TSCSX achieves a -3.28% return, which is significantly lower than XSVM's 6.00% return. Over the past 10 years, TSCSX has underperformed XSVM with an annualized return of 11.51%, while XSVM has yielded a comparatively higher 12.15% 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%
XSVM
- 1D
- 2.01%
- 1M
- -1.98%
- YTD
- 6.00%
- 6M
- 7.74%
- 1Y
- 22.66%
- 3Y*
- 11.96%
- 5Y*
- 6.11%
- 10Y*
- 12.15%
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TSCSX vs. XSVM - Expense Ratio Comparison
TSCSX has a 0.80% expense ratio, which is higher than XSVM's 0.39% expense ratio.
Return for Risk
TSCSX vs. XSVM — Risk / Return Rank
TSCSX
XSVM
TSCSX vs. XSVM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thrivent Small Cap Stock Fund Class S (TSCSX) and Invesco S&P SmallCap Value with Momentum ETF (XSVM). 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 | XSVM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 1.02 | -0.56 |
Sortino ratioReturn per unit of downside risk | 0.81 | 1.56 | -0.75 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.20 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.56 | 1.73 | -1.17 |
Martin ratioReturn relative to average drawdown | 2.01 | 5.64 | -3.62 |
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 | XSVM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 1.02 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.27 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.49 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.35 | +0.04 |
Correlation
The correlation between TSCSX and XSVM is 0.89, 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. XSVM - Dividend Comparison
TSCSX's dividend yield for the trailing twelve months is around 2.44%, more than XSVM's 2.00% 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% |
XSVM Invesco S&P SmallCap Value with Momentum ETF | 2.00% | 2.29% | 1.69% | 1.31% | 1.79% | 1.23% | 1.21% | 1.22% | 2.54% | 1.90% | 2.29% | 2.68% |
Drawdowns
TSCSX vs. XSVM - Drawdown Comparison
The maximum TSCSX drawdown since its inception was -56.66%, smaller than the maximum XSVM drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for TSCSX and XSVM.
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Drawdown Indicators
| TSCSX | XSVM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.66% | -62.57% | +5.91% |
Max Drawdown (1Y)Largest decline over 1 year | -14.31% | -13.35% | -0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -27.04% | -26.21% | -0.83% |
Max Drawdown (10Y)Largest decline over 10 years | -41.63% | -49.02% | +7.39% |
Current DrawdownCurrent decline from peak | -11.36% | -5.79% | -5.57% |
Average DrawdownAverage peak-to-trough decline | -10.29% | -11.65% | +1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 4.10% | -0.14% |
Volatility
TSCSX vs. XSVM - Volatility Comparison
Thrivent Small Cap Stock Fund Class S (TSCSX) has a higher volatility of 6.31% compared to Invesco S&P SmallCap Value with Momentum ETF (XSVM) at 5.44%. This indicates that TSCSX's price experiences larger fluctuations and is considered to be riskier than XSVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSCSX | XSVM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 5.44% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 12.48% | 13.19% | -0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.16% | 22.34% | -0.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.65% | 22.98% | -1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.08% | 25.07% | -2.99% |