Sortino ratio is not yet available for FAAA. 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 Fidelity AAA CLO ETF's Sortino Ratio with other ETFs in the CLO category across multiple time periods, showing how FAAA'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.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| PAAA | PGIM AAA CLO ETF | 21.80 | |||
| ACLO | TCW AAA CLO ETF | 14.85 | |||
| CLOA | BlackRock AAA CLO ETF | 13.98 | |||
| PCLO | Virtus SEIX AAA Private Credit CLO ETF | 10.34 | |||
| JAAA | Janus Henderson AAA CLO ETF | 10.04 | |||
| CLOI | VanEck CLO ETF | 7.43 | |||
| ICLO | Invesco Aaa CLO Floating Rate Note ETF | 7.14 | |||
| CLOX | Panagram AAA CLO ETF | 6.32 | |||
| BCLO | iShares BBB-B CLO Active ETF | 5.29 | |||
| AAA | AAF First Priority CLO Bond ETF | 4.06 | |||
| FAAA | Fidelity AAA CLO ETF | — |
Historical Sortino Ratio
The chart shows FAAA'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 FAAA consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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