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VanEck Vectors Egypt Index ETF (EGPT) Sortino Ratio
Delisted

ETF · Currency in USD · Last updated Jul 12, 2026

EGPT is a passive ETF by VanEck tracking the investment results of the MVIS Egypt Index. EGPT launched on Feb 16, 2010 and has a 0.98% expense ratio.

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 Jul 12, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
EVLUiShares MSCI Emerging Markets Value Factor ETF3.33
GEMEPacific North of South Global Emerging Markets Equity Active ETF3.16
PIEInvesco DWA Emerging Markets Momentum ETF2.90
ROAMHartford Multifactor Emerging Markets ETF2.87
DBEMXtrackers MSCI Emerging Markets Hedged Equity ETF2.84
EMXCiShares MSCI Emerging Markets ex China ETF2.78
AGEMabrdn Emerging Markets Dividend Active ETF2.75
ECOWPacer Emerging Markets Cash Cows 100 ETF2.75
EQLTiShares MSCI Emerging Markets Quality Factor ETF2.71
XCEMColumbia EM Core ex-China ETF2.70
EGPTVanEck Vectors Egypt Index ETF—

S&P 500 Index

How to choose period

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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