HYSD's Sortino Ratio of 3.06 indicates that for each unit of downside volatility, it generates 3.06 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 25, 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.
HYSD Sortino Ratio Rank
HYSD ranks above 79.3% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average 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
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
HYSD Sortino Ratio Market Positioning
The chart shows HYSD's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.27 or lower
- Yellow zone (middle 50%): 1.27 to 2.90
- Green zone (top 25%): 2.90 or higher
- Top 1%: 14.96+
- Median: 2.15 — half of all investments score higher
How it compares to other similar ETFs
The table compares Columbia Short Duration High Yield ETF's Sortino Ratio with other ETFs in the High Yield Bonds category across multiple time periods, showing how HYSD'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 |
|---|---|---|---|---|---|
| FLRT | Pacific Global Senior Loan ETF | 5.35 | |||
| BSJQ | Invesco BulletShares 2026 High Yield Corp Bond ETF | 4.65 | |||
| HYZD | WisdomTree Interest Rate Hedged High Yield Bond Fund | 3.77 | |||
| PHYD | Putnam ESG High Yield ETF - | 3.62 | |||
| LDRH | iShares iBonds 1-5 Year High Yield and Income Ladder ETF | 3.60 | |||
| FSYD | Fidelity Sustainable High Yield ETF | 3.35 | |||
| FHYS | Federated Hermes Short Duration High Yield ETF | 3.34 | |||
| GTOH | Invesco Short Duration High Yield ETF | 3.25 | |||
| HYGW | iShares High Yield Corporate Bond Buywrite Strategy ETF | 3.23 | |||
| FDHY | Fidelity High Yield Factor ETF | 3.19 | |||
| HYSD | Columbia Short Duration High Yield ETF | 3.06 |
Historical Sortino Ratio
The chart shows HYSD'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 HYSD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does HYSD fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio