EKBAX vs. SOXX
EKBAX (Allspring Diversified Capital Builder Fund) and SOXX (iShares Semiconductor ETF) are both funds - EKBAX is a Diversified Portfolio fund managed by Allspring Global Investments, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, EKBAX returned 16.26%/yr vs 35.55%/yr for SOXX. A 0.76 correlation means they provide meaningful diversification when combined. EKBAX charges 1.10%/yr vs 0.34%/yr for SOXX.
Performance
EKBAX vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, EKBAX achieves a 33.05% return, which is significantly lower than SOXX's 98.11% return. Over the past 10 years, EKBAX has underperformed SOXX with an annualized return of 16.26%, while SOXX has yielded a comparatively higher 35.55% annualized return.
EKBAX
- 1D
- 3.55%
- 1M
- 6.51%
- YTD
- 33.05%
- 6M
- 34.52%
- 1Y
- 57.50%
- 3Y*
- 30.21%
- 5Y*
- 18.56%
- 10Y*
- 16.26%
SOXX
- 1D
- 1.59%
- 1M
- 12.86%
- YTD
- 98.11%
- 6M
- 99.51%
- 1Y
- 164.50%
- 3Y*
- 53.00%
- 5Y*
- 33.69%
- 10Y*
- 35.55%
EKBAX vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EKBAX Allspring Diversified Capital Builder Fund | 33.05% | 21.87% | 21.75% | 22.23% | -13.47% | 19.61% | 12.66% | 32.99% | -5.55% | 14.43% |
SOXX iShares Semiconductor ETF | 98.11% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between EKBAX and SOXX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.76 |
The correlation between EKBAX and SOXX shifts across timeframes, from 0.76 (all time) to 0.87 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EKBAX vs. SOXX — Risk / Return Rank
EKBAX
SOXX
EKBAX vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Allspring Diversified Capital Builder Fund (EKBAX) and iShares Semiconductor ETF (SOXX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EKBAX | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.62 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 7.95 | 10.50 | -2.55 |
| Martin ratioReturn relative to average drawdown | 31.26 | 38.20 | -6.95 |
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Drawdowns
EKBAX vs. SOXX - Drawdown Comparison
The maximum EKBAX drawdown since its inception was -55.64%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for EKBAX and SOXX.
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Drawdown Indicators
| EKBAX | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.64% | -70.21% | +14.57% |
Max Drawdown (1Y)Largest decline over 1 year | -7.32% | -15.77% | +8.45% |
Max Drawdown (3Y)Largest decline over 3 years | -23.55% | -41.36% | +17.81% |
Max Drawdown (5Y)Largest decline over 5 years | -24.84% | -45.75% | +20.91% |
Max Drawdown (10Y)Largest decline over 10 years | -32.33% | -45.75% | +13.42% |
Current DrawdownCurrent decline from peak | -2.94% | -3.16% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -7.97% | -19.95% | +11.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 4.33% | -2.47% |
Volatility
EKBAX vs. SOXX - Volatility Comparison
The current volatility for Allspring Diversified Capital Builder Fund (EKBAX) is 9.31%, while iShares Semiconductor ETF (SOXX) has a volatility of 19.42%. This indicates that EKBAX experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EKBAX | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.31% | 19.42% | -10.11% |
Volatility (6M)Calculated over the trailing 6-month period | 14.88% | 31.46% | -16.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.88% | 37.35% | -19.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.42% | 36.73% | -18.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.71% | 33.77% | -16.06% |
EKBAX vs. SOXX - Expense Ratio Comparison
EKBAX has a 1.10% expense ratio, which is higher than SOXX's 0.34% expense ratio.
Dividends
EKBAX vs. SOXX - Dividend Comparison
EKBAX's dividend yield for the trailing twelve months is around 7.23%, more than SOXX's 0.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EKBAX Allspring Diversified Capital Builder Fund | 7.23% | 9.61% | 5.28% | 6.16% | 12.50% | 6.89% | 2.03% | 9.49% | 7.14% | 6.20% | 10.05% | 11.47% |
SOXX iShares Semiconductor ETF | 0.28% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Frequently Asked Questions
EKBAX and SOXX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (19.42%) compared to EKBAX (9.31%). In terms of maximum drawdown, EKBAX dropped -55.64% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (4.43 vs 3.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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