Sortino ratio is not yet available for TMH. 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 Toyota Motor Corporation ADRhedged's Sortino Ratio with other ETFs in the Consumer Discretionary Equities category across multiple time periods, showing how TMH'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 25, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| CARZ | First Trust NASDAQ Global Auto Index Fund | 3.49 | |||
| BEDZ | AdvisorShares Hotel ETF | 1.79 | |||
| PEJ | Invesco Dynamic Leisure & Entertainment ETF | 1.64 | |||
| RTH | VanEck Vectors Retail ETF | 1.31 | |||
| PSCD | Invesco S&P SmallCap Consumer Discretionary ETF | 1.23 | |||
| XRT | SPDR S&P Retail ETF | 1.22 | |||
| FXD | First Trust Consumer Discretionary AlphaDEX Fund | 1.05 | |||
| RSPD | Invesco S&P 500 Equal Weight Consumer Discretionary ETF | 0.79 | |||
| FDIS | Fidelity MSCI Consumer Discretionary Index ETF | 0.79 | |||
| VCR | Vanguard Consumer Discretionary ETF | 0.77 | |||
| TMH | Toyota Motor Corporation ADRhedged | — |
Historical Sortino Ratio
The chart shows TMH'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 TMH consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does TMH fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio