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TSCV vs. BSVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSCV vs. BSVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Small Cap Value ETF (TSCV) and EA Bridgeway Omni Small-Cap Value ETF (BSVO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSCV achieves a 6.03% return, which is significantly lower than BSVO's 9.92% return.


TSCV

1D
-0.29%
1M
-1.73%
YTD
6.03%
6M
1Y
3Y*
5Y*
10Y*

BSVO

1D
0.74%
1M
0.12%
YTD
9.92%
6M
13.49%
1Y
49.20%
3Y*
15.12%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSCV vs. BSVO - Yearly Performance Comparison


Correlation

The correlation between TSCV and BSVO is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


TSCV vs. BSVO - Expense Ratio Comparison

TSCV has a 0.60% expense ratio, which is higher than BSVO's 0.47% expense ratio.


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Return for Risk

TSCV vs. BSVO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TSCV

BSVO
BSVO Risk / Return Rank: 6969
Overall Rank
BSVO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BSVO Sortino Ratio Rank: 7373
Sortino Ratio Rank
BSVO Omega Ratio Rank: 6868
Omega Ratio Rank
BSVO Calmar Ratio Rank: 6868
Calmar Ratio Rank
BSVO Martin Ratio Rank: 6565
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.

TSCV vs. BSVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Small Cap Value ETF (TSCV) and EA Bridgeway Omni Small-Cap Value ETF (BSVO). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TSCV vs. BSVO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSCVBSVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

Sharpe Ratio (All Time)

Calculated using the full available price history

2.18

0.69

+1.49

Drawdowns

TSCV vs. BSVO - Drawdown Comparison

The maximum TSCV drawdown since its inception was -10.17%, smaller than the maximum BSVO drawdown of -28.67%. Use the drawdown chart below to compare losses from any high point for TSCV and BSVO.


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Drawdown Indicators


TSCVBSVODifference

Max Drawdown

Largest peak-to-trough decline

-10.17%

-28.67%

+18.50%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

Current Drawdown

Current decline from peak

-5.81%

-3.43%

-2.38%

Average Drawdown

Average peak-to-trough decline

-2.48%

-5.99%

+3.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

Volatility

TSCV vs. BSVO - Volatility Comparison


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Volatility by Period


TSCVBSVODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.47%

Volatility (6M)

Calculated over the trailing 6-month period

13.49%

Volatility (1Y)

Calculated over the trailing 1-year period

17.57%

23.77%

-6.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.57%

22.01%

-4.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.57%

22.01%

-4.44%

Dividends

TSCV vs. BSVO - Dividend Comparison

TSCV's dividend yield for the trailing twelve months is around 0.27%, less than BSVO's 1.38% yield.


TTM202520242023
TSCV
Thrivent Small Cap Value ETF
0.27%0.28%0.00%0.00%
BSVO
EA Bridgeway Omni Small-Cap Value ETF
1.38%1.52%1.61%1.43%