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Cullen Small Cap Value Fund (CUSIX) Sortino Ratio: 1.07

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The fund invests at least 80% of its net assets, plus borrowings for investment purposes, in small-capitalization companies. It may invest up to 30% of its assets in securities of companies headquartered outside the United States. The advisor intends to invest in the securities of companies located in developed countries and, to a lesser extent, those located in emerging markets, and the advisor may consider investments in companies in any of the world's developed or emerging stock markets.

CUSIX's Sortino Ratio of 1.07 indicates that for each unit of downside volatility, it generates 1.07 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 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.

CUSIX Sortino Ratio Rank

CUSIX Sortino Ratio Rank: 8.28
Concerning

CUSIX ranks above 8.2% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak 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

  • Weak downside-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or implementing downside hedges
  • Review higher-ranked alternatives in the same category

CUSIX Sortino Ratio Market Positioning

The chart shows CUSIX'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%): 2.07 or lower
  • Yellow zone (middle 50%): 2.07 to 3.61
  • Green zone (top 25%): 3.61 or higher
  • Top 1%: 9.13+
  • Median: 2.99 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Cullen Small Cap Value Fund's Sortino Ratio with other mutual funds in the Small Cap Value Equities category across multiple time periods, showing how CUSIX'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 3, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
AVALXAegis Value Fund4.47
MMEYXVictory Integrity Discovery Fund3.89
WSCVXWalthausen Small Cap Value Fund3.77
VSCAXInvesco Small Cap Value Fund3.68
TSLTXTransamerica Small Cap Value3.68
FESCXFirst Eagle Small Cap Opportunity Fund3.64
RYSEXRoyce Special Equity Fund3.59
BSCMXBrandes Small Cap Value Fund3.58
TASCXThird Avenue Small Cap Value Fund3.58
BRSIXBridgeway Ultra Small Company Market Fund3.57
CUSIXCullen Small Cap Value Fund1.07

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows CUSIX'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 CUSIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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