Sortino ratio is not yet available for BROL. 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 Baron Risk Optimized Large Cap ETF's Sortino Ratio with other ETFs in the Large Cap Growth Equities category across multiple time periods, showing how BROL'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 |
|---|---|---|---|---|---|
| DGRO | iShares Core Dividend Growth ETF | 3.45 | |||
| NACP | Impact Shares NAACP Minority Empowerment ETF | 3.11 | |||
| QARP | Xtrackers Russell 1000 US Quality at a Reasonable Price ETF | 3.10 | |||
| IQSU | IQ Candriam ESG U.S. Equity ETF | 3.09 | |||
| ROUS | Hartford Multifactor US Equity ETF | 3.06 | |||
| HLAL | Wahed FTSE USA Shariah ETF | 3.06 | |||
| MFUS | PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 3.05 | |||
| RFDA | RiverFront Dynamic US Dividend Advantage ETF | 2.99 | |||
| BBLU | Ea Bridgeway Blue Chip ETF | 2.99 | |||
| DARP | Grizzle Growth ETF | 2.80 | |||
| BROL | Baron Risk Optimized Large Cap ETF | — |
Historical Sortino Ratio
The chart shows BROL'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 BROL consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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