Sortino ratio is not yet available for FLM. 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 Trust Global Engineering and Construction ETF's Sortino Ratio with other ETFs in the Building & Construction category across multiple time periods, showing how FLM'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 5, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| AIRR | First Trust RBA American Industrial Renaissance ETF | 2.10 | |||
| AIPO | Defiance AI & Power Infrastructure ETF | 1.75 | |||
| PKB | Invesco Dynamic Building & Construction ETF | 1.34 | |||
| HOMZ | Hoya Capital Housing ETF | 0.76 | |||
| XHB | SPDR S&P Homebuilders ETF | 0.46 | |||
| ITB | iShares U.S. Home Construction ETF | 0.13 | |||
| NAIL | Direxion Daily Homebuilders & Supplies Bull 3X ETF | -0.08 | |||
| FLM | First Trust Global Engineering and Construction ETF | — |
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Historical Sortino Ratio
The chart shows FLM'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 FLM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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