BFIN.TO's Sortino Ratio of 2.46 indicates that for each unit of downside volatility, it generates 2.46 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
BFIN.TO Sortino Ratio Rank
BFIN.TO ranks above 66.0% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
BFIN.TO Sortino Ratio Market Positioning
The chart shows BFIN.TO's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.17 or lower
- Yellow zone (middle 50%): 1.17 to 2.69
- Green zone (top 25%): 2.69 or higher
- Top 1%: 13.75+
- Median: 2.04 — half of all investments score higher
How it compares to other similar ETFs
The table compares Brompton North American Financials Dividend ETF's Sortino Ratio with other ETFs in the Financials Equities, Dividend category across multiple time periods, showing how BFIN.TO's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 16, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| VDY.TO | Vanguard FTSE Canadian High Dividend Yield Index ETF | 8.98 | |||
| BNKL.TO | Global X Enhanced Equal Weight Banks Index ETF | 7.79 | |||
| CBNK.TO | Mulvihill Canadian Bank Enhanced Yield ETF | 7.69 | |||
| XDIV.TO | iShares Core MSCI Canadian Quality Dividend Index ETF | 7.55 | |||
| TBNK.TO | TD Canadian Bank Dividend Index ETF | 7.41 | |||
| HBNK.TO | Global X Equal Weight Banks Index ETF | 7.38 | |||
| ZEB.TO | BMO Equal Weight Banks Index ETF | 7.35 | |||
| HCAL.TO | Hamilton Enhanced Canadian Bank ETF | 7.18 | |||
| HEB.TO | Hamilton Canadian Bank Equal-Weight Index ETF | 7.11 | |||
| ZWB.TO | BMO Covered Call Canadian Banks ETF | 7.07 | |||
| BFIN.TO | Brompton North American Financials Dividend ETF | 2.46 |
Historical Sortino Ratio
The chart shows BFIN.TO's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when BFIN.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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