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Sortino ratio is not yet available for DIVN. 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 Horizon Dividend Income ETF's Sortino Ratio with other ETFs in the Large Cap Value Equities, Dividend, Actively Managed category across multiple time periods, showing how DIVN'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.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
VLUEiShares Edge MSCI USA Value Factor ETF6.86
SEIVSEI Enhanced US Large Cap Value Factor ETF4.91
INCEFranklin Income Equity Focus ETF4.73
LSVDLSV Disciplined Value ETF4.64
AMDYYieldMax AMD Option Income Strategy ETF4.54
FNDXSchwab Fundamental U.S. Large Company Index ETF4.47
AVLVAvantis U.S. Large Cap Value ETF4.39
LVHIFranklin International Low Volatility High Dividend Index ETF4.37
PRFInvesco RAFI US 1000 ETF4.33
PVALPutnam Focused Large Cap Value ETF4.28
DIVNHorizon Dividend Income ETF

S&P 500 Index

How to choose period

Historical Sortino Ratio

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


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