PID's Sortino Ratio of 2.09 indicates that for each unit of downside volatility, it generates 2.09 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 28, 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.
PID Sortino Ratio Rank
PID ranks above 62.8% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-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
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
PID Sortino Ratio Market Positioning
The chart shows PID'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%): 0.97 or lower
- Yellow zone (middle 50%): 0.97 to 2.42
- Green zone (top 25%): 2.42 or higher
- Top 1%: 13.38+
- Median: 1.77 — half of all investments score higher
How it compares to other similar ETFs
The table compares Invesco International Dividend Achievers™ ETF's Sortino Ratio with other ETFs in the Global Equities, Dividend category across multiple time periods, showing how PID'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 28, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| LVHI | Franklin International Low Volatility High Dividend Index ETF | 4.76 | |||
| DEW | WisdomTree Global High Dividend Fund | 3.91 | |||
| INCE | Franklin Income Equity Focus ETF | 3.83 | |||
| SCHD | Schwab U.S. Dividend Equity ETF | 3.79 | |||
| WLDR | Affinity World Leaders Equity ETF | 3.71 | |||
| FYLD | Cambria Foreign Shareholder Yield ETF | 3.71 | |||
| EFAS | Global X MSCI SuperDividend® EAFE ETF | 3.64 | |||
| SDOG | ALPS Sector Dividend Dogs ETF | 3.61 | |||
| DIVB | iShares Core Dividend ETF | 3.50 | |||
| DHS | WisdomTree US High Dividend Fund | 3.45 | |||
| PID | Invesco International Dividend Achievers™ ETF | 2.09 |
Historical Sortino Ratio
The chart shows PID'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 PID consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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