Sortino ratio is not yet available for NSCI. 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 Nuveen Securitized Income ETF's Sortino Ratio with other ETFs in the Mortgage Backed Securities category across multiple time periods, showing how NSCI'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 |
|---|---|---|---|---|---|
| FTSD | Franklin Short Duration U.S. Government ETF | 5.21 | |||
| LMBS | First Trust Low Duration Mortgage Opportunities ETF | 4.54 | |||
| VABS | Virtus Newfleet ABS/MBS ETF | 2.77 | |||
| PMBS | PIMCO Mortgage-Backed Securities Active Exchange-Traded Fund | 2.34 | |||
| DEED | First Trust TCW Securitized Plus ETF | 2.25 | |||
| JMBS | Janus Henderson Mortgage-Backed Securities ETF | 2.25 | |||
| VMBS | Vanguard Mortgage-Backed Securities ETF | 2.11 | |||
| SPMB | SPDR Portfolio Mortgage Backed Bond ETF | 2.10 | |||
| SMBS | Schwab Mortgage-Backed Securities ETF | 2.08 | |||
| MTBA | Simplify MBS ETF | 2.06 | |||
| NSCI | Nuveen Securitized Income ETF | — |
Historical Sortino Ratio
The chart shows NSCI'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 NSCI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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