BNDY's Sortino Ratio of 1.95 indicates that for each unit of downside volatility, it generates 1.95 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 8, 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.
BNDY Sortino Ratio Rank
BNDY ranks above 46.0% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. 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
- Returns are proportional to downside risk—neither strong nor weak
- Evaluate whether downside volatility aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
BNDY Sortino Ratio Market Positioning
The chart shows BNDY'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%): 1.26 or lower
- Yellow zone (middle 50%): 1.26 to 2.76
- Green zone (top 25%): 2.76 or higher
- Top 1%: 16.06+
- Median: 2.09 — half of all investments score higher
How it compares to other similar ETFs
The table compares Horizon Core Bond ETF's Sortino Ratio with other ETFs in the Intermediate Core Bond category across multiple time periods, showing how BNDY'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 8, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| USDX | SGI Enhanced Core ETF | 4.96 | |||
| JUCY | Aptus Enhanced Yield ETF | 3.07 | |||
| MYCI | State Street My2029 Corporate Bond ETF | 2.91 | |||
| HTAB | Hartford Schroders Tax-Aware Bond ETF | 2.53 | |||
| EDGF | 3EDGE Dynamic Fixed Income ETF | 2.48 | |||
| FCBD | Frontier Asset Core Bond ETF | 2.32 | |||
| DMBS | Doubleline Etf Trust - Mortgage ETF | 2.01 | |||
| BFIX | Build Bond Innovation ETF | 1.96 | |||
| BNDY | Horizon Core Bond ETF | 1.95 | |||
| NUAG | Nuveen Enhanced Yield U.S. Aggregate Bond ETF | 1.91 |
Historical Sortino Ratio
The chart shows BNDY'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 BNDY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does BNDY fit in your portfolio?
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