SVAAX's Sortino Ratio of 3.47 indicates that for each unit of downside volatility, it generates 3.47 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 25, 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.
SVAAX Sortino Ratio Rank
SVAAX ranks above 82.4% of all investments in our database based on Sortino Ratio over the past 12 months, demonstrating exceptional downside-adjusted returns. 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
- Suitable as a core holding given strong downside protection
- Monitor rank changes to detect weakening downside characteristics
- Exceptional risk-adjusted profile supports larger position sizes
- Compare with category peers to assess whether strength is investment-specific or category-wide
SVAAX Sortino Ratio Market Positioning
The chart shows SVAAX'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%): 1.74 or lower
- Yellow zone (middle 50%): 1.74 to 3.04
- Green zone (top 25%): 3.04 or higher
- Top 1%: 8.89+
- Median: 2.49 — half of all investments score higher
How it compares to other similar mutual funds
The table compares Federated Hermes Strategic Value Dividend Fund Class A's Sortino Ratio with other mutual funds in the Dividend category across multiple time periods, showing how SVAAX'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 25, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| PMAIX | Pioneer Multi-Asset Income Fund A | 3.68 | |||
| SVAAX | Federated Hermes Strategic Value Dividend Fund Class A | 3.47 | |||
| VIHAX | Vanguard International High Dividend Yield Index Fund Admiral Shares | 3.47 | |||
| FDGDX | Fidelity Advisor 529 Dividend Growth Portfolio Class D | 3.41 | |||
| CDDYX | Columbia Dividend Income Fund Institutional 3 Class | 3.32 | |||
| VHYAX | Vanguard High Dividend Yield Index Fund Admiral Shares | 3.30 | |||
| FDGFX | Fidelity Dividend Growth Fund | 3.25 | |||
| OIEJX | JPMorgan Equity Income Fund R6 | 3.23 | |||
| JDDVX | Janus Henderson U.S. Dividend Income Fund Class D | 3.08 | |||
| PJDZX | PGIM Jennison Rising Dividend Fund | 3.08 |
Historical Sortino Ratio
The chart shows SVAAX'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 SVAAX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does SVAAX fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio