DFRSX's Sortino Ratio of 2.51 indicates that for each unit of downside volatility, it generates 2.51 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 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.
DFRSX Sortino Ratio Rank
DFRSX ranks above 37.6% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-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
- Returns may not adequately compensate for downside risk taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better downside protection
- Assess whether downside exposure aligns with your portfolio goals
DFRSX Sortino Ratio Market Positioning
The chart shows DFRSX'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%): 2.00 or lower
- Yellow zone (middle 50%): 2.00 to 3.54
- Green zone (top 25%): 3.54 or higher
- Top 1%: 9.11+
- Median: 2.88 — half of all investments score higher
How it compares to other similar mutual funds
The table compares DFA Asia Pacific Small Company's Sortino Ratio with other mutual funds in the Asia Pacific Equities category across multiple time periods, showing how DFRSX'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 5, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| MATFX | Matthews Asia Innovators Fund | 5.43 | |||
| MGSEX | AMG Veritas Asia Pacific Fund | 4.55 | |||
| MAPTX | Matthews Pacific Tiger Fund | 4.53 | |||
| FIQPX | Fidelity Advisor Emerging Asia Fund Class Z | 4.51 | |||
| FSEAX | Fidelity Emerging Asia Fund | 4.50 | |||
| FERIX | Fidelity Advisor Emerging Asia Fund Class I | 4.50 | |||
| FEAAX | Fidelity Advisor Emerging Asia Fund Class A | 4.48 | |||
| FEATX | Fidelity Advisor Emerging Asia Fund Class M | 4.45 | |||
| FERCX | Fidelity Advisor Emerging Asia Fund Class C | 4.41 | |||
| MASGX | Matthews Asia ESG Fund | 4.13 | |||
| DFRSX | DFA Asia Pacific Small Company | 2.51 |
Historical Sortino Ratio
The chart shows DFRSX'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 DFRSX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does DFRSX fit in your portfolio?
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