GFS vs. PSI
GFS (GLOBALFOUNDRIES Inc.) is a stock, while PSI (Invesco Semiconductors ETF) is Semiconductors fund tracking the Dynamic Semiconductors Intellidex Index. Over the past 3 years, GFS returned -5.03%/yr vs 45.31%/yr for PSI. A 0.71 correlation means they provide meaningful diversification when combined.
Performance
GFS vs. PSI - Performance Comparison
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Returns By Period
In the year-to-date period, GFS achieves a 67.02% return, which is significantly lower than PSI's 84.16% return.
GFS
- 1D
- -5.16%
- 1M
- -27.02%
- 6M
- 40.44%
- YTD
- 67.02%
- 1Y
- 45.56%
- 3Y*
- -5.03%
- 5Y*
- —
- 10Y*
- —
PSI
- 1D
- -5.52%
- 1M
- -12.90%
- 6M
- 58.34%
- YTD
- 84.16%
- 1Y
- 137.01%
- 3Y*
- 45.31%
- 5Y*
- 30.19%
- 10Y*
- 32.00%
GFS vs. PSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GFS GLOBALFOUNDRIES Inc. | 67.02% | -18.62% | -29.19% | 12.45% | -17.05% | 38.23% |
PSI Invesco Semiconductors ETF | 84.16% | 36.32% | 17.17% | 49.06% | -34.43% | 18.30% |
Correlation
The correlation between GFS and PSI is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2021 | 0.71 |
The correlation between GFS and PSI has been stable across timeframes, ranging from 0.68 to 0.71 - a consistent structural relationship.
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Return for Risk
GFS vs. PSI — Risk / Return Rank
GFS
PSI
GFS vs. PSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GLOBALFOUNDRIES Inc. (GFS) and Invesco Semiconductors ETF (PSI). 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.
| GFS | PSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.42 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.30 | 6.08 | -4.77 |
| Martin ratioReturn relative to average drawdown | 3.60 | 23.79 | -20.19 |
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Drawdowns
GFS vs. PSI - Drawdown Comparison
The maximum GFS drawdown since its inception was -61.53%, roughly equal to the maximum PSI drawdown of -62.96%. Use the drawdown chart below to compare losses from any high point for GFS and PSI.
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Drawdown Indicators
| GFS | PSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.53% | -62.96% | +1.43% |
Max Drawdown (1Y)Largest decline over 1 year | -35.17% | -22.69% | -12.48% |
Max Drawdown (3Y)Largest decline over 3 years | -54.97% | -41.07% | -13.90% |
Max Drawdown (5Y)Largest decline over 5 years | — | -44.85% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.85% | — |
Current DrawdownCurrent decline from peak | -35.17% | -22.69% | -12.48% |
Average DrawdownAverage peak-to-trough decline | -34.16% | -15.90% | -18.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.69% | 5.78% | +6.91% |
Volatility
GFS vs. PSI - Volatility Comparison
The current volatility for GLOBALFOUNDRIES Inc. (GFS) is 21.12%, while Invesco Semiconductors ETF (PSI) has a volatility of 24.16%. This indicates that GFS experiences smaller price fluctuations and is considered to be less risky than PSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GFS | PSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.12% | 24.16% | -3.04% |
Volatility (6M)Calculated over the trailing 6-month period | 49.28% | 40.38% | +8.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.47% | 46.71% | +10.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.71% | 39.83% | +11.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.71% | 36.11% | +15.60% |
Dividends
GFS vs. PSI - Dividend Comparison
GFS's dividend yield for the trailing twelve months is around 0.21%, more than PSI's 0.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFS GLOBALFOUNDRIES Inc. | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PSI Invesco Semiconductors ETF | 0.03% | 0.10% | 0.15% | 0.40% | 0.61% | 0.14% | 0.21% | 0.52% | 0.83% | 0.21% | 0.68% | 0.16% |
Frequently Asked Questions
GFS and PSI have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSI has higher volatility (24.16%) compared to GFS (21.12%). In terms of maximum drawdown, GFS dropped -61.53% vs PSI's -62.96%.
PSI currently has the higher Sharpe Ratio (2.95 vs 0.80), 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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