USVM's Sortino Ratio of 3.14 indicates that for each unit of downside volatility, it generates 3.14 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 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.
USVM Sortino Ratio Rank
USVM ranks above 67.7% of all investments in our database based on Sortino Ratio over the past 12 months, indicating above-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
- Above-average downside protection with room for improvement
- Compare against category peers to gauge relative positioning
- Monitor for movement toward top tier or decline toward median
- Consider pairing with top-tier holdings to improve portfolio risk profile
USVM Sortino Ratio Market Positioning
The chart shows USVM'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%): 1.37 or lower
- Yellow zone (middle 50%): 1.37 to 3.44
- Green zone (top 25%): 3.44 or higher
- Top 1%: 13.08+
- Median: 2.47 — half of all investments score higher
How it compares to other similar ETFs
The table compares VictoryShares US Small Mid Cap Value Momentum ETF's Sortino Ratio with other ETFs in the Momentum, Small Cap Value Equities category across multiple time periods, showing how USVM'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 3, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| PIE | Invesco DWA Emerging Markets Momentum ETF | 4.05 | |||
| QQQA | ProShares Nasdaq-100 Dorsey Wright Momentum ETF | 4.00 | |||
| ULVM | VictoryShares US Value Momentum ETF | 3.92 | |||
| EPSV | Harbor SMID Cap Value ETF | 3.84 | |||
| JMOM | JPMorgan U.S. Momentum Factor ETF | 3.54 | |||
| SPMO | Invesco S&P 500 Momentum ETF | 3.54 | |||
| BSVO | EA Bridgeway Omni Small-Cap Value ETF | 3.50 | |||
| SPVM | Invesco S&P 500 Value with Momentum ETF | 3.47 | |||
| EEMO | Invesco S&P Emerging Markets Momentum ETF | 3.43 | |||
| FMTM | MarketDesk Focused U.S. Momentum ETF | 3.43 | |||
| USVM | VictoryShares US Small Mid Cap Value Momentum ETF | 3.14 |
Historical Sortino Ratio
The chart shows USVM'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 USVM consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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