BSMAX's Sortino Ratio of 2.32 indicates that for each unit of downside volatility, it generates 2.32 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 29, 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.
BSMAX Sortino Ratio Rank
BSMAX ranks above 68.4% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average 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
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
BSMAX Sortino Ratio Market Positioning
The chart shows BSMAX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.33 or lower
- Yellow zone (middle 50%): 1.33 to 2.54
- Green zone (top 25%): 2.54 or higher
- Top 1%: 8.07+
- Median: 1.97 — half of all investments score higher
How it compares to other similar mutual funds
The table compares iShares Russell Small/Mid-Cap Index Fund Investor A Shares's Sortino Ratio with other mutual funds in the Small Cap Blend Equities category across multiple time periods, showing how BSMAX'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 29, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| GQSCX | Glenmede Quantitative U.S. Small Cap Equity Portfolio | 3.76 | |||
| WWSIX | Keeley Small Cap Fund Class Institutional | 3.65 | |||
| WESCX | TETON Westwood SmallCap Equity Fund | 3.65 | |||
| IPSIX | Voya Index Plus SmallCap Portfolio | 3.38 | |||
| MOPIX | MainStay WMC Small Companies Fund | 3.34 | |||
| RIVSX | River Oak Discovery Fund | 3.20 | |||
| VSTCX | Vanguard Strategic Small-Cap Equity Fund | 3.12 | |||
| DTSVX | Wilshire Small Company Value Portfolio | 3.02 | |||
| BOGIX | SGI Small Cap Core Fund | 3.01 | |||
| KCSIX | Knights of Columbus Small Cap Fund | 2.97 | |||
| BSMAX | iShares Russell Small/Mid-Cap Index Fund Investor A Shares | 2.32 |
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How much price history to include in the calculation
Historical Sortino Ratio
The chart shows BSMAX'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 BSMAX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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