Sortino ratio is not yet available for TGLB. 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 T. Rowe Price Global Equity ETF's Sortino Ratio with other ETFs in the Global Equities, Actively Managed category across multiple time periods, showing how TGLB'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 26, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| CLSE | Convergence Long/Short Equity ETF | 4.79 | |||
| WLDR | Affinity World Leaders Equity ETF | 4.61 | |||
| VOLT | Tema Electrification ETF | 3.90 | |||
| FYLD | Cambria Foreign Shareholder Yield ETF | 3.85 | |||
| AVGV | Avantis All Equity Markets Value ETF | 3.66 | |||
| CEFS | Saba Closed-End Funds ETF | 3.52 | |||
| GVAL | Cambria Global Value ETF | 3.37 | |||
| BVAL | Bluemonte Large Cap Value ETF | 3.35 | |||
| GINX | SGI Enhanced Global Income ETF | 3.34 | |||
| AVGE | Avantis All Equity Markets ETF | 3.30 | |||
| TGLB | T. Rowe Price Global Equity ETF | — |
Historical Sortino Ratio
The chart shows TGLB'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 TGLB consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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