I mentioned in my review of the Naxos CD of symphonies 1 and 3
Sibelius: Symphony No1, Op39; Symphony in C No3, Op52 that I felt that this combination of orchestra and conductor got better as they went further in to the Sibelius "cycle" of symphonies - this CD bears my point out, I think.
Recorded a year after the aforementioned CD, perhaps the combination of artists had "bedded in" by November 1997, when these recordings were made in Reykjavik. The performances certainly seem much more assured. This confidence is necessary in the rather dark Sibelius 4. A bout of throat cancer clouded his life for a time, occasioned, apparently, by his gargantuan intake of vodka and tobacco, and this comes through in this music. Many say that this is perhaps his finest work and, although I particularly love Sibelius 3, who am I to argue? I could not say that this recording is the "best", but It's pretty fine. Perhaps Vanska
Sibelius: Symphonies Nos. 1 and 4 and/or Sir Colin Davis
Sibelius: The 7 Symphonies; Finlandia; Kullervo; etc. [Box Set] vie for the highest recommendation, but these recordings cost rather more, and the Naxos version of Sibelius 4 is very good.
The romantic Sibelius 5 reflects, I figure, happier times and everyone familiar with this composer loves the "big tune" in the third section of the symphony! Sakari and the Icelanders do quite well, but, in fairness, it seems few conductors and orchestras can match Bernstein
Sibelius: The Complete Symphonies or Rattle
Sibelius: Symphonies 1-7 [Box Set]. I have to confess that I have only heard these two recordings once or twice!
Well worth the modest price, this Naxos CD is almost the best in their Sibelius symphony cycle.