CHASX's Sortino Ratio of 2.74 indicates that for each unit of downside volatility, it generates 2.74 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 5, 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.
CHASX Sortino Ratio Rank
CHASX ranks above 77.4% 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
CHASX Sortino Ratio Market Positioning
The chart shows CHASX'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%): 1.53 or lower
- Yellow zone (middle 50%): 1.53 to 2.76
- Green zone (top 25%): 2.76 or higher
- Top 1%: 7.66+
- Median: 2.30 — half of all investments score higher
How it compares to other similar mutual funds
The table compares Chase Growth Fund's Sortino Ratio with other mutual funds in the Large Cap Growth Equities category across multiple time periods, showing how CHASX'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 5, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| DNVYX | Davis New York Venture Fund Class Y | 3.82 | |||
| VPMCX | Vanguard PRIMECAP Fund Investor Shares | 3.45 | |||
| IOLZX | ICON Equity Fund | 3.12 | |||
| VHCAX | Vanguard Capital Opportunity Fund Admiral Shares | 3.08 | |||
| FSSKX | Fidelity Advisor Stock Selector All Cap Fund Class K | 3.02 | |||
| FZAPX | Fidelity Advisor Stock Selector All Cap Fund Class Z | 3.01 | |||
| FDSSX | Fidelity Stock Selector All Cap Fund | 3.00 | |||
| FBRNX | Fidelity Advisor Stock Selector All Cap Fund Class I | 3.00 | |||
| FMAMX | Fidelity Advisor Stock Selector All Cap Fund Class A | 2.96 | |||
| FSJHX | Fidelity Advisor Stock Selector All Cap Fund Class M | 2.94 | |||
| CHASX | Chase Growth Fund | 2.74 |
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How much price history to include in the calculation
Historical Sortino Ratio
The chart shows CHASX'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 CHASX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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