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 Jun 25, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| AIRR | First Trust RBA American Industrial Renaissance ETF | 3.10 | |||
| PKB | Invesco Dynamic Building & Construction ETF | 2.44 | |||
| XHB | SPDR S&P Homebuilders ETF | 1.13 | |||
| HOMZ | Hoya Capital Housing ETF | 0.95 | |||
| ITB | iShares U.S. Home Construction ETF | 0.86 | |||
| FLM | First Trust Global Engineering and Construction ETF | — | |||
| AIPO | Defiance AI & Power Infrastructure ETF | — |
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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