Virtus KAR Mid-Cap ETF (KMID) Sortino Ratio: 0.88
KMID's Sortino Ratio of 0.88 indicates that for each unit of downside volatility, it generates 0.88 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 15, 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.
KMID Sortino Ratio Rank
KMID ranks above 13.3% 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
KMID Sortino Ratio Market Positioning
The chart shows KMID'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%): 1.75 or lower
- Yellow zone (middle 50%): 1.75 to 3.62
- Green zone (top 25%): 3.62 or higher
- Top 1%: 12.87+
- Median: 2.80 — half of all investments score higher
How it compares to other similar ETFs
The table compares Virtus KAR Mid-Cap ETF's Sortino Ratio with other ETFs in the Mid Cap Growth Equities category across multiple time periods, showing how KMID'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 Apr 15, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| TEKX | SPDR Galaxy Transformative Tech Accelerators ETF | 4.24 | |||
| XMMO | Invesco S&P MidCap Momentum ETF | 3.26 | |||
| QQJG | Invesco ESG NASDAQ Next Gen 100 ETF | 3.20 | |||
| SCHM | Schwab US Mid-Cap ETF | 3.15 | |||
| GLRY | Inspire Faithward Mid Cap Momentum ESG ETF | 3.14 | |||
| JHMM | John Hancock Multifactor Mid Cap ETF | 3.02 | |||
| FCUS | Pinnacle Focused Opportunities ETF | 3.00 | |||
| FAD | First Trust Multi Cap Growth AlphaDEX Fund | 2.87 | |||
| MDYG | SPDR S&P 400 Mid Cap Growth ETF | 2.86 | |||
| IWR | iShares Russell Midcap ETF | 2.84 | |||
| KMID | Virtus KAR Mid-Cap ETF | 0.88 |
Historical Sortino Ratio
The chart shows KMID'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 KMID consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore KMID risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.