PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Saturna Sustainable Equity Fund (SEEFX) Sortino Ratio

Mutual Fund · Currency in USD · Last updated Jun 4, 2026

The fund invests at least 80% of its net assets in equities of issuers located throughout the world that the fund's adviser believes demonstrate sustainable characteristics. The adviser considers issuers with sustainable characteristics to be those issuers that are generally larger, more established, consistently profitable, and financially strong, and with robust policies in the areas of the environment, social responsibility, and corporate governance ("ESG"). The fund may invest up to 30% of net assets in companies with headquarters in countries with developing economies and/or markets.

Sortino ratio is not yet available for SEEFX. 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 Saturna Sustainable Equity Fund's Sortino Ratio with other mutual funds in the Global Equities category across multiple time periods, showing how SEEFX'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 Jun 4, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
LVAGXLSV Global Value Fund5.15
VGPMXVanguard Global Capital Cycles Fund4.82
EPSYXMainStay Epoch Global Equity Yield Fund4.72
PGVFXPolaris Global Value Fund4.65
JGYIXJohn Hancock Global Shareholder Yield Fund4.64
FMIEXWasatch Global Value Fund Investor Class Shares4.61
GMGEXGMO Global Equity Allocation Fund4.59
LVAFXLSV Global Managed Volatility Fund4.52
GCCHXGMO Climate Change Fund4.37
AGLOXAriel Global Fund4.37
SEEFXSaturna Sustainable Equity Fund—

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows SEEFX'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 SEEFX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sortino Ratio Calculator

IHow does SEEFX fit in your portfolio?

Add your other holdings to see your portfolio's Sortino Ratio and find out.

Analyze Your Portfolio