BKF's Sortino Ratio of -0.07 indicates that for each unit of downside volatility, it generates -0.07 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 15, 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.
BKF Sortino Ratio Rank
BKF ranks above 7.4% 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
BKF Sortino Ratio Market Positioning
The chart shows BKF'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%): 1.16 or lower
- Yellow zone (middle 50%): 1.16 to 2.68
- Green zone (top 25%): 2.68 or higher
- Top 1%: 14.13+
- Median: 2.02 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares MSCI BRIC ETF's Sortino Ratio with other ETFs in the Emerging Markets Equities category across multiple time periods, showing how BKF'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 15, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| EVLU | iShares MSCI Emerging Markets Value Factor ETF | 3.19 | |||
| GEME | Pacific North of South Global Emerging Markets Equity Active ETF | 3.02 | |||
| ECOW | Pacer Emerging Markets Cash Cows 100 ETF | 2.72 | |||
| PIE | Invesco DWA Emerging Markets Momentum ETF | 2.70 | |||
| ROAM | Hartford Multifactor Emerging Markets ETF | 2.67 | |||
| DBEM | Xtrackers MSCI Emerging Markets Hedged Equity ETF | 2.65 | |||
| SDEM | Global X MSCI SuperDividend Emerging Markets ETF | 2.63 | |||
| EQLT | iShares MSCI Emerging Markets Quality Factor ETF | 2.61 | |||
| EMXC | iShares MSCI Emerging Markets ex China ETF | 2.61 | |||
| AGEM | abrdn Emerging Markets Dividend Active ETF | 2.60 | |||
| BKF | iShares MSCI BRIC ETF | -0.07 |
Historical Sortino Ratio
The chart shows BKF'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 BKF consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does BKF fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio