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QIF.NEO vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QIF.NEO vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in AGF Systematic Global Infrastructure ETF (QIF.NEO) and iShares Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QIF.NEO is traded in CAD, while SOXX is traded in USD. To make them comparable, the SOXX values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, QIF.NEO achieves a 15.29% return, which is significantly lower than SOXX's 107.37% return.


QIF.NEO

1D
0.39%
1M
1.22%
YTD
15.29%
6M
15.33%
1Y
24.41%
3Y*
18.40%
5Y*
12.26%
10Y*

SOXX

1D
-7.98%
1M
15.47%
YTD
107.37%
6M
103.98%
1Y
175.79%
3Y*
60.09%
5Y*
37.50%
10Y*
37.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QIF.NEO vs. SOXX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
QIF.NEO
AGF Systematic Global Infrastructure ETF
15.29%14.80%21.37%4.72%-2.67%20.54%-8.96%20.89%5.27%
SOXX
iShares Semiconductor ETF
107.37%34.31%22.49%63.14%-30.97%44.02%49.09%55.72%1.00%

Correlation

The correlation between QIF.NEO and SOXX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Feb 12, 2018

0.26

The correlation between QIF.NEO and SOXX shifts across timeframes, from 0.22 (3 years) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

QIF.NEO vs. SOXX — Risk / Return Rank

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

QIF.NEO
QIF.NEO Risk / Return Rank: 8686
Overall Rank
QIF.NEO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
QIF.NEO Sortino Ratio Rank: 8686
Sortino Ratio Rank
QIF.NEO Omega Ratio Rank: 8686
Omega Ratio Rank
QIF.NEO Calmar Ratio Rank: 9191
Calmar Ratio Rank
QIF.NEO Martin Ratio Rank: 8080
Martin Ratio Rank

SOXX
SOXX Risk / Return Rank: 9595
Overall Rank
SOXX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9292
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9797
Martin Ratio Rank
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.

QIF.NEO vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AGF Systematic Global Infrastructure ETF (QIF.NEO) and iShares 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.

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.


QIF.NEOSOXXDifference
Sharpe ratioReturn per unit of total volatility

-1.90

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.48

1.62

-0.14

Calmar ratioReturn relative to maximum drawdown

5.27

12.17

-6.90

Martin ratioReturn relative to average drawdown

14.52

41.64

-27.12

QIF.NEO vs. SOXX - Sharpe Ratio Comparison

The current QIF.NEO Sharpe Ratio is 2.56, which is lower than the SOXX Sharpe Ratio of 4.46. The chart below compares the historical Sharpe Ratios of QIF.NEO and SOXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QIF.NEO vs. SOXX - Drawdown Comparison

The maximum QIF.NEO drawdown since its inception was -30.71%, smaller than the maximum SOXX drawdown of -66.46%. Use the drawdown chart below to compare losses from any high point for QIF.NEO and SOXX.


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Drawdown Indicators


QIF.NEOSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-30.71%

-66.46%

+35.75%

Max Drawdown (1Y)

Largest decline over 1 year

-4.67%

-14.54%

+9.87%

Max Drawdown (3Y)

Largest decline over 3 years

-10.29%

-38.75%

+28.46%

Max Drawdown (5Y)

Largest decline over 5 years

-15.54%

-41.75%

+26.21%

Max Drawdown (10Y)

Largest decline over 10 years

-41.75%

Current Drawdown

Current decline from peak

0.00%

-7.98%

+7.98%

Average Drawdown

Average peak-to-trough decline

-4.36%

-19.28%

+14.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

4.24%

-2.55%

Volatility

QIF.NEO vs. SOXX - Volatility Comparison

The current volatility for AGF Systematic Global Infrastructure ETF (QIF.NEO) is 3.05%, while iShares Semiconductor ETF (SOXX) has a volatility of 23.09%. This indicates that QIF.NEO 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.


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Volatility by Period


QIF.NEOSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

23.09%

-20.04%

Volatility (6M)

Calculated over the trailing 6-month period

7.68%

33.77%

-26.09%

Volatility (1Y)

Calculated over the trailing 1-year period

9.65%

39.69%

-30.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.66%

37.83%

-26.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.81%

34.80%

-19.99%

QIF.NEO vs. SOXX - Expense Ratio Comparison

QIF.NEO has a 0.45% expense ratio, which is higher than SOXX's 0.34% expense ratio.


Dividends

QIF.NEO vs. SOXX - Dividend Comparison

QIF.NEO's dividend yield for the trailing twelve months is around 4.99%, more than SOXX's 0.24% yield.


PositionTTM20252024202320222021202020192018201720162015
QIF.NEO
AGF Systematic Global Infrastructure ETF
4.99%5.32%4.60%3.61%3.22%3.05%3.12%3.16%2.24%0.00%0.00%0.00%
SOXX
iShares Semiconductor ETF
0.24%0.57%0.67%0.78%1.26%0.64%0.81%1.23%1.37%0.90%1.08%1.29%

Frequently Asked Questions


QIF.NEO and SOXX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SOXX is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SOXX is cheaper with a 0.34% expense ratio, compared with 0.45% for QIF.NEO.

QIF.NEO is categorized as Industrials Equities, while SOXX is Semiconductors. They also come from different issuers: AGF and iShares. Their fees differ too: 0.45% for QIF.NEO and 0.34% for SOXX.

Portfolio Optimizer

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