FELIX vs. SOXX
Compare and contrast key facts about Fidelity Advisor Semiconductors Fund Class I (FELIX) and iShares PHLX Semiconductor ETF (SOXX).
FELIX is managed by Fidelity. It was launched on Dec 27, 2000. SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FELIX or SOXX.
Performance
FELIX vs. SOXX - Performance Comparison
Returns By Period
In the year-to-date period, FELIX achieves a 41.20% return, which is significantly higher than SOXX's 13.06% return. Over the past 10 years, FELIX has underperformed SOXX with an annualized return of 21.46%, while SOXX has yielded a comparatively higher 23.12% annualized return.
FELIX
41.20%
-2.33%
3.88%
49.75%
28.04%
21.46%
SOXX
13.06%
-5.26%
-7.28%
26.70%
24.31%
23.12%
Key characteristics
| FELIX | SOXX | |
|---|---|---|
| Sharpe Ratio | 1.39 | 0.79 |
| Sortino Ratio | 1.91 | 1.23 |
| Omega Ratio | 1.25 | 1.16 |
| Calmar Ratio | 2.04 | 1.09 |
| Martin Ratio | 5.71 | 2.65 |
| Ulcer Index | 8.64% | 10.22% |
| Daily Std Dev | 35.53% | 34.27% |
| Max Drawdown | -71.17% | -70.21% |
| Current Drawdown | -9.64% | -18.41% |
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FELIX vs. SOXX - Expense Ratio Comparison
FELIX has a 0.75% expense ratio, which is higher than SOXX's 0.46% expense ratio.
Correlation
The correlation between FELIX and SOXX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
FELIX vs. SOXX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Semiconductors Fund Class I (FELIX) and iShares PHLX 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.
Dividends
FELIX vs. SOXX - Dividend Comparison
FELIX has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.68%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FELIX Fidelity Advisor Semiconductors Fund Class I | 0.00% | 0.00% | 0.00% | 0.00% | 0.29% | 0.34% | 0.89% | 0.75% | 0.44% | 10.62% | 0.11% | 0.00% |
SOXX iShares PHLX Semiconductor ETF | 0.68% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
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. For additional features, visit the drawdowns tool.
Volatility
FELIX vs. SOXX - Volatility Comparison
Fidelity Advisor Semiconductors Fund Class I (FELIX) and iShares PHLX Semiconductor ETF (SOXX) have volatilities of 9.43% and 9.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.