LTPZ's Sortino Ratio of 0.78 indicates that for each unit of downside volatility, it generates 0.78 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 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.
LTPZ Sortino Ratio Rank
LTPZ ranks above 15.5% 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
LTPZ Sortino Ratio Market Positioning
The chart shows LTPZ'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%): 1.30 or lower
- Yellow zone (middle 50%): 1.30 to 3.34
- Green zone (top 25%): 3.34 or higher
- Top 1%: 12.63+
- Median: 2.40 — half of all investments score higher
How it compares to other similar ETFs
The table compares PIMCO 15+ Year US TIPS Index ETF's Sortino Ratio with other ETFs in the Inflation-Protected Bonds category across multiple time periods, showing how LTPZ'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 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| IBIC | iShares iBonds Oct 2026 Term TIPS ETF | 9.12 | |||
| RBIL | F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF | 7.92 | |||
| IBID | iShares iBonds Oct 2027 Term TIPS ETF | 6.75 | |||
| IBIE | iShares iBonds Oct 2028 Term TIPS ETF | 5.59 | |||
| STIP | iShares 0-5 Year TIPS Bond ETF | 5.59 | |||
| VTIP | Vanguard Short-Term Inflation-Protected Securities ETF | 5.36 | |||
| PBTP | Invesco PureBeta 0-5 Yr US TIPS ETF | 5.10 | |||
| TDTT | FlexShares iBoxx 3-Year Target Duration TIPS Index Fund | 4.20 | |||
| IBIF | iShares iBonds Oct 2029 Term TIPS ETF | 4.17 | |||
| STPZ | PIMCO 1-5 Year US TIPS Index ETF | 3.94 | |||
| LTPZ | PIMCO 15+ Year US TIPS Index ETF | 0.78 |
Historical Sortino Ratio
The chart shows LTPZ'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 LTPZ consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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