Sortino ratio is not yet available for BVAL. 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 Large Cap Value ETF's Sortino Ratio with other ETFs in the Large Cap Value Equities, Actively Managed category across multiple time periods, showing how BVAL'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 |
|---|---|---|---|---|---|
| VLUE | iShares Edge MSCI USA Value Factor ETF | 6.86 | |||
| SEIV | SEI Enhanced US Large Cap Value Factor ETF | 4.91 | |||
| LSVD | LSV Disciplined Value ETF | 4.64 | |||
| FNDX | Schwab Fundamental U.S. Large Company Index ETF | 4.47 | |||
| AVLV | Avantis U.S. Large Cap Value ETF | 4.39 | |||
| PRF | Invesco RAFI US 1000 ETF | 4.33 | |||
| PVAL | Putnam Focused Large Cap Value ETF | 4.28 | |||
| FNDB | Schwab Fundamental U.S. Broad Market Index ETF | 4.23 | |||
| DFLV | Dimensional US Large Cap Value ETF | 4.19 | |||
| DFUV | Dimensional US Marketwide Value ETF | 4.12 | |||
| BVAL | Bluemonte Large Cap Value ETF | — |
Historical Sortino Ratio
The chart shows BVAL'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 BVAL consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does BVAL fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio