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 3, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| VIDI | Vident International Equity Fund | 4.49 | |||
| KEMX | KraneShares MSCI Emerging Markets ex China Index ETF | 4.43 | |||
| PATN | Pacer Nasdaq International Patent Leaders ETF | 4.38 | |||
| DBAW | Xtrackers MSCI All World ex US Hedged Equity ETF | 4.00 | |||
| JIVE | Jpmorgan International Value ETF | 3.99 | |||
| FNDF | Schwab Fundamental International Large Company Index ETF | 3.89 | |||
| HAWX | iShares Currency Hedged MSCI ACWI ex U.S. ETF | 3.87 | |||
| FDT | First Trust Developed Markets ex-US AlphaDEX Fund | 3.86 | |||
| GMOI | GMO International Value ETF | 3.84 | |||
| PXF | Invesco FTSE RAFI Developed Markets ex-U.S. ETF | 3.82 | |||
| IDEQ | Lazard International Dynamic Equity ETF | — |
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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