Lazard International Dynamic Equity ETF (IDEQ) Sortino Ratio

Sortino ratio is not yet available for IDEQ. 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 Lazard International Dynamic Equity ETF's Sortino Ratio with other ETFs in the Foreign Large Cap Equities category across multiple time periods, showing how IDEQ'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 24, 2026.

Symbol	Name	1Y Sortino Ratio
GMOI	GMO International Value ETF	3.65
JIVE	Jpmorgan International Value ETF	3.53
JHID	John Hancock International High Dividend ETF	3.47
VIDI	Vident International Equity Fund	3.45
EFAS	Global X MSCI SuperDividend® EAFE ETF	3.41
CIL	VictoryShares International Volatility Wtd ETF	3.41
DBAW	Xtrackers MSCI All World ex US Hedged Equity ETF	3.41
KEMX	KraneShares MSCI Emerging Markets ex China Index ETF	3.38
PATN	Pacer Nasdaq International Patent Leaders ETF	3.37
HAWX	iShares Currency Hedged MSCI ACWI ex U.S. ETF	3.35
IDEQ	Lazard International Dynamic Equity ETF	—

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Historical Sortino Ratio

The chart shows IDEQ'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 IDEQ consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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