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Sortino ratio is not yet available for TMB. 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 Thornburg Multi Sector Bond ETF's Sortino Ratio with other ETFs in the Multisector Bonds category across multiple time periods, showing how TMB'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
SOFRAmplify Samsung SOFR ETF6.89
PSQOPalmer Square Credit Opportunities ETF6.41
CARYAngel Oak Income ETF6.32
JPIEJPMorgan Income ETF5.80
OGSPObra High Grade Structured Products ETF5.01
PSDMPGIM Short Duration Multi-Sector Bond ETF4.96
MUSETCW Multisector Credit Income ETF4.56
DMXDoubleLine Multi-Sector Income ETF4.43
FLXRTCW Flexible Income ETF3.87
BINCiShares Flexible Income Active ETF3.60
TMBThornburg Multi Sector Bond ETF

S&P 500 Index

How to choose period

Historical Sortino Ratio

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


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