SMMV's Sortino Ratio of 2.42 indicates that for each unit of downside volatility, it generates 2.42 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 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.
SMMV Sortino Ratio Rank
SMMV ranks above 75.3% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-average 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
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
SMMV Sortino Ratio Market Positioning
The chart shows SMMV'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%): 0.91 or lower
- Yellow zone (middle 50%): 0.91 to 2.45
- Green zone (top 25%): 2.45 or higher
- Top 1%: 14.21+
- Median: 1.81 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares MSCI USA Small-Cap Min Vol Factor ETF's Sortino Ratio with other ETFs in the Small Cap Blend Equities, Low Volatility category across multiple time periods, showing how SMMV'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 |
|---|---|---|---|---|---|
| LVHI | Franklin International Low Volatility High Dividend Index ETF | 5.08 | |||
| RB | ProShares Russell 2000 Dynamic Daily Buffer ETF | 4.53 | |||
| FLLV | Franklin Liberty U.S. Low Volatility ETF | 4.48 | |||
| GSC | Goldman Sachs Small Cap Core Equity ETF | 3.82 | |||
| CIL | VictoryShares International Volatility Wtd ETF | 3.80 | |||
| FYX | First Trust Small Cap Core AlphaDEX Fund | 3.70 | |||
| ROSC | Hartford Multifactor Small Cap ETF | 3.57 | |||
| VSMV | VictoryShares US Multi-Factor Minimum Volatility ETF | 3.56 | |||
| AVSC | Avantis US Small Cap Equity ETF | 3.27 | |||
| SFLO | Victoryshares Small Cap Free Cash Flow ETF | 3.26 | |||
| SMMV | iShares MSCI USA Small-Cap Min Vol Factor ETF | 2.42 |
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How much price history to include in the calculation
Historical Sortino Ratio
The chart shows SMMV'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 SMMV consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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