JOBYX's Sortino Ratio of 2.14 indicates that for each unit of downside volatility, it generates 2.14 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.
JOBYX Sortino Ratio Rank
JOBYX ranks above 61.7% 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
JOBYX Sortino Ratio Market Positioning
The chart shows JOBYX'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%): 1.28 or lower
- Yellow zone (middle 50%): 1.28 to 2.50
- Green zone (top 25%): 2.50 or higher
- Top 1%: 8.12+
- Median: 1.94 — half of all investments score higher
How it compares to other similar mutual funds
The table compares JPMorgan SmartRetirement Blend 2040 Fund Class R6's Sortino Ratio with other mutual funds in the Target Retirement Date category across multiple time periods, showing how JOBYX'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 |
|---|---|---|---|---|---|
| FRAMX | Fidelity Advisor Managed Retirement Income Fund Class A | 548,105.49 | |||
| PADLX | Putnam Retirement Advantage Maturity Fund | 2.91 | |||
| PDAHX | Prudential Day One Income Fund | 2.80 | |||
| SSFNX | State Street Target Retirement Fund | 2.77 | |||
| FRQIX | Fidelity Advisor Managed Retirement 2010 Fund Class I | 2.75 | |||
| FRASX | Fidelity Advisor Managed Retirement 2015 Fund | 2.75 | |||
| FRIMX | Fidelity Advisor Managed Retirement Income Fund Class I | 2.74 | |||
| URINX | USAA Target Retirement Income Fund | 2.72 | |||
| FIIVX | Fidelity Advisor Managed Retirement 2020 Fund Class I | 2.72 | |||
| TDIFX | Dimensional Retirement Income Fund | 2.68 | |||
| JOBYX | JPMorgan SmartRetirement Blend 2040 Fund Class R6 | 2.14 |
Historical Sortino Ratio
The chart shows JOBYX'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 JOBYX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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