TSME vs. VRGWX
Compare and contrast key facts about Thrivent Small-Mid Cap ESG ETF (TSME) and Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX).
TSME is an actively managed fund by Thrivent. It was launched on Oct 5, 2022. VRGWX is managed by Vanguard. It was launched on Dec 6, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSME or VRGWX.
Performance
TSME vs. VRGWX - Performance Comparison
Returns By Period
In the year-to-date period, TSME achieves a 28.72% return, which is significantly lower than VRGWX's 30.71% return.
TSME
28.72%
8.77%
16.48%
42.14%
N/A
N/A
VRGWX
30.71%
4.13%
14.26%
36.26%
19.54%
16.43%
Key characteristics
| TSME | VRGWX | |
|---|---|---|
| Sharpe Ratio | 2.18 | 2.13 |
| Sortino Ratio | 2.98 | 2.74 |
| Omega Ratio | 1.37 | 1.40 |
| Calmar Ratio | 3.80 | 2.76 |
| Martin Ratio | 11.80 | 10.91 |
| Ulcer Index | 3.57% | 3.33% |
| Daily Std Dev | 19.33% | 17.01% |
| Max Drawdown | -16.50% | -32.70% |
| Current Drawdown | 0.00% | -1.11% |
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.
Correlation
The correlation between TSME and VRGWX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
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.
Dividends
TSME vs. VRGWX - Dividend Comparison
TSME's dividend yield for the trailing twelve months is around 0.41%, less than VRGWX's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSME Thrivent Small-Mid Cap ESG ETF | 0.41% | 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 | 0.60% | 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.
Volatility
TSME vs. VRGWX - Volatility Comparison
Thrivent Small-Mid Cap ESG ETF (TSME) has a higher volatility of 7.09% compared to Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX) at 5.29%. 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.