PAXDX's Sortino Ratio of 1.75 indicates that for each unit of downside volatility, it generates 1.75 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 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.
PAXDX Sortino Ratio Rank
PAXDX ranks above 35.2% 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
PAXDX Sortino Ratio Market Positioning
The chart shows PAXDX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.39 or lower
- Yellow zone (middle 50%): 1.39 to 2.64
- Green zone (top 25%): 2.64 or higher
- Top 1%: 7.70+
- Median: 2.14 — half of all investments score higher
How it compares to other similar mutual funds
The table compares Pax Global Sustainable Infrastructure Fund's Sortino Ratio with other mutual funds in the Infrastructure Equities, Energy Equities category across multiple time periods, showing how PAXDX'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 Aug 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| RSNYX | Victory Global Energy Transition Fund Class Y | 3.82 | |||
| RSNRX | Victory Global Energy Transition Fund | 3.80 | |||
| VGELX | Vanguard Energy Opportunities Fund Admiral Shares | 3.44 | |||
| RMLPX | Recurrent MLP & Infrastructure Fund | 3.42 | |||
| VGENX | Vanguard Energy Opportunities Fund Investor Shares | 3.42 | |||
| IEYYX | Delaware Ivy Energy Fund | 3.41 | |||
| FRNRX | Franklin Natural Resources Fund | 3.17 | |||
| GAGEX | Guinness Atkinson Global Energy Fund | 3.10 | |||
| MLPTX | Invesco SteelPath MLP Select 40 Fund | 3.06 | |||
| JEEIX | JHancock Infrastructure Fund | 3.05 | |||
| PAXDX | Pax Global Sustainable Infrastructure Fund | 1.75 |
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How much price history to include in the calculation
Historical Sortino Ratio
The chart shows PAXDX'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 PAXDX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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