FTXG vs. SOXX
Compare and contrast key facts about First Trust Nasdaq Food & Beverage ETF (FTXG) and iShares PHLX Semiconductor ETF (SOXX).
FTXG and SOXX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTXG is a passively managed fund by First Trust that tracks the performance of the Nasdaq U.S. Smart Food & Beverage Index. It was launched on Sep 20, 2016. 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. Both FTXG and SOXX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTXG or SOXX.
Key characteristics
| FTXG | SOXX | |
|---|---|---|
| YTD Return | 1.39% | 18.02% |
| 1Y Return | 7.41% | 37.69% |
| 3Y Return (Ann) | 0.75% | 9.99% |
| 5Y Return (Ann) | 5.18% | 24.78% |
| Sharpe Ratio | 0.64 | 1.25 |
| Sortino Ratio | 0.98 | 1.74 |
| Omega Ratio | 1.11 | 1.23 |
| Calmar Ratio | 0.45 | 1.73 |
| Martin Ratio | 2.39 | 4.47 |
| Ulcer Index | 3.13% | 9.68% |
| Daily Std Dev | 11.68% | 34.31% |
| Max Drawdown | -31.53% | -70.21% |
| Current Drawdown | -10.41% | -14.83% |
Correlation
The correlation between FTXG and SOXX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
FTXG vs. SOXX - Performance Comparison
In the year-to-date period, FTXG achieves a 1.39% return, which is significantly lower than SOXX's 18.02% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FTXG vs. SOXX - Expense Ratio Comparison
FTXG has a 0.60% expense ratio, which is higher than SOXX's 0.46% expense ratio.
Risk-Adjusted Performance
FTXG vs. SOXX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Food & Beverage ETF (FTXG) 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
FTXG vs. SOXX - Dividend Comparison
FTXG's dividend yield for the trailing twelve months is around 2.63%, more than SOXX's 0.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTXG First Trust Nasdaq Food & Beverage ETF | 2.63% | 4.27% | 1.50% | 1.52% | 1.35% | 1.26% | 1.37% | 1.56% | 0.30% | 0.00% | 0.00% | 0.00% |
SOXX iShares PHLX Semiconductor ETF | 0.65% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
Drawdowns
FTXG vs. SOXX - Drawdown Comparison
The maximum FTXG drawdown since its inception was -31.53%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for FTXG and SOXX. For additional features, visit the drawdowns tool.
Volatility
FTXG vs. SOXX - Volatility Comparison
The current volatility for First Trust Nasdaq Food & Beverage ETF (FTXG) is 2.49%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 9.75%. This indicates that FTXG 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.