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TSME vs. BMVP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSME vs. BMVP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Small-Mid Cap ESG ETF (TSME) and Invesco Bloomberg MVP Multi-factor ETF (BMVP). The values are adjusted to include any dividend payments, if applicable.

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TSME vs. BMVP - Yearly Performance Comparison


2026 (YTD)2025202420232022
TSME
Thrivent Small-Mid Cap ESG ETF
-0.14%13.79%18.98%17.82%2.41%
BMVP
Invesco Bloomberg MVP Multi-factor ETF
2.60%6.15%17.46%19.03%3.98%

Returns By Period

In the year-to-date period, TSME achieves a -0.14% return, which is significantly lower than BMVP's 2.60% return.


TSME

1D
3.94%
1M
-9.63%
YTD
-0.14%
6M
0.38%
1Y
25.11%
3Y*
14.70%
5Y*
10Y*

BMVP

1D
1.17%
1M
-5.11%
YTD
2.60%
6M
2.73%
1Y
6.46%
3Y*
12.67%
5Y*
6.65%
10Y*
9.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSME vs. BMVP - Expense Ratio Comparison

TSME has a 0.65% expense ratio, which is higher than BMVP's 0.29% expense ratio.


Return for Risk

TSME vs. BMVP — Risk / Return Rank

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

TSME
TSME Risk / Return Rank: 6060
Overall Rank
TSME Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
TSME Sortino Ratio Rank: 6060
Sortino Ratio Rank
TSME Omega Ratio Rank: 5555
Omega Ratio Rank
TSME Calmar Ratio Rank: 6969
Calmar Ratio Rank
TSME Martin Ratio Rank: 5858
Martin Ratio Rank

BMVP
BMVP Risk / Return Rank: 2828
Overall Rank
BMVP Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BMVP Sortino Ratio Rank: 2626
Sortino Ratio Rank
BMVP Omega Ratio Rank: 2626
Omega Ratio Rank
BMVP Calmar Ratio Rank: 2929
Calmar Ratio Rank
BMVP Martin Ratio Rank: 3535
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.

TSME vs. BMVP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Small-Mid Cap ESG ETF (TSME) and Invesco Bloomberg MVP Multi-factor ETF (BMVP). 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.


TSMEBMVPDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.46

+0.57

Sortino ratio

Return per unit of downside risk

1.54

0.74

+0.81

Omega ratio

Gain probability vs. loss probability

1.21

1.10

+0.11

Calmar ratio

Return relative to maximum drawdown

1.75

0.70

+1.04

Martin ratio

Return relative to average drawdown

5.80

3.23

+2.56

TSME vs. BMVP - Sharpe Ratio Comparison

The current TSME Sharpe Ratio is 1.02, which is higher than the BMVP Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of TSME and BMVP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TSMEBMVPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.46

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.11

+0.60

Correlation

The correlation between TSME and BMVP is 0.80, 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

TSME vs. BMVP - Dividend Comparison

TSME's dividend yield for the trailing twelve months is around 0.17%, less than BMVP's 1.73% yield.


TTM20252024202320222021202020192018201720162015
TSME
Thrivent Small-Mid Cap ESG ETF
0.17%0.17%0.38%0.53%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BMVP
Invesco Bloomberg MVP Multi-factor ETF
1.73%1.77%1.58%1.67%1.51%0.56%1.09%0.95%1.44%1.75%1.35%1.02%

Drawdowns

TSME vs. BMVP - Drawdown Comparison

The maximum TSME drawdown since its inception was -26.59%, smaller than the maximum BMVP drawdown of -78.13%. Use the drawdown chart below to compare losses from any high point for TSME and BMVP.


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Drawdown Indicators


TSMEBMVPDifference

Max Drawdown

Largest peak-to-trough decline

-26.59%

-78.13%

+51.54%

Max Drawdown (1Y)

Largest decline over 1 year

-14.72%

-11.26%

-3.46%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

Max Drawdown (10Y)

Largest decline over 10 years

-39.45%

Current Drawdown

Current decline from peak

-11.36%

-5.36%

-6.00%

Average Drawdown

Average peak-to-trough decline

-5.29%

-36.46%

+31.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

2.45%

+1.99%

Volatility

TSME vs. BMVP - Volatility Comparison

Thrivent Small-Mid Cap ESG ETF (TSME) has a higher volatility of 10.02% compared to Invesco Bloomberg MVP Multi-factor ETF (BMVP) at 3.07%. This indicates that TSME's price experiences larger fluctuations and is considered to be riskier than BMVP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSMEBMVPDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.02%

3.07%

+6.95%

Volatility (6M)

Calculated over the trailing 6-month period

15.71%

7.37%

+8.34%

Volatility (1Y)

Calculated over the trailing 1-year period

24.72%

14.30%

+10.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.44%

16.29%

+5.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.44%

18.84%

+2.60%