Sortino ratio is not yet available for IDVY. 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 First Trust International Rising Dividend Achievers ETF's Sortino Ratio with other ETFs in the Dividend category across multiple time periods, showing how IDVY'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 Jul 12, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| LVHI | Franklin International Low Volatility High Dividend Index ETF | 4.45 | |||
| ALTY | Global X Alternative Income ETF | 3.60 | |||
| INCE | Franklin Income Equity Focus ETF | 3.55 | |||
| DEW | WisdomTree Global High Dividend Fund | 3.53 | |||
| EFAS | Global X MSCI SuperDividend® EAFE ETF | 3.39 | |||
| DJD | Invesco Dow Jones Industrial Average Dividend ETF | 3.34 | |||
| DIVB | iShares Core Dividend ETF | 3.25 | |||
| DGRO | iShares Core Dividend Growth ETF | 3.17 | |||
| DLN | WisdomTree U.S. LargeCap Dividend Fund | 3.14 | |||
| SCHD | Schwab U.S. Dividend Equity ETF | 3.13 | |||
| IDVY | First Trust International Rising Dividend Achievers ETF | — |
Historical Sortino Ratio
The chart shows IDVY'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 IDVY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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