Sortino ratio is not yet available for RWIN. 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 Rayliant NxtGen Multifactor International Equity ETF's Sortino Ratio with other ETFs in the Foreign Large Cap Equities category across multiple time periods, showing how RWIN'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 16, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| GMOI | GMO International Value ETF | 3.99 | |||
| EFAS | Global X MSCI SuperDividend® EAFE ETF | 3.86 | |||
| JHID | John Hancock International High Dividend ETF | 3.52 | |||
| RODM | Hartford Multifactor Developed Markets (ex-US) ETF | 3.51 | |||
| JIVE | JPMorgan International Value ETF | 3.49 | |||
| DFIV | Dimensional International Value ETF | 3.47 | |||
| IFLO | VictoryShares International Free Cash Flow ETF | 3.40 | |||
| CIL | VictoryShares International Volatility Wtd ETF | 3.37 | |||
| VYMI | Vanguard International High Dividend Yield ETF | 3.34 | |||
| FIVA | Fidelity International Value Factor ETF | 3.29 | |||
| RWIN | Rayliant NxtGen Multifactor International Equity ETF | — |
Historical Sortino Ratio
The chart shows RWIN'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 RWIN consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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