Sortino ratio is not yet available for MTRA. 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 Invesco International Growth Focus ETF's Sortino Ratio with other ETFs in the Foreign Large Cap Equities, Actively Managed category across multiple time periods, showing how MTRA'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 6, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| EFAS | Global X MSCI SuperDividend® EAFE ETF | 3.94 | |||
| VIDI | Vident International Equity Fund | 3.70 | |||
| GMOI | GMO International Value ETF | 3.61 | |||
| JIVE | Jpmorgan International Value ETF | 3.41 | |||
| JHID | John Hancock International High Dividend ETF | 3.30 | |||
| PATN | Pacer Nasdaq International Patent Leaders ETF | 3.28 | |||
| KEMX | KraneShares MSCI Emerging Markets ex China Index ETF | 3.25 | |||
| DBAW | Xtrackers MSCI All World ex US Hedged Equity ETF | 3.24 | |||
| DFIV | Dimensional International Value ETF | 3.21 | |||
| FNDF | Schwab Fundamental International Equity ETF | 3.20 | |||
| MTRA | Invesco International Growth Focus ETF | — |
Historical Sortino Ratio
The chart shows MTRA'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 MTRA consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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