Sortino ratio is not yet available for SYZ. 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 Lazard US Systematic Small Cap Equity ETF's Sortino Ratio with other ETFs in the Small Cap Blend Equities category across multiple time periods, showing how SYZ'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 |
|---|---|---|---|---|---|
| RB | ProShares Russell 2000 Dynamic Daily Buffer ETF | 4.53 | |||
| GSC | Goldman Sachs Small Cap Core Equity ETF | 3.82 | |||
| FYX | First Trust Small Cap Core AlphaDEX Fund | 3.70 | |||
| ROSC | Hartford Multifactor Small Cap ETF | 3.57 | |||
| AVSC | Avantis US Small Cap Equity ETF | 3.27 | |||
| SFLO | Victoryshares Small Cap Free Cash Flow ETF | 3.26 | |||
| FESM | Fidelity Enhanced Small Cap Core ETF | 3.13 | |||
| SIXS | 6 Meridian Small Cap Equity ETF | 3.11 | |||
| RYLD | Global X Russell 2000 Covered Call ETF | 3.05 | |||
| SCDS | JPMorgan Fundamental Data Science Small Core ETF | 3.05 | |||
| SYZ | Lazard US Systematic Small Cap Equity ETF | — |
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Historical Sortino Ratio
The chart shows SYZ'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 SYZ consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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