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Sortino ratio is not yet available for DDXX. 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 Defined Duration 20 ETF's Sortino Ratio with other ETFs in the Global Equities, Diversified Portfolio category across multiple time periods, showing how DDXX'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 11, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
WLDRAffinity World Leaders Equity ETF3.93
FYLDCambria Foreign Shareholder Yield ETF3.61
GVALCambria Global Value ETF3.25
IYLDiShares Morningstar Multi-Asset Income ETF3.20
AVGVAvantis All Equity Markets Value ETF3.18
GINXSGI Enhanced Global Income ETF3.17
INCMFranklin Income Focus ETF3.14
AVMAAvantis Moderate Allocation ETF3.04
COPYTweedy, Browne Insider + Value ETF2.98
AVGEAvantis All Equity Markets ETF2.96
DDXXDefined Duration 20 ETF

S&P 500 Index

How to choose period

Historical Sortino Ratio

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


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