Evolve Active Global Fixed Income Fund (EARN.TO) Sortino Ratio: 1.05
EARN.TO's Sortino Ratio of 1.05 indicates that for each unit of downside volatility, it generates 1.05 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 4, 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.
EARN.TO Sortino Ratio Rank
EARN.TO ranks above 32.4% 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
EARN.TO Sortino Ratio Market Positioning
The chart shows EARN.TO's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 0.81 or lower
- Yellow zone (middle 50%): 0.81 to 2.00
- Green zone (top 25%): 2.00 or higher
- Top 1%: 10.65+
- Median: 1.42 — half of all investments score higher
How it compares to other similar ETFs
The table compares EARN.TO's Sortino Ratio with other similar investments across multiple time periods.
Data shows available time periods plus all-time averages, as of Apr 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| MNY.TO | Purpose Cash Management Fund | 52.77 | |||
| CASH.TO | Global X High Interest Savings ETF | 33.16 | |||
| CBIL.TO | Global X 0-3 Month T-Bill ETF | 30.35 | |||
| CSAV.TO | CI High Interest Savings ETF | 29.89 | |||
| PSA.TO | Purpose High Interest Savings Fund | 28.47 | |||
| ZMMK.TO | BMO Money Market Fund ETF Series | 25.04 | |||
| CMR.TO | iShares Premium Money Market ETF | 21.93 | |||
| EGIF.TO | Exemplar Growth and Income Fund | 18.79 | |||
| TBIL.TO | Harvest Canadian T-Bill ETF | 18.39 | |||
| CMNY.TO | CI Money Market ETF CAD Series | 15.40 | |||
| EARN.TO | Evolve Active Global Fixed Income Fund | 1.05 |
Historical Sortino Ratio
The chart shows EARN.TO'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 EARN.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore EARN.TO risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.