Sortino ratio is not yet available for BLUX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Bluemonte Dynamic Total Market ETF's Sortino Ratio with other ETFs in the Large Cap Blend Equities, Actively Managed category across multiple time periods, showing how BLUX'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 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| RSSY | Return Stacked US Stocks & Futures Yield ETF | 4.78 | |||
| IUS | Invesco RAFI Strategic US ETF | 4.53 | |||
| PSCX | Pacer Swan SOS Conservative (December) ETF | 4.22 | |||
| BLCR | Blackrock Large Cap Core ETF | 4.02 | |||
| DMAY | FT Cboe Vest U.S. Equity Deep Buffer ETF - May | 4.00 | |||
| PSMD | Pacer Swan SOS Moderate (December) ETF | 4.00 | |||
| RAFE | PIMCO RAFI ESG U.S. ETF | 3.88 | |||
| PSFD | Pacer Swan SOS Flex (December) ETF | 3.85 | |||
| ESN | Essential 40 Stock ETF | 3.84 | |||
| UDIV | Franklin U.S. Core Dividend Tilt Index ETF | 3.81 | |||
| BLUX | Bluemonte Dynamic Total Market ETF | — |
Historical Sortino Ratio
The chart shows BLUX'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 BLUX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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