Invesco Small Cap Equity Fund Class A (SMEAX) Sortino Ratio: 0.76
SMEAX's Sortino Ratio of 0.76 indicates that for each unit of downside volatility, it generates 0.76 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 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.
SMEAX Sortino Ratio Rank
SMEAX ranks above 17.6% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. 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
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
SMEAX Sortino Ratio Market Positioning
The chart shows SMEAX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.01 or lower
- Yellow zone (middle 50%): 1.01 to 1.90
- Green zone (top 25%): 1.90 or higher
- Top 1%: 7.33+
- Median: 1.45 — half of all investments score higher
How it compares to other similar mutual funds
The table compares Invesco Small Cap Equity Fund Class A's Sortino Ratio with other mutual funds in the Small Cap Blend Equities category across multiple time periods, showing how SMEAX'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 1, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| AUERX | Auer Growth Fund | 2.48 | |||
| DFISX | DFA International Small Company Portfolio | 2.15 | |||
| RYOTX | Royce Micro Cap Series Fund | 2.14 | |||
| WESCX | TETON Westwood SmallCap Equity Fund | 2.12 | |||
| PRSVX | T. Rowe Price Small-Cap Value Fund | 2.06 | |||
| LMSIX | Franklin U.S. Small Cap Equity Fund | 1.86 | |||
| FSOPX | Fidelity Series Small Cap Opportunities Fund | 1.84 | |||
| TNVIX | 1290 GAMCO Small/Mid Cap Value Fund | 1.81 | |||
| WEMMX | TETON Westwood Mighty Mites Fund | 1.80 | |||
| AFMCX | Acuitas US Microcap Fund | 1.78 | |||
| SMEAX | Invesco Small Cap Equity Fund Class A | 0.76 |
Historical Sortino Ratio
The chart shows SMEAX'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 SMEAX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore SMEAX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.