IFRF.TO's Sortino Ratio of 0.62 indicates that for each unit of downside volatility, it generates 0.62 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 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.
IFRF.TO Sortino Ratio Rank
IFRF.TO ranks above 19.0% 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
IFRF.TO Sortino Ratio Market Positioning
The chart shows IFRF.TO'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%): 0.96 or lower
- Yellow zone (middle 50%): 0.96 to 2.44
- Green zone (top 25%): 2.44 or higher
- Top 1%: 13.77+
- Median: 1.78 — half of all investments score higher
How it compares to other similar ETFs
The table compares IA Clarington Loomis Floating Rate Income Fund's Sortino Ratio with other ETFs in the Bank Loan, High Yield Bonds category across multiple time periods, showing how IFRF.TO'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 25, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| SYLD.TO | Purpose Strategic Yield Fund | 4.78 | |||
| ZJK.TO | BMO High Yield US Corporate Bond Index ETF | 2.08 | |||
| CMDO.TO | CI Alternative Diversified Opportunities Fund | 2.08 | |||
| DXO.TO | Dynamic Active Crossover Bond ETF | 1.98 | |||
| XFLI.TO | iShares Flexible Monthly Income ETF CAD | 1.85 | |||
| ZFH.TO | BMO Floating Rate High Yield ETF | 1.54 | |||
| CGHY.TO | CI High Yield Bond Private Pool ETF C$ Series | 1.10 | |||
| ICPB.TO | IA Clarington Agile Core Plus Bond Fund Series ETF | 1.09 | |||
| XSI.TO | iShares Short Term Strategic Fixed Income ETF | 0.93 | |||
| XHY.TO | iShares U.S. High Yield Bond Index ETF (CAD-Hedged) | 0.85 | |||
| IFRF.TO | IA Clarington Loomis Floating Rate Income Fund | 0.62 |
Historical Sortino Ratio
The chart shows IFRF.TO'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 IFRF.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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