Horizon Small/Mid Cap Core Equity ETF (SMOX) Sortino Ratio

Sortino ratio is not yet available for SMOX. 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 Horizon Small/Mid Cap Core Equity ETF's Sortino Ratio with other ETFs in the Mid Cap Blend Equities category across multiple time periods, showing how SMOX'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 1, 2026.

Symbol	Name	1Y Sortino Ratio
CTEF	Castellan Targeted Equity ETF	3.35
LSAF	LeaderShares AlphaFactor US Core Equity ETF	2.98
CPAI	Counterpoint Quantitative Equity ETF	2.88
JPME	JPMorgan Diversified Return US Mid Cap Equity ETF	2.84
FDLS	Inspire Fidelis Multi Factor ETF	2.82
ETHO	Amplify Etho Climate Leadership U.S. ETF	2.82
CSD	Invesco S&P Spin-Off ETF	2.81
SRHQ	SRH U.S. Quality ETF	2.80
TUSA	First Trust Total US Market AlphaDEX ETF	2.76
FTDS	First Trust Dividend Strength ETF	2.76
SMOX	Horizon Small/Mid Cap Core Equity ETF	—

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Historical Sortino Ratio

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

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