Sortino 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 Sortino 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.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| HSCZ | iShares Currency Hedged MSCI EAFE Small Cap ETF | 3.22 | |||
| AVDV | Avantis International Small Cap Value ETF | 2.85 | |||
| DISV | Dimensional International Small Cap Value ETF | 2.62 | |||
| DXIV | Dimensional International Vector Equity ETF | 2.57 | |||
| FDTS | First Trust Developed Markets ex-US Small Cap AlphaDEX Fund | 2.48 | |||
| AVDS | Avantis International Small Cap Equity ETF | 2.25 | |||
| FNDC | Schwab Fundamental International Small Co. Index ETF | 2.09 | |||
| DFIS | Dimensional International Small Cap ETF | 2.07 | |||
| PDN | Invesco FTSE RAFI Developed Markets ex-U.S. Small-Mid ETF | 2.02 | |||
| DDLS | WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund | 1.93 | |||
| NISM | NYLI International Small-Mid Cap Equity ETF | — |
Historical Sortino Ratio
The chart shows NISM'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 NISM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does NISM fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio