Sortino ratio is not yet available for EGPT. 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 VanEck Vectors Egypt Index ETF's Sortino Ratio with other ETFs in the Emerging Markets Equities category across multiple time periods, showing how EGPT'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 Aug 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| EVLU | iShares MSCI Emerging Markets Value Factor ETF | 3.18 | |||
| EMEQ | Nomura Focused Emerging Markets Equity ETF | 2.99 | |||
| GEME | Pacific North of South Global Emerging Markets Equity Active ETF | 2.99 | |||
| EMDM | First Trust Bloomberg Emerging Market Democracies ETF | 2.91 | |||
| SDEM | Global X MSCI SuperDividend Emerging Markets ETF | 2.86 | |||
| ECOW | Pacer Emerging Markets Cash Cows 100 ETF | 2.74 | |||
| FTHF | First Trust Emerging Markets Human Flourishing ETF | 2.69 | |||
| FRDM | Freedom 100 Emerging Markets ETF | 2.63 | |||
| KEMX | KraneShares MSCI Emerging Markets ex China Index ETF | 2.56 | |||
| EPEM | Harbor Emerging Markets Equity ETF | 2.52 | |||
| EGPT | VanEck Vectors Egypt Index ETF | — |
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Historical Sortino Ratio
The chart shows EGPT'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 EGPT consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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