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TSME vs. VRGWX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TSMEVRGWX
YTD Return15.16%21.15%
1Y Return24.87%33.21%
Sharpe Ratio1.281.95
Daily Std Dev19.40%17.06%
Max Drawdown-16.50%-32.70%
Current Drawdown-2.01%-4.32%

Correlation

-0.50.00.51.00.7

The correlation between TSME and VRGWX is 0.71, 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.

Performance

TSME vs. VRGWX - Performance Comparison

In the year-to-date period, TSME achieves a 15.16% return, which is significantly lower than VRGWX's 21.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
5.05%
8.33%
TSME
VRGWX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TSME vs. VRGWX - Expense Ratio Comparison

TSME has a 0.65% expense ratio, which is higher than VRGWX's 0.07% expense ratio.


TSME
Thrivent Small-Mid Cap ESG ETF
Expense ratio chart for TSME: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for VRGWX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

TSME vs. VRGWX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Small-Mid Cap ESG ETF (TSME) and Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX). 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
Sharpe ratio
The chart of Sharpe ratio for TSME, currently valued at 1.28, compared to the broader market0.002.004.001.28
Sortino ratio
The chart of Sortino ratio for TSME, currently valued at 1.81, compared to the broader market-2.000.002.004.006.008.0010.0012.001.81
Omega ratio
The chart of Omega ratio for TSME, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.22
Calmar ratio
The chart of Calmar ratio for TSME, currently valued at 1.50, compared to the broader market0.005.0010.0015.001.50
Martin ratio
The chart of Martin ratio for TSME, currently valued at 5.71, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.71
VRGWX
Sharpe ratio
The chart of Sharpe ratio for VRGWX, currently valued at 1.95, compared to the broader market0.002.004.001.95
Sortino ratio
The chart of Sortino ratio for VRGWX, currently valued at 2.57, compared to the broader market-2.000.002.004.006.008.0010.0012.002.57
Omega ratio
The chart of Omega ratio for VRGWX, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.35
Calmar ratio
The chart of Calmar ratio for VRGWX, currently valued at 2.54, compared to the broader market0.005.0010.0015.002.54
Martin ratio
The chart of Martin ratio for VRGWX, currently valued at 9.52, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.52

TSME vs. VRGWX - Sharpe Ratio Comparison

The current TSME Sharpe Ratio is 1.28, which is lower than the VRGWX Sharpe Ratio of 1.95. The chart below compares the 12-month rolling Sharpe Ratio of TSME and VRGWX.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.28
1.95
TSME
VRGWX

Dividends

TSME vs. VRGWX - Dividend Comparison

TSME's dividend yield for the trailing twelve months is around 0.46%, less than VRGWX's 0.63% yield.


TTM20232022202120202019201820172016201520142013
TSME
Thrivent Small-Mid Cap ESG ETF
0.46%0.53%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VRGWX
Vanguard Russell 1000 Growth Index Fund Institutional Shares
0.63%0.71%0.99%0.59%0.77%1.03%1.22%1.22%1.52%1.51%1.46%1.33%

Drawdowns

TSME vs. VRGWX - Drawdown Comparison

The maximum TSME drawdown since its inception was -16.50%, smaller than the maximum VRGWX drawdown of -32.70%. Use the drawdown chart below to compare losses from any high point for TSME and VRGWX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-2.01%
-4.32%
TSME
VRGWX

Volatility

TSME vs. VRGWX - Volatility Comparison

Thrivent Small-Mid Cap ESG ETF (TSME) has a higher volatility of 6.31% compared to Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX) at 5.77%. This indicates that TSME's price experiences larger fluctuations and is considered to be riskier than VRGWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AprilMayJuneJulyAugustSeptember
6.31%
5.77%
TSME
VRGWX