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Putnam Panagora ESG Emerging Markets Equity ETF - (PPEM) Sortino Ratio
Delisted

ETF · Currency in USD · Last updated Jul 17, 2026

PPEM is a passive ETF by Putnam tracking the investment results of the MSCI Emerging Markets Index. PPEM launched on Jan 19, 2023 and has a 0.61% expense ratio.

Sortino ratio is not yet available for PPEM. 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 Putnam Panagora ESG Emerging Markets Equity ETF -'s Sortino Ratio with other ETFs in the Emerging Markets Diversified category across multiple time periods, showing how PPEM'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 17, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
EMEQNomura Focused Emerging Markets Equity ETF3.04
EMDMFirst Trust Bloomberg Emerging Market Democracies ETF2.90
FRDMFreedom 100 Emerging Markets ETF2.69
FTHFFirst Trust Emerging Markets Human Flourishing ETF2.48
STXEStrive Emerging Markets Ex-China ETF2.43
HEEMiShares Currency Hedged MSCI Emerging Markets ETF2.42
EPEMHarbor Emerging Markets Equity ETF2.38
PEMXPutnam Emerging Markets Ex-China ETF2.35
MEMXMatthews Emerging Markets Ex China Active ETF2.34
DIEMFranklin Emerging Market Core Dividend Tilt Index ETF2.31
PPEMPutnam Panagora ESG Emerging Markets Equity ETF -—

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows PPEM'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 PPEM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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