As an example of the different conclusions that can be drawn using these two ratios , notice how the Lehman Aggregate and MSCI EAFE compare - the Lehman ranks higher using the Sharpe ratio .
MSCI EAFE ranks higher using the Sortino ratio .
As an example of the different conclusions that can be drawn using these two ratios , notice how the Lehman Aggregate and MSCI EAFE compare - the Lehman ranks higher using the Sharpe ratio whereas EAFE ranks higher using the Sortino ratio .