IMCG's Sortino Ratio of 2.31 indicates that for each unit of downside volatility, it generates 2.31 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 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.
IMCG Sortino Ratio Rank
IMCG ranks above 46.2% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. 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
- Returns are proportional to downside risk—neither strong nor weak
- Evaluate whether downside volatility aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
IMCG Sortino Ratio Market Positioning
The chart shows IMCG'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%): 1.37 or lower
- Yellow zone (middle 50%): 1.37 to 3.47
- Green zone (top 25%): 3.47 or higher
- Top 1%: 12.81+
- Median: 2.49 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares Morningstar Mid-Cap Growth ETF's Sortino Ratio with other ETFs in the Mid Cap Growth Equities category across multiple time periods, showing how IMCG'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 |
|---|---|---|---|---|---|
| TEKX | SPDR Galaxy Transformative Tech Accelerators ETF | 4.70 | |||
| FCUS | Pinnacle Focused Opportunities ETF | 3.12 | |||
| SCHM | Schwab US Mid-Cap ETF | 3.06 | |||
| KOMP | SPDR S&P Kensho New Economies Composite ETF | 2.93 | |||
| XMMO | Invesco S&P MidCap Momentum ETF | 2.80 | |||
| JHMM | John Hancock Multifactor Mid Cap ETF | 2.69 | |||
| FAD | First Trust Multi Cap Growth AlphaDEX Fund | 2.67 | |||
| MDYG | SPDR S&P 400 Mid Cap Growth ETF | 2.63 | |||
| IJK | iShares S&P MidCap 400 Growth ETF | 2.62 | |||
| IWR | iShares Russell Midcap ETF | 2.50 | |||
| IMCG | iShares Morningstar Mid-Cap Growth ETF | 2.31 |
Historical Sortino Ratio
The chart shows IMCG'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 IMCG consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does IMCG fit in your portfolio?
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