GFS vs. SOXQ

Last updated Jun 5, 2026

GFS (GLOBALFOUNDRIES Inc.) is a stock, while SOXQ (Invesco PHLX Semiconductor ETF) is Semiconductors fund tracking the PHLX Semiconductor Sector Index. Over the past 3 years, GFS returned 14.36%/yr vs 59.09%/yr for SOXQ. A 0.70 correlation means they provide meaningful diversification when combined.

Performance

GFS vs. SOXQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GLOBALFOUNDRIES Inc. (GFS) and Invesco PHLX Semiconductor ETF (SOXQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GFS achieves a 142.55% return, which is significantly higher than SOXQ's 92.48% return.

GFS

• 1D: -1.50%
• 1M: 14.40%
• YTD: 142.55%
• 6M: 125.39%
• 1Y: 124.61%
• 3Y*: 14.36%
• 5Y*: —
• 10Y*: —

SOXQ

• 1D: -2.15%
• 1M: 24.08%
• YTD: 92.48%
• 6M: 89.00%
• 1Y: 171.59%
• 3Y*: 59.09%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GFS vs. SOXQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
GFS GLOBALFOUNDRIES Inc.	142.55%	-18.62%	-29.19%	12.45%	-17.05%	40.02%
SOXQ Invesco PHLX Semiconductor ETF	92.48%	43.11%	20.16%	66.74%	-35.59%	16.11%

Correlation

The correlation between GFS and SOXQ is 0.60, 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	0.60
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (All Time) Calculated using the full available price history since Oct 29, 2021	0.70

The correlation between GFS and SOXQ has been stable across timeframes, ranging from 0.60 to 0.70 - a consistent structural relationship.

Return for Risk

GFS vs. SOXQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GFS

GFS Risk / Return Rank: 89
GFS Sharpe Ratio Rank: 91
GFS Sortino Ratio Rank: 90
GFS Omega Ratio Rank: 87
GFS Calmar Ratio Rank: 92
GFS Martin Ratio Rank: 87

SOXQ

SOXQ Risk / Return Rank: 96
SOXQ Sharpe Ratio Rank: 98
SOXQ Sortino Ratio Rank: 95
SOXQ Omega Ratio Rank: 94
SOXQ Calmar Ratio Rank: 97
SOXQ Martin Ratio Rank: 97

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GFS vs. SOXQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GLOBALFOUNDRIES Inc. (GFS) and Invesco PHLX Semiconductor ETF (SOXQ). 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.

	GFS	SOXQ	Difference
Sharpe ratio: Return per unit of total volatility	2.40	5.11	-2.72
Sortino ratio: Return per unit of downside risk	3.17	5.02	-1.84
Omega ratio: Gain probability vs. loss probability	1.38	1.69	-0.31
Calmar ratio: Return relative to maximum drawdown	5.20	11.08	-5.88
Martin ratio: Return relative to average drawdown	10.14	42.47	-32.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GFS vs. SOXQ - Sharpe Ratio Comparison

The current GFS Sharpe Ratio is 2.40, which is lower than the SOXQ Sharpe Ratio of 5.11. The chart below compares the historical Sharpe Ratios of GFS and SOXQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GFS	SOXQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.40	5.11	-2.72
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.96	-0.69

Drawdowns

GFS vs. SOXQ - Drawdown Comparison

The maximum GFS drawdown since its inception was -61.53%, which is greater than SOXQ's maximum drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for GFS and SOXQ.

Drawdown Indicators

	GFS	SOXQ	Difference
Max Drawdown Largest peak-to-trough decline	-61.53%	-46.01%	-15.52%
Max Drawdown (1Y) Largest decline over 1 year	-24.10%	-15.59%	-8.51%
Max Drawdown (3Y) Largest decline over 3 years	-55.40%	-39.36%	-16.04%
Current Drawdown Current decline from peak	-5.85%	-2.15%	-3.70%
Average Drawdown Average peak-to-trough decline	-34.63%	-12.95%	-21.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.34%	4.06%	+8.28%

Volatility

GFS vs. SOXQ - Volatility Comparison

GLOBALFOUNDRIES Inc. (GFS) has a higher volatility of 23.32% compared to Invesco PHLX Semiconductor ETF (SOXQ) at 13.55%. This indicates that GFS's price experiences larger fluctuations and is considered to be riskier than SOXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GFS	SOXQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.32%	13.55%	+9.77%
Volatility (6M) Calculated over the trailing 6-month period	43.13%	26.81%	+16.32%
Volatility (1Y) Calculated over the trailing 1-year period	52.37%	33.80%	+18.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.93%	36.38%	+14.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.93%	36.38%	+14.55%

Dividends

GFS vs. SOXQ - Dividend Comparison

GFS has not paid dividends to shareholders, while SOXQ's dividend yield for the trailing twelve months is around 0.26%.

Position	TTM	2025	2024	2023	2022	2021
GFS GLOBALFOUNDRIES Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SOXQ Invesco PHLX Semiconductor ETF	0.26%	0.50%	0.68%	0.87%	1.36%	0.72%

Frequently Asked Questions

Can I hold both GFS and SOXQ in my portfolio?

GFS and SOXQ have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GFS or SOXQ?

GFS has higher volatility (23.32%) compared to SOXQ (13.55%). In terms of maximum drawdown, GFS dropped -61.53% vs SOXQ's -46.01%.

Which has better risk-adjusted returns?

SOXQ currently has the higher Sharpe Ratio (5.11 vs 2.40), 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.