Sortino ratio is not yet available for TSCM. 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 TimesSquare Quality Mid Cap Growth ETF's Sortino Ratio with other ETFs in the Mid Cap Growth Equities category across multiple time periods, showing how TSCM'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 24, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| TEKX | SPDR Galaxy Transformative Tech Accelerators ETF | 4.31 | |||
| QQQJ | Invesco NASDAQ Next Gen 100 ETF | 2.97 | |||
| FCUS | Pinnacle Focused Opportunities ETF | 2.77 | |||
| XMMO | Invesco S&P MidCap Momentum ETF | 2.50 | |||
| FAD | First Trust Multi Cap Growth AlphaDEX Fund | 2.49 | |||
| MDYG | SPDR S&P 400 Mid Cap Growth ETF | 2.40 | |||
| IJK | iShares S&P MidCap 400 Growth ETF | 2.40 | |||
| JHMM | John Hancock Multifactor Mid Cap ETF | 2.36 | |||
| PDP | Invesco Dorsey Wright Momentum ETF | 2.34 | |||
| PAMC | Pacer Lunt MidCap Multi-Factor Alternator ETF | 2.29 | |||
| TSCM | TimesSquare Quality Mid Cap Growth ETF | — |
Historical Sortino Ratio
The chart shows TSCM'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 TSCM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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