TSME vs. IMCB
Compare and contrast key facts about Thrivent Small-Mid Cap ESG ETF (TSME) and iShares Morningstar Mid-Cap ETF (IMCB).
TSME and IMCB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSME is an actively managed fund by Thrivent. It was launched on Oct 5, 2022. IMCB is a passively managed fund by iShares that tracks the performance of the IMCB-US - Morningstar U.S. Mid Cap Index. It was launched on Jun 28, 2004.
Performance
TSME vs. IMCB - Performance Comparison
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TSME vs. IMCB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TSME Thrivent Small-Mid Cap ESG ETF | -0.14% | 13.79% | 18.98% | 17.82% | 2.41% |
IMCB iShares Morningstar Mid-Cap ETF | 1.14% | 10.25% | 15.10% | 16.37% | 3.05% |
Returns By Period
In the year-to-date period, TSME achieves a -0.14% return, which is significantly lower than IMCB's 1.14% return.
TSME
- 1D
- 3.94%
- 1M
- -9.63%
- YTD
- -0.14%
- 6M
- 0.38%
- 1Y
- 25.11%
- 3Y*
- 14.70%
- 5Y*
- —
- 10Y*
- —
IMCB
- 1D
- 2.52%
- 1M
- -5.47%
- YTD
- 1.14%
- 6M
- 1.17%
- 1Y
- 14.21%
- 3Y*
- 12.90%
- 5Y*
- 7.16%
- 10Y*
- 10.27%
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TSME vs. IMCB - Expense Ratio Comparison
TSME has a 0.65% expense ratio, which is higher than IMCB's 0.04% expense ratio.
Return for Risk
TSME vs. IMCB — Risk / Return Rank
TSME
IMCB
TSME vs. IMCB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thrivent Small-Mid Cap ESG ETF (TSME) and iShares Morningstar Mid-Cap ETF (IMCB). 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.
| TSME | IMCB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.79 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.22 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.17 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.16 | +0.59 |
Martin ratioReturn relative to average drawdown | 5.80 | 5.35 | +0.45 |
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
| TSME | IMCB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.79 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.41 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.48 | +0.23 |
Correlation
The correlation between TSME and IMCB is 0.92, 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. IMCB - Dividend Comparison
TSME's dividend yield for the trailing twelve months is around 0.17%, less than IMCB's 1.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IMCB iShares Morningstar Mid-Cap ETF | 1.38% | 1.42% | 1.43% | 1.55% | 1.70% | 1.08% | 1.12% | 1.32% | 1.80% | 1.31% | 1.79% | 1.47% |
Drawdowns
TSME vs. IMCB - Drawdown Comparison
The maximum TSME drawdown since its inception was -26.59%, smaller than the maximum IMCB drawdown of -58.80%. Use the drawdown chart below to compare losses from any high point for TSME and IMCB.
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Drawdown Indicators
| TSME | IMCB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.59% | -58.80% | +32.21% |
Max Drawdown (1Y)Largest decline over 1 year | -14.72% | -12.92% | -1.80% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.15% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.99% | — |
Current DrawdownCurrent decline from peak | -11.36% | -5.73% | -5.63% |
Average DrawdownAverage peak-to-trough decline | -5.29% | -7.79% | +2.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 2.79% | +1.65% |
Volatility
TSME vs. IMCB - Volatility Comparison
Thrivent Small-Mid Cap ESG ETF (TSME) has a higher volatility of 10.02% compared to iShares Morningstar Mid-Cap ETF (IMCB) at 5.32%. This indicates that TSME's price experiences larger fluctuations and is considered to be riskier than IMCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSME | IMCB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.02% | 5.32% | +4.70% |
Volatility (6M)Calculated over the trailing 6-month period | 15.71% | 9.96% | +5.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.72% | 17.98% | +6.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.44% | 17.57% | +3.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.44% | 19.63% | +1.81% |