FELIX vs. SOXX
FELIX (Fidelity Advisor Semiconductors Fund Class I) and SOXX (iShares Semiconductor ETF) are both funds - FELIX is a Technology Equities fund actively managed by Fidelity, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. FELIX is actively managed, while SOXX is passively managed. Over the past 10 years, FELIX returned 33.55%/yr vs 32.19%/yr for SOXX. Their 0.97 correlation means they have historically moved very closely together. FELIX charges 0.69%/yr vs 0.34%/yr for SOXX.
Performance
FELIX vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, FELIX achieves a 48.18% return, which is significantly lower than SOXX's 67.84% return. Both investments have delivered pretty close results over the past 10 years, with FELIX having a 33.55% annualized return and SOXX not far behind at 32.19%.
FELIX
- 1D
- 7.41%
- 1M
- -8.92%
- 6M
- 32.63%
- YTD
- 48.18%
- 1Y
- 85.51%
- 3Y*
- 46.63%
- 5Y*
- 35.56%
- 10Y*
- 33.55%
- ALL TIME*
- 14.92%
SOXX
- 1D
- 0.07%
- 1M
- -10.85%
- 6M
- 45.95%
- YTD
- 67.84%
- 1Y
- 113.81%
- 3Y*
- 42.35%
- 5Y*
- 28.10%
- 10Y*
- 32.19%
- ALL TIME*
- 13.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $6.04B | $5.84B | $5.80B |
FELIX vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FELIX Fidelity Advisor Semiconductors Fund Class I | 48.18% | 45.25% | 44.10% | 75.49% | -34.88% | 57.89% | 44.02% | 64.21% | -12.52% | 34.54% |
SOXX iShares Semiconductor ETF | 67.84% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between FELIX and SOXX is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.96 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.97 |
The correlation between FELIX and SOXX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
FELIX vs. SOXX — Risk / Return Rank
FELIX
SOXX
FELIX vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class I (FELIX) 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.
| FELIX | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.38 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 3.86 | -0.86 |
| Martin ratioReturn relative to average drawdown | 12.69 | 16.24 | -3.55 |
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Drawdowns
FELIX vs. SOXX - Drawdown Comparison
The maximum FELIX drawdown since its inception was -71.17%, roughly equal to the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for FELIX and SOXX.
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Drawdown Indicators
| FELIX | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.17% | -70.21% | -0.96% |
Max Drawdown (1Y)Largest decline over 1 year | -26.89% | -29.01% | +2.12% |
Max Drawdown (3Y)Largest decline over 3 years | -36.40% | -41.36% | +4.96% |
Max Drawdown (5Y)Largest decline over 5 years | -46.02% | -45.75% | -0.27% |
Max Drawdown (10Y)Largest decline over 10 years | -46.02% | -45.75% | -0.27% |
Current DrawdownCurrent decline from peak | -21.47% | -22.92% | +1.45% |
Average DrawdownAverage peak-to-trough decline | -21.07% | -19.92% | -1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.35% | 6.88% | -0.53% |
Volatility
FELIX vs. SOXX - Volatility Comparison
The current volatility for Fidelity Advisor Semiconductors Fund Class I (FELIX) is 16.85%, while iShares Semiconductor ETF (SOXX) has a volatility of 17.83%. This indicates that FELIX 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
| FELIX | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.85% | 17.83% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 34.46% | 38.92% | -4.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.70% | 44.48% | -3.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.85% | 38.24% | +1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.48% | 34.54% | +0.94% |
FELIX vs. SOXX - Expense Ratio Comparison
FELIX has a 0.69% expense ratio, which is higher than SOXX's 0.34% expense ratio.
Dividends
FELIX vs. SOXX - Dividend Comparison
FELIX's dividend yield for the trailing twelve months is around 4.39%, more than SOXX's 0.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FELIX Fidelity Advisor Semiconductors Fund Class I | 4.39% | 6.51% | 6.44% | 3.15% | 3.09% | 4.14% | 4.43% | 1.04% | 19.34% | 9.50% | 0.55% | 10.37% |
SOXX iShares Semiconductor ETF | 0.29% | 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
With a correlation of 0.96, FELIX and SOXX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SOXX has higher volatility (17.83%) compared to FELIX (16.85%). In terms of maximum drawdown, FELIX dropped -71.17% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (2.53 vs 1.98), 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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