PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

LifeX 2035 Income Bucket ETF (LDDR) Sortino Ratio: 1.33

ETF · Currency in USD · Last updated Jun 24, 2026

The LifeX 2035 Income Bucket ETF (LDDR) is an actively managed fund that invests primarily in U.S. Treasury securities, aiming to provide predictable monthly distributions of income and principal through December 2035.

LDDR's Sortino Ratio of 1.33 indicates that for each unit of downside volatility, it generates 1.33 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 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.

LDDR Sortino Ratio Rank

LDDR Sortino Ratio Rank: 25.526
Below Average

LDDR ranks above 25.5% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-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

  • Returns may not adequately compensate for downside risk taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better downside protection
  • Assess whether downside exposure aligns with your portfolio goals

LDDR Sortino Ratio Market Positioning

The chart shows LDDR'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%): 1.29 or lower
  • Yellow zone (middle 50%): 1.29 to 3.01
  • Green zone (top 25%): 3.01 or higher
  • Top 1%: 15.05+
  • Median: 2.24 — half of all investments score higher

How it compares to other similar ETFs

The table compares LifeX 2035 Income Bucket ETF's Sortino Ratio with other ETFs in the Target Retirement Date category across multiple time periods, showing how LDDR'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 24, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
IRTRiShares LifePath Retirement ETF2.85
ITDBIshares Lifepath Target Date 2030 ETF2.77
ITDEIshares Lifepath Target Date 2045 ETF2.75
ITDDIshares Lifepath Target Date 2040 ETF2.74
ITDCIshares Lifepath Target Date 2035 ETF2.74
ITDFIshares Lifepath Target Date 2050 ETF2.72
ITDGIshares Lifepath Target Date 2055 ETF2.67
ITDHIshares Lifepath Target Date 2060 ETF2.67
ITDIIshares Lifepath Target Date 2065 ETF2.67
ITDJiShares LifePath Target Date 2070 ETF2.64
LDDRLifeX 2035 Income Bucket ETF1.33

S&P 500 Index

How to choose period

Historical Sortino Ratio

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

Loading charts...

Sortino Ratio Calculator

IHow does LDDR fit in your portfolio?

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

Analyze Your Portfolio