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Monarch Blue Chips Elite Index ETF (MBCE) Sortino Ratio

ETF · Currency in USD · Last updated Jun 5, 2026

The Monarch Blue Chips Elite Index ETF seeks to replicate, before fees and expenses, the performance of the Monarch Blue Chips Elite Index. The index ranks large-cap U.S. companies in the S&P 500 using fundamental metrics such as revenue, revenue growth, profit margin, net income growth, and price-to-earnings ratios, then typically builds an equally weighted portfolio from the top-ranked companies. The fund was formerly known as the Monarch Blue Chips Core Index ETF and changed its ticker from MBCC to MBCE effective June 3, 2026.

Sortino ratio is not yet available for MBCE. 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 Monarch Blue Chips Elite Index ETF's Sortino Ratio with other ETFs in the Large Cap Growth Equities category across multiple time periods, showing how MBCE'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 5, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
HLALWahed FTSE USA Shariah ETF4.52
NACPImpact Shares NAACP Minority Empowerment ETF4.19
FDRRFidelity Dividend ETF for Rising Rates4.03
DARPGrizzle Growth ETF3.97
VEGNUS Vegan Climate ETF3.96
DLNWisdomTree US LargeCap Dividend ETF3.86
MFUSPIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF3.85
BBLUEa Bridgeway Blue Chip ETF3.73
ROUSHartford Multifactor US Equity ETF3.73
RFDARiverFront Dynamic US Dividend Advantage ETF3.71
MBCEMonarch Blue Chips Elite Index ETF—

S&P 500 Index

How to choose period

Historical Sortino Ratio

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

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