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TSCV vs. ECML
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSCV vs. ECML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Small Cap Value ETF (TSCV) and EA Series Trust - Euclidean Fundamental Value ETF (ECML). 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 ECML's 9.16% return.


TSCV

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

ECML

1D
-0.23%
1M
0.99%
YTD
9.16%
6M
9.75%
1Y
31.66%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSCV vs. ECML - Yearly Performance Comparison


Correlation

The correlation between TSCV and ECML 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. ECML - Expense Ratio Comparison

TSCV has a 0.60% expense ratio, which is lower than ECML's 0.95% expense ratio.


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Return for Risk

TSCV vs. ECML — Risk / Return Rank

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

TSCV

ECML
ECML Risk / Return Rank: 5050
Overall Rank
ECML Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
ECML Sortino Ratio Rank: 5555
Sortino Ratio Rank
ECML Omega Ratio Rank: 4949
Omega Ratio Rank
ECML Calmar Ratio Rank: 4747
Calmar Ratio Rank
ECML Martin Ratio Rank: 4646
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. ECML - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Small Cap Value ETF (TSCV) and EA Series Trust - Euclidean Fundamental Value ETF (ECML). 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. ECML - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSCVECMLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

Sharpe Ratio (All Time)

Calculated using the full available price history

2.18

0.79

+1.38

Drawdowns

TSCV vs. ECML - Drawdown Comparison

The maximum TSCV drawdown since its inception was -10.17%, smaller than the maximum ECML drawdown of -24.66%. Use the drawdown chart below to compare losses from any high point for TSCV and ECML.


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Drawdown Indicators


TSCVECMLDifference

Max Drawdown

Largest peak-to-trough decline

-10.17%

-24.66%

+14.49%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

Current Drawdown

Current decline from peak

-5.81%

-2.33%

-3.48%

Average Drawdown

Average peak-to-trough decline

-2.48%

-6.18%

+3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

Volatility

TSCV vs. ECML - Volatility Comparison


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Volatility by Period


TSCVECMLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

Volatility (6M)

Calculated over the trailing 6-month period

10.18%

Volatility (1Y)

Calculated over the trailing 1-year period

17.57%

19.29%

-1.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.57%

18.67%

-1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.57%

18.67%

-1.10%

Dividends

TSCV vs. ECML - Dividend Comparison

TSCV's dividend yield for the trailing twelve months is around 0.27%, less than ECML's 1.26% yield.


TTM202520242023
TSCV
Thrivent Small Cap Value ETF
0.27%0.28%0.00%0.00%
ECML
EA Series Trust - Euclidean Fundamental Value ETF
1.26%1.38%0.98%0.77%