BISLX's Sortino Ratio of -0.21 indicates that for each unit of downside volatility, it generates -0.21 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 26, 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.
BISLX Sortino Ratio Rank
BISLX ranks above 2.3% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak 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
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
BISLX Sortino Ratio Market Positioning
The chart shows BISLX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.69 or lower
- Yellow zone (middle 50%): 1.69 to 2.95
- Green zone (top 25%): 2.95 or higher
- Top 1%: 8.86+
- Median: 2.39 — half of all investments score higher
How it compares to other similar mutual funds
The table compares Brown Advisory Sustainable International Leaders Fund's Sortino Ratio with other mutual funds in the Foreign Large Cap Equities category across multiple time periods, showing how BISLX'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 Jun 26, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| SWRLX | Touchstone International Equity Fund | 3.92 | |||
| GTMIX | GMO Tax-Managed International Equities Fund | 3.78 | |||
| SAHMX | SA International Value Fund | 3.76 | |||
| THOIX | Thornburg Global Opportunities Fund | 3.67 | |||
| TIVFX | American Beacon Tocqueville International Value Fund | 3.47 | |||
| DCINX | Dunham International Stock Fund | 3.35 | |||
| PTSIX | PIMCO RAE PLUS International Fund | 3.34 | |||
| GIOTX | GMO International Developed Equity Allocation Fund | 3.31 | |||
| DFWVX | DFA World ex U.S. Value Portfolio Fund | 3.27 | |||
| SIDNX | Hartford Schroders International Multi-Cap Value Fund | 3.27 | |||
| BISLX | Brown Advisory Sustainable International Leaders Fund | -0.21 |
Historical Sortino Ratio
The chart shows BISLX'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 BISLX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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