NTSI's Sortino Ratio of 1.98 indicates that for each unit of downside volatility, it generates 1.98 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
NTSI Sortino Ratio Rank
NTSI ranks above 37.7% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns may not adequately compensate for downside risk taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better downside protection
- Assess whether downside exposure aligns with your portfolio goals
NTSI Sortino Ratio Market Positioning
The chart shows NTSI's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.31 or lower
- Yellow zone (middle 50%): 1.31 to 3.35
- Green zone (top 25%): 3.35 or higher
- Top 1%: 12.84+
- Median: 2.40 — half of all investments score higher
How it compares to other similar ETFs
The table compares WisdomTree International Efficient Core Fund's Sortino Ratio with other ETFs in the Global Allocation category across multiple time periods, showing how NTSI'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 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| LALT | First Trust Multi-Strategy Alternative ETF | 4.62 | |||
| TFPN | Blueprint Chesapeake Multi-Asset Trend ETF | 4.44 | |||
| FARX | Frontier Asset Absolute Return ETF | 3.94 | |||
| ALTY | Global X Alternative Income ETF | 3.82 | |||
| ENDW | Cambria Endowment Style ETF | 3.75 | |||
| JFLI | JPMorgan Flexible Income ETF | 3.58 | |||
| MAPP | Harbor Multi-Asset Explorer ETF | 3.37 | |||
| KEAT | Keating Active ETF | 3.32 | |||
| ELM | Elm Market Navigator ETF | 3.00 | |||
| RSSB | Return Stacked Global Stocks & Bonds ETF | 2.55 | |||
| NTSI | WisdomTree International Efficient Core Fund | 1.98 |
Historical Sortino Ratio
The chart shows NTSI'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 NTSI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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IHow does NTSI fit in your portfolio?
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