TECH.TO's Sortino Ratio of 1.43 indicates that for each unit of downside volatility, it generates 1.43 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 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.
TECH.TO Sortino Ratio Rank
TECH.TO ranks above 26.1% 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
TECH.TO Sortino Ratio Market Positioning
The chart shows TECH.TO'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%): 1.31 or lower
- Yellow zone (middle 50%): 1.31 to 3.33
- Green zone (top 25%): 3.33 or higher
- Top 1%: 12.97+
- Median: 2.40 — half of all investments score higher
How it compares to other similar ETFs
The table compares Evolve FANGMA Index ETF Hedged CAD's Sortino Ratio with other ETFs in the Technology Equities category across multiple time periods, showing how TECH.TO'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 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| XCHP.TO | iShares Semiconductor Index ETF | 5.48 | |||
| YGOG.NEO | Alphabet (GOOGL) Yield Shares Purpose ETF | 4.77 | |||
| CHPS.TO | Global X Artificial Intelligence Semiconductor Index ETF | 4.53 | |||
| CHPS-U.TO | Global X Artificial Intelligence Semiconductor Index ETF | 4.35 | |||
| FINN.NEO | Fidelity Global Innovators ETF | 4.05 | |||
| BGIN.NEO | BMO Global Innovators Fund Active ETF Series | 4.02 | |||
| AIGO.TO | Global X Artificial Intelligence & Technology Index ETF | 4.00 | |||
| TXF.TO | CI Tech Giants Covered Call Common | 3.90 | |||
| QQQT.TO | Evolve NASDAQ Technology Index Fund CAD Hedged | 3.82 | |||
| TECI.TO | TD Global Technology Innovators Index ETF | 3.77 | |||
| TECH.TO | Evolve FANGMA Index ETF Hedged CAD | 1.43 |
Historical Sortino Ratio
The chart shows TECH.TO'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 TECH.TO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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