Sortino ratio is not yet available for PUTW. 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 mutual funds
The table compares WisdomTree Equity Premium Income Fund's Sortino Ratio with other mutual funds in the Derivative Income, S&P 500 category across multiple time periods, showing how PUTW'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 |
|---|---|---|---|---|---|
| CII | BlackRock Enhanced Large Cap Core Fund | 3.22 | |||
| BMCIX | BlackRock High Equity Income Fund | 2.92 | |||
| BMEAX | BlackRock High Equity Income Fund Class A | 2.87 | |||
| TCBIX | The Covered Bridge Fund | 2.80 | |||
| NIE | Virtus Equity & Convertible Income Fund | 2.67 | |||
| SCAUX | Invesco Income Advantage U.S. Fund | 2.50 | |||
| SPINX | SEI Institutional Investments Trust S&P 500 Index Fund | 2.50 | |||
| INDEX | CYBER HORNET S&P 500 | 2.49 | |||
| FXAIX | Fidelity 500 Index Fund | 2.49 | |||
| VIIIX | Vanguard Institutional Index Fund Institutional Plus Shares | 2.49 | |||
| PUTW | WisdomTree Equity Premium Income Fund | — |
Historical Sortino Ratio
The chart shows PUTW'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 PUTW consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does PUTW fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio