WPG Partners Small/Micro Cap Value Fund (WPGTX) Sortino Ratio: 1.28
WPGTX's Sortino Ratio of 1.28 indicates that for each unit of downside volatility, it generates 1.28 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 1, 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.
WPGTX Sortino Ratio Rank
WPGTX ranks above 42.1% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. 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
- Returns are proportional to downside risk—neither strong nor weak
- Evaluate whether downside volatility aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
WPGTX Sortino Ratio Market Positioning
The chart shows WPGTX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.02 or lower
- Yellow zone (middle 50%): 1.02 to 1.90
- Green zone (top 25%): 1.90 or higher
- Top 1%: 7.40+
- Median: 1.45 — half of all investments score higher
How it compares to other similar mutual funds
The table compares WPG Partners Small/Micro Cap Value Fund's Sortino Ratio with other mutual funds in the Small Cap Value Equities category across multiple time periods, showing how WPGTX'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 Apr 1, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| AVALX | Aegis Value Fund | 3.95 | |||
| BSCMX | Brandes Small Cap Value Fund | 2.60 | |||
| TASCX | Third Avenue Small Cap Value Fund | 2.15 | |||
| PRVIX | T. Rowe Price Small-Cap Value Fund Class I | 2.08 | |||
| BRSIX | Bridgeway Ultra Small Company Market Fund | 2.07 | |||
| HRTVX | Heartland Value Fund | 2.04 | |||
| MMEYX | Victory Integrity Discovery Fund | 2.00 | |||
| WSCVX | Walthausen Small Cap Value Fund | 1.88 | |||
| TASVX | PGIM Quant Solutions Small-Cap Value Fund | 1.86 | |||
| BOSVX | Bridgeway Omni Small-Cap Value Fund | 1.81 | |||
| WPGTX | WPG Partners Small/Micro Cap Value Fund | 1.28 |
Historical Sortino Ratio
The chart shows WPGTX'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 WPGTX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore WPGTX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.