PHLX Semiconductor Index (^SOX)
Share Price Chart
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Performance
Performance Chart
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Returns By Period
PHLX Semiconductor Index (^SOX) returned -2.40% year-to-date (YTD) and -6.88% over the past 12 months. Over the past 10 years, ^SOX delivered an annualized return of 20.61%, outperforming the S&P 500 benchmark at 10.85%.
^SOX
-2.40%
15.82%
0.15%
-6.88%
15.98%
21.28%
20.61%
^GSPC (Benchmark)
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
Monthly Returns
The table below presents the monthly returns of ^SOX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.72% | -4.97% | -10.41% | -0.94% | 14.90% | -2.40% | |||||||
| 2024 | 2.05% | 10.94% | 3.77% | -4.73% | 9.63% | 6.81% | -4.37% | -1.42% | 0.28% | -4.37% | -0.41% | 1.08% | 19.27% |
| 2023 | 15.39% | 1.25% | 9.21% | -7.30% | 15.30% | 6.37% | 5.13% | -4.94% | -6.45% | -6.36% | 15.82% | 12.11% | 64.90% |
| 2022 | -11.73% | -1.54% | -0.02% | -14.85% | 6.13% | -17.51% | 16.07% | -9.77% | -13.85% | 3.37% | 18.55% | -10.43% | -35.83% |
| 2021 | 3.28% | 6.25% | 1.87% | -0.51% | 2.50% | 4.98% | 0.34% | 1.82% | -4.67% | 5.93% | 11.07% | 2.95% | 41.16% |
| 2020 | -3.23% | -4.72% | -11.43% | 14.60% | 7.01% | 7.77% | 7.01% | 5.80% | -0.72% | 0.09% | 18.58% | 4.96% | 51.14% |
| 2019 | 10.12% | 6.14% | 3.36% | 11.52% | -16.71% | 12.56% | 5.72% | -2.43% | 3.58% | 5.93% | 3.97% | 7.74% | 60.11% |
| 2018 | 8.66% | 0.04% | -2.43% | -6.36% | 10.82% | -4.74% | 4.10% | 2.46% | -2.46% | -12.03% | 3.10% | -6.81% | -7.81% |
| 2017 | 4.17% | 2.66% | 4.33% | -0.58% | 8.54% | -5.18% | 4.86% | 2.68% | 5.15% | 8.87% | -0.24% | -1.53% | 38.22% |
| 2016 | -7.51% | 1.37% | 8.81% | -4.67% | 8.38% | -1.10% | 10.86% | 4.53% | 4.25% | -1.45% | 6.80% | 3.07% | 36.62% |
| 2015 | -4.92% | 9.42% | -2.67% | -1.32% | 8.61% | -8.71% | -5.03% | -5.46% | -1.36% | 9.92% | 2.20% | -2.01% | -3.41% |
| 2014 | -1.08% | 6.54% | 4.06% | -1.82% | 4.10% | 6.05% | -4.47% | 6.21% | -1.04% | 0.38% | 6.99% | 0.18% | 28.39% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^SOX is 19, meaning it’s performing worse than 81% of other indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for PHLX Semiconductor Index (^SOX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the PHLX Semiconductor Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the PHLX Semiconductor Index was 87.15%, occurring on Nov 20, 2008. Recovery took 2266 trading sessions.
The current PHLX Semiconductor Index drawdown is 17.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -87.15% | Mar 13, 2000 | 2188 | Nov 20, 2008 | 2266 | Nov 21, 2017 | 4454 |
| -52.95% | Aug 21, 1997 | 286 | Oct 8, 1998 | 70 | Jan 20, 1999 | 356 |
| -52.32% | Sep 12, 1995 | 220 | Jul 24, 1996 | 196 | May 2, 1997 | 416 |
| -46.47% | Dec 28, 2021 | 202 | Oct 14, 2022 | 293 | Dec 14, 2023 | 495 |
| -39.66% | Jul 11, 2024 | 187 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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