Polen Capital Emerging Markets ex-China Growth ETF (PCEM) Sortino Ratio: 1.73
PCEM's Sortino Ratio of 1.73 indicates that for each unit of downside volatility, it generates 1.73 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 14, 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.
PCEM Sortino Ratio Rank
PCEM ranks above 23.0% 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
PCEM Sortino Ratio Market Positioning
The chart shows PCEM'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%): 1.84 or lower
- Yellow zone (middle 50%): 1.84 to 3.73
- Green zone (top 25%): 3.73 or higher
- Top 1%: 13.20+
- Median: 2.92 — half of all investments score higher
How it compares to other similar ETFs
The table compares Polen Capital Emerging Markets ex-China Growth ETF's Sortino Ratio with other ETFs in the Emerging Markets Diversified category across multiple time periods, showing how PCEM'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 Apr 14, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| EMDM | First Trust Bloomberg Emerging Market Democracies ETF | 5.15 | |||
| FRDM | Freedom 100 Emerging Markets ETF | 4.51 | |||
| PEMX | Putnam Emerging Markets Ex-China ETF | 4.51 | |||
| EMEQ | Nomura Focused Emerging Markets Equity ETF | 4.51 | |||
| DFEV | Dimensional Emerging Markets Value ETF | 4.50 | |||
| HEEM | iShares Currency Hedged MSCI Emerging Markets ETF | 4.48 | |||
| MEMX | Matthews Emerging Markets Ex China Active ETF | 4.40 | |||
| AVXC | Avantis Emerging Markets ex-China Equity ETF | 4.24 | |||
| STXE | Strive Emerging Markets Ex-China ETF | 4.14 | |||
| NSI | National Security Emerging Markets Index ETF | 4.07 | |||
| PCEM | Polen Capital Emerging Markets ex-China Growth ETF | 1.73 |
Historical Sortino Ratio
The chart shows PCEM'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 PCEM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore PCEM risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.