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Towle Deep Value Fund (TDVFX) Sortino Ratio

Mutual Fund · Currency in USD · Last updated Jun 5, 2026

Under normal circumstances, the fund invests primarily in equity securities of U.S. issuers. It may invest in common stocks of any capitalization, although it primarily focuses on smaller companies that the fund's advisor views to be out-of-favor, under-appreciated, and under-valued. The fund's advisor considers smaller capitalization companies to be those with market capitalization of $5 billion or lower at the time of purchase. The fund may also invest up to 25% of its total net assets in foreign securities, either directly or through the use of ADRs. It is non-diversified.

Sortino ratio is not yet available for TDVFX. 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 mutual funds

The table compares Towle Deep Value Fund's Sortino Ratio with other mutual funds in the Small Cap Value Equities category across multiple time periods, showing how TDVFX'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 5, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
AVALXAegis Value Fund4.20
VSCAXInvesco Small Cap Value Fund3.78
MMEYXVictory Integrity Discovery Fund3.71
QRSVXFPA Queens Road Small Cap Value Fund Investor Class3.70
TSLTXTransamerica Small Cap Value3.65
WSCVXWalthausen Small Cap Value Fund3.57
FESCXFirst Eagle Small Cap Opportunity Fund3.52
RYSEXRoyce Special Equity Fund3.46
ICISXVY Columbia Small Cap Value II Portfolio3.42
HRTVXHeartland Value Fund3.41
TDVFXTowle Deep Value Fund—

S&P 500 Index

How to choose period

Historical Sortino Ratio

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

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