Sortino ratio is not yet available for PZLV. 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 U.S. Large Cap Value ETF's Sortino Ratio with other ETFs in the Large Cap Value Equities category across multiple time periods, showing how PZLV'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 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| PWV | Invesco Large Cap Value ETF | 4.82 | |||
| VLUE | iShares MSCI USA Value Factor ETF | 4.57 | |||
| DEW | WisdomTree Global High Dividend Fund | 4.49 | |||
| FBCV | Fidelity Blue Chip Value ETF | 4.33 | |||
| IWX | iShares Russell Top 200 Value ETF | 4.28 | |||
| FELV | Fidelity Enhanced Large Cap Value ETF | 4.18 | |||
| SEIV | SEI QiM U.S. Large Cap Value Active ETF | 4.18 | |||
| STXV | Strive 1000 Value ETF | 4.15 | |||
| FNDX | Schwab Fundamental U.S. Large Company Index ETF | 4.13 | |||
| PVAL | Putnam Focused Large Cap Value ETF | 4.13 | |||
| PZLV | Pzena U.S. Large Cap Value ETF | — |
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Historical Sortino Ratio
The chart shows PZLV'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 PZLV consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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