PortfoliosLab logoPortfoliosLab logo

Sortino ratio is not yet available for VEFA. 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 VanEck MSCI EAFE Analyst Sentiment ETF's Sortino Ratio with other ETFs in the Foreign Large Cap Equities category across multiple time periods, showing how VEFA'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 30, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
GMOIGMO International Value ETF3.43
JIVEJpmorgan International Value ETF3.26
VIDIVident International Equity Fund3.24
EFASGlobal X MSCI SuperDividend® EAFE ETF3.22
DBAWXtrackers MSCI All World ex US Hedged Equity ETF3.21
KEMXKraneShares MSCI Emerging Markets ex China Index ETF3.20
HAWXiShares Currency Hedged MSCI ACWI ex U.S. ETF3.20
JHIDJohn Hancock International High Dividend ETF3.18
PATNPacer Nasdaq International Patent Leaders ETF3.16
IFLOVictoryShares International Free Cash Flow ETF3.07
VEFAVanEck MSCI EAFE Analyst Sentiment ETF

S&P 500 Index

How to choose period

Historical Sortino Ratio

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


Loading charts...

Sortino Ratio Calculator

IHow does VEFA fit in your portfolio?

Add your other holdings to see your portfolio's Sortino Ratio and find out.

Analyze Your Portfolio