Sortino ratio is not yet available for FMKT. 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 The Free Markets ETF's Sortino Ratio with other ETFs in the Large Cap Blend Equities category across multiple time periods, showing how FMKT'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 |
|---|---|---|---|---|---|
| RSSY | Return Stacked US Stocks & Futures Yield ETF | 4.78 | |||
| IUS | Invesco RAFI Strategic US ETF | 4.53 | |||
| PSCX | Pacer Swan SOS Conservative (December) ETF | 4.22 | |||
| BLCR | Blackrock Large Cap Core ETF | 4.02 | |||
| DMAY | FT Cboe Vest U.S. Equity Deep Buffer ETF - May | 4.00 | |||
| PSMD | Pacer Swan SOS Moderate (December) ETF | 4.00 | |||
| RAFE | PIMCO RAFI ESG U.S. ETF | 3.88 | |||
| PSFD | Pacer Swan SOS Flex (December) ETF | 3.85 | |||
| ESN | Essential 40 Stock ETF | 3.84 | |||
| UDIV | Franklin U.S. Core Dividend Tilt Index ETF | 3.81 | |||
| FMKT | The Free Markets ETF | — |
Historical Sortino Ratio
The chart shows FMKT'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 FMKT consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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