Sortino ratio is not yet available for EEMD. 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 AAM S&P Emerging Markets High Dividend Value ETF's Sortino Ratio with other ETFs in the Emerging Markets Equities, Dividend category across multiple time periods, showing how EEMD'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 23, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| LVHI | Franklin International Low Volatility High Dividend Index ETF | 4.57 | |||
| INCE | Franklin Income Equity Focus ETF | 4.19 | |||
| EVLU | iShares MSCI Emerging Markets Value Factor ETF | 4.16 | |||
| GEME | Pacific North of South Global Emerging Markets Equity Active ETF | 4.14 | |||
| ROAM | Hartford Multifactor Emerging Markets ETF | 4.00 | |||
| DBEM | Xtrackers MSCI Emerging Markets Hedged Equity ETF | 3.98 | |||
| EMXC | iShares MSCI Emerging Markets ex China ETF | 3.94 | |||
| XCEM | Columbia EM Core ex-China ETF | 3.88 | |||
| ECON | Columbia Emerging Markets Consumer ETF | 3.74 | |||
| PIE | Invesco DWA Emerging Markets Momentum ETF | 3.70 | |||
| EEMD | AAM S&P Emerging Markets High Dividend Value ETF | — |
Historical Sortino Ratio
The chart shows EEMD'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 EEMD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does EEMD fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio