Sortino ratio is not yet available for PPIE. 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 International Equity ETF -'s Sortino Ratio with other ETFs in the Foreign Large Cap Equities category across multiple time periods, showing how PPIE'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.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| GMOI | GMO International Value ETF | 3.91 | |||
| EFAS | Global X MSCI SuperDividend® EAFE ETF | 3.74 | |||
| JHID | John Hancock International High Dividend ETF | 3.42 | |||
| JIVE | JPMorgan International Value ETF | 3.35 | |||
| DFIV | Dimensional International Value ETF | 3.35 | |||
| IFLO | VictoryShares International Free Cash Flow ETF | 3.33 | |||
| XIDV | Franklin International Dividend Booster Index ETF | 3.28 | |||
| CIL | VictoryShares International Volatility Wtd ETF | 3.26 | |||
| RODM | Hartford Multifactor Developed Markets (ex-US) ETF | 3.25 | |||
| VYMI | Vanguard International High Dividend Yield ETF | 3.24 | |||
| PPIE | Putnam Panagora ESG International Equity ETF - | — |
Historical Sortino Ratio
The chart shows PPIE'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 PPIE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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