Sortino ratio is not yet available for PZIV. 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 Pzena International Value ETF's Sortino Ratio with other ETFs in the Foreign Large Cap Equities category across multiple time periods, showing how PZIV'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 Aug 5, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| GMOI | GMO International Value ETF | 4.34 | |||
| EFAS | Global X MSCI SuperDividend® EAFE ETF | 4.06 | |||
| JHID | John Hancock International High Dividend ETF | 3.72 | |||
| JIVE | JPMorgan International Value ETF | 3.60 | |||
| IFLO | VictoryShares International Free Cash Flow ETF | 3.60 | |||
| DFIV | Dimensional International Value ETF | 3.58 | |||
| XIDV | Franklin International Dividend Booster Index ETF | 3.54 | |||
| CIL | VictoryShares International Volatility Wtd ETF | 3.53 | |||
| VYMI | Vanguard International High Dividend Yield ETF | 3.52 | |||
| FIDI | Fidelity International High Dividend ETF | 3.45 | |||
| PZIV | Pzena International Value ETF | — |
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Historical Sortino Ratio
The chart shows PZIV'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 PZIV consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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