SOPYX's Sortino Ratio of 2.44 indicates that for each unit of downside volatility, it generates 2.44 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 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.
SOPYX Sortino Ratio Rank
SOPYX ranks above 39.7% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-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
- Returns may not adequately compensate for downside risk taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better downside protection
- Assess whether downside exposure aligns with your portfolio goals
SOPYX Sortino Ratio Market Positioning
The chart shows SOPYX'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%): 1.94 or lower
- Yellow zone (middle 50%): 1.94 to 3.31
- Green zone (top 25%): 3.31 or higher
- Top 1%: 9.06+
- Median: 2.74 — half of all investments score higher
How it compares to other similar mutual funds
The table compares ClearBridge Dividend Strategy Fund Class I's Sortino Ratio with other mutual funds in the Dividend category across multiple time periods, showing how SOPYX'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 23, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| FDGDX | Fidelity Advisor 529 Dividend Growth Portfolio Class D | 3.85 | |||
| PMAIX | Pioneer Multi-Asset Income Fund A | 3.79 | |||
| FDGFX | Fidelity Dividend Growth Fund | 3.63 | |||
| VIHAX | Vanguard International High Dividend Yield Index Fund Admiral Shares | 3.61 | |||
| VHYAX | Vanguard High Dividend Yield Index Fund Admiral Shares | 3.45 | |||
| CDDYX | Columbia Dividend Income Fund Institutional 3 Class | 3.40 | |||
| OIEJX | JPMorgan Equity Income Fund R6 | 3.37 | |||
| SVAAX | Federated Hermes Strategic Value Dividend Fund Class A | 3.31 | |||
| PJDZX | PGIM Jennison Rising Dividend Fund | 3.27 | |||
| JDDVX | Janus Henderson U.S. Dividend Income Fund Class D | 3.22 | |||
| SOPYX | ClearBridge Dividend Strategy Fund Class I | 2.44 |
Historical Sortino Ratio
The chart shows SOPYX'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 SOPYX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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