Sortino ratio is not yet available for MJSC. 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 MUFG Japan Small Cap Active ETF's Sortino Ratio with other ETFs in the Japan Equities category across multiple time periods, showing how MJSC'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 7, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| DXJ | WisdomTree Japan Hedged Equity Fund | 4.06 | |||
| DXJS | WisdomTree Japan Hedged SmallCap Equity Fund | 4.03 | |||
| OPPJ | WisdomTree Japan Opportunities ETF | 4.03 | |||
| HEWJ | iShares Currency Hedged MSCI Japan ETF | 3.57 | |||
| DBJP | Xtrackers MSCI Japan Hedged Equity ETF | 3.56 | |||
| FLJH | Franklin FTSE Japan Hedged ETF | 3.32 | |||
| EWJV | iShares MSCI Japan Value ETF | 2.59 | |||
| SCJ | iShares MSCI Japan Small Cap ETF | 2.49 | |||
| DFJ | WisdomTree Japan SmallCap Dividend Fund | 2.32 | |||
| NBJP | Neuberger Berman Japan Equity ETF | 2.30 | |||
| MJSC | MUFG Japan Small Cap Active ETF | — |
Historical Sortino Ratio
The chart shows MJSC'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 MJSC consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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