STXT's Sortino Ratio of 0.82 indicates that for each unit of downside volatility, it generates 0.82 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 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.
STXT Sortino Ratio Rank
STXT ranks above 16.0% 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
STXT Sortino Ratio Market Positioning
The chart shows STXT'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%): 1.29 or lower
- Yellow zone (middle 50%): 1.29 to 3.01
- Green zone (top 25%): 3.01 or higher
- Top 1%: 14.63+
- Median: 2.24 — half of all investments score higher
How it compares to other similar ETFs
The table compares Strive Total Return Bond ETF's Sortino Ratio with other ETFs in the Intermediate Core-Plus Bond category across multiple time periods, showing how STXT'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 24, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| BNDS | Infrastructure Capital Bond Income ETF | 4.81 | |||
| ZHOG | F/m Opportunistic Income ETF | 4.63 | |||
| MBS | Angel Oak Mortgage-Backed Securities ETF | 3.08 | |||
| CFIT | Cambria Fixed Income Trend ETF | 2.73 | |||
| SJCP | SanJac Alpha Core Plus Bond ETF | 2.44 | |||
| BYLD | iShares Yield Optimized Bond ETF | 2.42 | |||
| GTO | Invesco Total Return Bond ETF | 2.42 | |||
| JHMB | John Hancock Mortgage Backed Securities ETF | 2.32 | |||
| NCPB | Nuveen Core Plus Bond ETF | 2.27 | |||
| BNDI | Neos Enhanced Income Aggregate Bond ETF | 2.21 | |||
| STXT | Strive Total Return Bond ETF | 0.82 |
Historical Sortino Ratio
The chart shows STXT'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 STXT consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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