First Trust Rising Dividend Achievers ETF (RDVY) Sortino Ratio: 1.46
RDVY's Sortino Ratio of 1.46 indicates that for each unit of downside volatility, it generates 1.46 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
RDVY Sortino Ratio Rank
RDVY ranks above 53.1% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns are proportional to downside risk—neither strong nor weak
- Evaluate whether downside volatility aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
RDVY Sortino Ratio Market Positioning
The chart shows RDVY's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 0.82 or lower
- Yellow zone (middle 50%): 0.82 to 2.03
- Green zone (top 25%): 2.03 or higher
- Top 1%: 10.18+
- Median: 1.44 — half of all investments score higher
How it compares to other similar ETFs
The table compares First Trust Rising Dividend Achievers ETF's Sortino Ratio with other ETFs in the Large Cap Blend Equities, Dividend category across multiple time periods, showing how RDVY'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 Apr 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| IDV | iShares International Select Dividend ETF | 3.56 | |||
| FGD | First Trust Dow Jones Global Select Dividend Index Fund | 3.46 | |||
| DVYA | iShares Asia/Pacific Dividend ETF | 3.22 | |||
| LVHI | Legg Mason International Low Volatility High Dividend ETF | 3.13 | |||
| IDOG | ALPS International Sector Dividend Dogs ETF | 3.08 | |||
| FIDI | Fidelity International High Dividend ETF | 3.07 | |||
| GCOW | Pacer Global Cash Cows Dividend ETF | 2.94 | |||
| VWID | Virtus WMC International Dividend ETF | 2.91 | |||
| FID | First Trust S&P International Dividend Aristocrats ETF | 2.84 | |||
| SCHY | Schwab International Dividend Equity ETF | 2.83 | |||
| RDVY | First Trust Rising Dividend Achievers ETF | 1.46 |
Historical Sortino Ratio
The chart shows RDVY'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 RDVY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore RDVY risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.