Sortino ratio is not yet available for FEMD. 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 First Eagle Mid Cap Equity ETF's Sortino Ratio with other ETFs in the Mid Cap Value Equities category across multiple time periods, showing how FEMD'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 25, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| EQRR | ProShares Equities for Rising Rates ETF | 3.16 | |||
| RDIV | Invesco S&P Ultra Dividend Revenue ETF | 3.11 | |||
| QVAL | Alpha Architect U.S. Quantitative Value ETF | 3.07 | |||
| DVLU | First Trust Dorsey Wright Momentum & Value ETF | 2.98 | |||
| FAB | First Trust Multi Cap Value AlphaDEX Fund | 2.97 | |||
| XMVM | Invesco S&P MidCap Value with Momentum ETF | 2.95 | |||
| IMCV | iShares Morningstar Mid-Cap ETF | 2.88 | |||
| VOE | Vanguard Mid-Cap Value ETF | 2.87 | |||
| IWS | iShares Russell Mid-Cap Value ETF | 2.79 | |||
| ONEY | SPDR Russell 1000 Yield Focus ETF | 2.69 | |||
| FEMD | First Eagle Mid Cap Equity ETF | — |
Historical Sortino Ratio
The chart shows FEMD'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 FEMD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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