iShares Mortgage-Backed Securities Active ETF (MBBA) Sortino Ratio

Sortino ratio is not yet available for MBBA. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares iShares Mortgage-Backed Securities Active ETF's Sortino Ratio with other ETFs in the Mortgage Backed Securities category across multiple time periods, showing how MBBA'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
FTSD	Franklin Short Duration U.S. Government ETF	5.27
LMBS	First Trust Low Duration Mortgage Opportunities ETF	4.79
VABS	Virtus Newfleet ABS/MBS ETF	2.88
PMBS	PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund	2.66
JMBS	Janus Henderson Mortgage-Backed Securities ETF	2.49
DEED	First Trust TCW Securitized Plus ETF	2.44
SMBS	Schwab Mortgage-Backed Securities ETF	2.42
MTBA	Simplify MBS ETF	2.38
VMBS	Vanguard Mortgage-Backed Securities ETF	2.38
SPMB	SPDR Portfolio Mortgage Backed Bond ETF	2.37
MBBA	iShares Mortgage-Backed Securities Active ETF	—

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Historical Sortino Ratio

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

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