BNDS's Sortino Ratio of 3.68 indicates that for each unit of downside volatility, it generates 3.68 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 2, 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.
BNDS Sortino Ratio Rank
BNDS ranks above 93.7% of all investments in our database based on Sortino Ratio over the past 12 months, demonstrating exceptional downside-adjusted returns. 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
- Suitable as a core holding given strong downside protection
- Monitor rank changes to detect weakening downside characteristics
- Exceptional risk-adjusted profile supports larger position sizes
- Compare with category peers to assess whether strength is investment-specific or category-wide
BNDS Sortino Ratio Market Positioning
The chart shows BNDS'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%): 0.91 or lower
- Yellow zone (middle 50%): 0.91 to 2.45
- Green zone (top 25%): 2.45 or higher
- Top 1%: 14.01+
- Median: 1.82 — half of all investments score higher
How it compares to other similar ETFs
The table compares Infrastructure Capital Bond Income ETF's Sortino Ratio with other ETFs in the Intermediate Core-Plus Bond category across multiple time periods, showing how BNDS'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 Aug 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| BNDS | Infrastructure Capital Bond Income ETF | 3.68 | |||
| ZHOG | F/m Opportunistic Income ETF | 3.59 | |||
| MBS | Angel Oak Mortgage-Backed Securities ETF | 2.55 | |||
| SJCP | SanJac Alpha Core Plus Bond ETF | 2.39 | |||
| CAAA | First Trust Commercial Mortgage Opportunities ETF | 1.97 | |||
| CFIT | Cambria Fixed Income Trend ETF | 1.87 | |||
| BNDI | Neos Enhanced Income Aggregate Bond ETF | 1.67 | |||
| JHMB | John Hancock Mortgage Backed Securities ETF | 1.65 | |||
| BYLD | iShares Yield Optimized Bond ETF | 1.62 | |||
| NCPB | Nuveen Core Plus Bond ETF | 1.57 |
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Historical Sortino Ratio
The chart shows BNDS'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 BNDS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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