FELIX vs. SOXX
FELIX (Fidelity Advisor Semiconductors Fund Class I) and SOXX (iShares Semiconductor ETF) are both funds - FELIX is a Technology Equities fund managed by Fidelity, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, FELIX returned 38.45%/yr vs 36.08%/yr for SOXX. With a 0.97 correlation, they move nearly in lockstep. FELIX charges 0.75%/yr vs 0.34%/yr for SOXX.
Performance
FELIX vs. SOXX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FELIX achieves a 88.70% return, which is significantly lower than SOXX's 100.58% return. Over the past 10 years, FELIX has outperformed SOXX with an annualized return of 38.45%, while SOXX has yielded a comparatively lower 36.08% annualized return.
FELIX
- 1D
- 0.88%
- 1M
- 13.82%
- YTD
- 88.70%
- 6M
- 85.72%
- 1Y
- 162.32%
- 3Y*
- 64.23%
- 5Y*
- 43.42%
- 10Y*
- 38.45%
SOXX
- 1D
- -7.88%
- 1M
- 12.35%
- YTD
- 100.58%
- 6M
- 98.07%
- 1Y
- 167.63%
- 3Y*
- 56.18%
- 5Y*
- 33.69%
- 10Y*
- 36.08%
FELIX vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FELIX Fidelity Advisor Semiconductors Fund Class I | 88.70% | 45.25% | 44.10% | 75.49% | -34.88% | 57.89% | 44.02% | 64.21% | -12.52% | 34.54% |
SOXX iShares Semiconductor ETF | 100.58% | 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 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 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 0.94 to 0.97 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 1.60 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 11.22 | 10.70 | +0.52 |
| Martin ratioReturn relative to average drawdown | 40.86 | 38.46 | +2.40 |
Loading charts...
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.
Loading charts...
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 | -14.65% | -15.77% | +1.12% |
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 | 0.00% | -7.88% | +7.88% |
Average DrawdownAverage peak-to-trough decline | -21.10% | -19.94% | -1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.01% | 4.38% | -0.37% |
Volatility
FELIX vs. SOXX - Volatility Comparison
The current volatility for Fidelity Advisor Semiconductors Fund Class I (FELIX) is 18.04%, while iShares Semiconductor ETF (SOXX) has a volatility of 22.75%. 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.
Loading charts...
Volatility by Period
| FELIX | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.04% | 22.75% | -4.71% |
Volatility (6M)Calculated over the trailing 6-month period | 28.88% | 33.44% | -4.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.81% | 39.42% | -3.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.97% | 37.21% | +1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.04% | 34.00% | +1.04% |
FELIX vs. SOXX - Expense Ratio Comparison
FELIX has a 0.75% 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 3.45%, more than SOXX's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FELIX Fidelity Advisor Semiconductors Fund Class I | 3.45% | 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 | 0.24% | 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 0.94, 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 (22.75%) compared to FELIX (18.04%). In terms of maximum drawdown, FELIX dropped -71.17% vs SOXX's -70.21%.
FELIX currently has the higher Sharpe Ratio (4.60 vs 4.28), 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.
Find the right allocation for FELIX and SOXX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer