Efficiency Map
Fund Efficiency Map
Compare mutual funds by volatility and downside-risk-adjusted performance. Each dot is one fund — plotted by standard deviation against Sortino ratio. New to these metrics? Read therisk-adjusted returns guide.
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Reading the map: the x-axis is standard deviation — funds further right swing harder around their average return. The y-axis is the Sortino ratio — funds higher up deliver more return per unit of downside risk taken. The most efficient funds sit toward the upper-left; funds toward the lower-right carry more risk for less downside protection. Prefer a list? Switch to the — it carries the same filtered funds and is fully keyboard- and screen-reader-navigable.