Comparison of Sortino Ratios for Two Funds

James is a portfolio manager evaluating two mutual funds, Fund A and Fund B. Fund A has a Sharpe ratio of 1.2, while Fund B has a Sharpe ratio of 0.8. Both funds have the same risk-free rate of 3% and different standard deviations of returns, with Fund A having a standard deviation of 10% and Fund B at 15%. James is also considering an alternative measure for evaluating the performance and risk of these funds based on their downside volatility, specifically the Sortino ratio. After careful analysis, he notices that Fund A has a downside deviation of 5%, and Fund B has a downside deviation of 7%. Based on this information, which of the following statements is true regarding the funds' performance evaluation using the Sortino ratio?