Written in 1940, the Symphonic Dances was Rachmaninov’s final orchestral work. Regarded as hopelessly retrospective at the time, it has since been re-evaluated as a masterpiece.

The first movement begins with a stamping, syncopated rhythm, alternating with a wistful lament from the alto saxophone. The second movement is a restless waltz that is never content to settle into a single key. The kaleidoscopic third movement closes explosively with the Dies Irae chant, a musical theme that haunted the melancholic composer all his life. Its central episode, a yearning chromatic passage for strings, is as far from the world of dance as could be.

The work has been recorded often by more famous orchestras, but Sokhiev gives an impressive and thoughtful performance. His feeling for rubato is spot on. He is not afraid to slow down for lyrical moments, yet the underlying momentum is...