PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

NYLI International Small-Mid Cap Equity ETF (NISM) Sharpe Ratio

ETF · Currency in USD · Last updated Jul 8, 2026

NYLI International Small-Mid Cap Equity ETF is an actively managed fund, sub-advised by Ausbil Investment Management, that seeks long-term growth of capital by investing in a diversified portfolio of 50 to 100 non-U.S. small- and mid-cap companies with market capitalizations of roughly $500 million to $35 billion, benchmarked against the MSCI ACWI Ex USA NR USD.

Sharpe ratio is not yet available for NISM. 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 NYLI International Small-Mid Cap Equity ETF's Sharpe Ratio with other ETFs in the Foreign Small & Mid Cap Equities category across multiple time periods, showing how NISM'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 Jul 8, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
HSCZiShares Currency Hedged MSCI EAFE Small Cap ETF2.29
AVDVAvantis International Small Cap Value ETF2.13
DISVDimensional International Small Cap Value ETF1.88
DXIVDimensional International Vector Equity ETF1.87
FDTSFirst Trust Developed Markets ex-US Small Cap AlphaDEX Fund1.83
AVDSAvantis International Small Cap Equity ETF1.62
FNDCSchwab Fundamental International Small Co. Index ETF1.46
DFISDimensional International Small Cap ETF1.46
PDNInvesco FTSE RAFI Developed Markets ex-U.S. Small-Mid ETF1.41
CGVConductor Global Equity Value ETF1.38
NISMNYLI International Small-Mid Cap Equity ETF—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows NISM's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when NISM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does NISM fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio