FSIGX's Sortino Ratio of 1.92 indicates that for each unit of downside volatility, it generates 1.92 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
FSIGX Sortino Ratio Rank
FSIGX ranks above 19.7% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
FSIGX Sortino Ratio Market Positioning
The chart shows FSIGX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 2.07 or lower
- Yellow zone (middle 50%): 2.07 to 3.61
- Green zone (top 25%): 3.61 or higher
- Top 1%: 9.19+
- Median: 2.98 — half of all investments score higher
How it compares to other similar mutual funds
The table compares FSIGX's Sortino Ratio with other similar investments across multiple time periods.
Data shows available time periods plus all-time averages, as of Jun 3, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| CREMX | Redwood Real Estate Income Fund | 184.50 | |||
| XILSX | Pioneer ILS Interval Fund | 83.24 | |||
| SRRIX | Stone Ridge Reinsurance Risk Premium Interval Fund | 48.60 | |||
| CBYYX | Victory Pioneer Cat Bond Fund Class Y | 30.28 | |||
| NUSIX | Navigator Ultra Short Term Bond Fund | 29.70 | |||
| FHQFX | Fidelity Series Treasury Bill Index Fund | 28.60 | |||
| PAIPX | PIMCO Short Asset Investment Fund | 26.36 | |||
| MUIIX | Morgan Stanley Institutional Fund Trust Ultra-Short Income Portfolio | 23.95 | |||
| BUBSX | Baird Ultra Short Bond Fund | 23.03 | |||
| PPFIX | Princeton Premium Fund | 22.09 | |||
| FSIGX | Fidelity Series Investment Grade Bond Fund | 1.92 |
Historical Sortino Ratio
The chart shows FSIGX'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 FSIGX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does FSIGX fit in your portfolio?
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