PortfoliosLab logoPortfoliosLab logo

IGIFX's Sortino Ratio of 3.17 indicates that for each unit of downside volatility, it generates 3.17 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 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.

IGIFX Sortino Ratio Rank


IGIFX Sortino Ratio Rank: 61.061
Above Average

IGIFX ranks above 61.0% 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

IGIFX Sortino Ratio Market Positioning

The chart shows IGIFX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.


  • Red zone (bottom 25%): 2.00 or lower
  • Yellow zone (middle 50%): 2.00 to 3.54
  • Green zone (top 25%): 3.54 or higher
  • Top 1%: 9.15+
  • Median: 2.89 — half of all investments score higher

How it compares to other similar mutual funds

The table compares American Funds International Growth and Income Fund Class F-1's Sortino Ratio with other mutual funds in the Foreign Large Cap Equities category across multiple time periods, showing how IGIFX'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 5, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
THOIXThornburg Global Opportunities Fund4.94
SWRLXTouchstone International Equity Fund4.55
TIVFXAmerican Beacon Tocqueville International Value Fund4.41
SAHMXSA International Value Fund4.40
DCINXDunham International Stock Fund4.32
DFWVXDFA World ex U.S. Value Portfolio Fund4.30
PTSIXPIMCO RAE PLUS International Fund4.25
GTMIXGMO Tax-Managed International Equities Fund4.11
SFNNXSchwab Fundamental International Large Company Index Fund4.05
SIDNXHartford Schroders International Multi-Cap Value Fund4.04
IGIFXAmerican Funds International Growth and Income Fund Class F-13.17

S&P 500 Index

How to choose period

Historical Sortino Ratio

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


Loading charts...

Sortino Ratio Calculator

IHow does IGIFX fit in your portfolio?

Add your other holdings to see your portfolio's Sortino Ratio and find out.

Analyze Your Portfolio