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IAI vs. SOXX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

IAI vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) and iShares PHLX Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
25.38%
-7.47%
IAI
SOXX

Returns By Period

In the year-to-date period, IAI achieves a 39.22% return, which is significantly higher than SOXX's 12.15% return. Over the past 10 years, IAI has underperformed SOXX with an annualized return of 15.98%, while SOXX has yielded a comparatively higher 23.15% annualized return.


IAI

YTD

39.22%

1M

8.12%

6M

25.38%

1Y

57.13%

5Y (annualized)

19.51%

10Y (annualized)

15.98%

SOXX

YTD

12.15%

1M

-6.54%

6M

-7.47%

1Y

23.73%

5Y (annualized)

24.11%

10Y (annualized)

23.15%

Key characteristics


IAISOXX
Sharpe Ratio3.540.74
Sortino Ratio4.941.18
Omega Ratio1.651.15
Calmar Ratio4.371.02
Martin Ratio27.472.53
Ulcer Index2.13%10.08%
Daily Std Dev16.48%34.31%
Max Drawdown-75.33%-70.21%
Current Drawdown-0.52%-19.07%

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IAI vs. SOXX - Expense Ratio Comparison

IAI has a 0.41% expense ratio, which is lower than SOXX's 0.46% expense ratio.


SOXX
iShares PHLX Semiconductor ETF
Expense ratio chart for SOXX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for IAI: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%

Correlation

-0.50.00.51.00.6

The correlation between IAI and SOXX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

IAI vs. SOXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) 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.


Sharpe ratio
The chart of Sharpe ratio for IAI, currently valued at 3.54, compared to the broader market0.002.004.006.003.540.74
The chart of Sortino ratio for IAI, currently valued at 4.94, compared to the broader market-2.000.002.004.006.008.0010.0012.004.941.18
The chart of Omega ratio for IAI, currently valued at 1.65, compared to the broader market0.501.001.502.002.503.001.651.15
The chart of Calmar ratio for IAI, currently valued at 4.37, compared to the broader market0.005.0010.0015.004.371.02
The chart of Martin ratio for IAI, currently valued at 27.47, compared to the broader market0.0020.0040.0060.0080.00100.00120.0027.472.53
IAI
SOXX

The current IAI Sharpe Ratio is 3.54, which is higher than the SOXX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of IAI and SOXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.54
0.74
IAI
SOXX

Dividends

IAI vs. SOXX - Dividend Comparison

IAI's dividend yield for the trailing twelve months is around 1.01%, more than SOXX's 0.68% yield.


TTM20232022202120202019201820172016201520142013
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF
1.01%1.80%2.14%1.31%1.55%1.52%1.58%1.37%1.48%1.31%1.13%1.13%
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

IAI vs. SOXX - Drawdown Comparison

The maximum IAI drawdown since its inception was -75.33%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for IAI and SOXX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.52%
-19.07%
IAI
SOXX

Volatility

IAI vs. SOXX - Volatility Comparison

iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) and iShares PHLX Semiconductor ETF (SOXX) have volatilities of 8.87% and 8.88%, 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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.87%
8.88%
IAI
SOXX