Sortino ratio is not yet available for FRIZ. 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 Franklin Dividend Growth ETF's Sortino Ratio with other ETFs in the Dividend category across multiple time periods, showing how FRIZ'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 6, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| INCE | Franklin Income Equity Focus ETF | 4.61 | |||
| LVHI | Franklin International Low Volatility High Dividend Index ETF | 4.29 | |||
| SCHD | Schwab U.S. Dividend Equity ETF | 3.94 | |||
| AMDY | YieldMax AMD Option Income Strategy ETF | 3.90 | |||
| DEW | WisdomTree Global High Dividend Fund | 3.81 | |||
| ALTY | Global X Alternative Income ETF | 3.78 | |||
| FDRR | Fidelity Dividend ETF for Rising Rates | 3.71 | |||
| DJD | Invesco Dow Jones Industrial Average Dividend ETF | 3.66 | |||
| DLN | WisdomTree US LargeCap Dividend ETF | 3.61 | |||
| DGRO | iShares Core Dividend Growth ETF | 3.55 | |||
| FRIZ | Franklin Dividend Growth ETF | — |
Historical Sortino Ratio
The chart shows FRIZ'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 FRIZ consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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