PortfoliosLab logoPortfoliosLab logo
SOXQ vs. PRITX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SOXQ vs. PRITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco PHLX Semiconductor ETF (SOXQ) and T. Rowe Price International Stock Fund (PRITX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SOXQ vs. PRITX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SOXQ
Invesco PHLX Semiconductor ETF
7.17%43.11%20.16%66.74%-35.59%24.82%
PRITX
T. Rowe Price International Stock Fund
-6.22%18.36%3.44%16.43%-15.74%-6.45%

Returns By Period

In the year-to-date period, SOXQ achieves a 7.17% return, which is significantly higher than PRITX's -6.22% return.


SOXQ

1D
6.19%
1M
-6.26%
YTD
7.17%
6M
19.39%
1Y
78.41%
3Y*
33.82%
5Y*
10Y*

PRITX

1D
-0.40%
1M
-13.03%
YTD
-6.22%
6M
-5.37%
1Y
6.59%
3Y*
6.93%
5Y*
2.11%
10Y*
6.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SOXQ vs. PRITX - Expense Ratio Comparison

SOXQ has a 0.19% expense ratio, which is lower than PRITX's 0.84% expense ratio.


Return for Risk

SOXQ vs. PRITX — Risk / Return Rank

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

SOXQ
SOXQ Risk / Return Rank: 9393
Overall Rank
SOXQ Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
SOXQ Sortino Ratio Rank: 9191
Sortino Ratio Rank
SOXQ Omega Ratio Rank: 9090
Omega Ratio Rank
SOXQ Calmar Ratio Rank: 9696
Calmar Ratio Rank
SOXQ Martin Ratio Rank: 9696
Martin Ratio Rank

PRITX
PRITX Risk / Return Rank: 1414
Overall Rank
PRITX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
PRITX Sortino Ratio Rank: 1313
Sortino Ratio Rank
PRITX Omega Ratio Rank: 1313
Omega Ratio Rank
PRITX Calmar Ratio Rank: 1313
Calmar Ratio Rank
PRITX Martin Ratio Rank: 1515
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.

SOXQ vs. PRITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco PHLX Semiconductor ETF (SOXQ) and T. Rowe Price International Stock Fund (PRITX). 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.


SOXQPRITXDifference

Sharpe ratio

Return per unit of total volatility

1.97

0.34

+1.63

Sortino ratio

Return per unit of downside risk

2.58

0.58

+2.00

Omega ratio

Gain probability vs. loss probability

1.37

1.08

+0.29

Calmar ratio

Return relative to maximum drawdown

4.47

0.35

+4.12

Martin ratio

Return relative to average drawdown

16.40

1.40

+15.01

SOXQ vs. PRITX - Sharpe Ratio Comparison

The current SOXQ Sharpe Ratio is 1.97, which is higher than the PRITX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of SOXQ and PRITX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SOXQPRITXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

0.34

+1.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.34

+0.23

Correlation

The correlation between SOXQ and PRITX is 0.69, 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.


Dividends

SOXQ vs. PRITX - Dividend Comparison

SOXQ's dividend yield for the trailing twelve months is around 0.47%, less than PRITX's 10.37% yield.


TTM20252024202320222021202020192018201720162015
SOXQ
Invesco PHLX Semiconductor ETF
0.47%0.50%0.68%0.87%1.36%0.72%0.00%0.00%0.00%0.00%0.00%0.00%
PRITX
T. Rowe Price International Stock Fund
10.37%9.73%1.15%1.10%0.95%7.35%1.52%3.06%7.31%3.48%0.98%1.37%

Drawdowns

SOXQ vs. PRITX - Drawdown Comparison

The maximum SOXQ drawdown since its inception was -46.01%, smaller than the maximum PRITX drawdown of -61.38%. Use the drawdown chart below to compare losses from any high point for SOXQ and PRITX.


Loading graphics...

Drawdown Indicators


SOXQPRITXDifference

Max Drawdown

Largest peak-to-trough decline

-46.01%

-61.38%

+15.37%

Max Drawdown (1Y)

Largest decline over 1 year

-17.44%

-13.41%

-4.03%

Max Drawdown (5Y)

Largest decline over 5 years

-32.04%

Max Drawdown (10Y)

Largest decline over 10 years

-33.02%

Current Drawdown

Current decline from peak

-10.36%

-13.41%

+3.05%

Average Drawdown

Average peak-to-trough decline

-13.38%

-16.00%

+2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.75%

3.35%

+1.40%

Volatility

SOXQ vs. PRITX - Volatility Comparison

Invesco PHLX Semiconductor ETF (SOXQ) has a higher volatility of 13.15% compared to T. Rowe Price International Stock Fund (PRITX) at 7.47%. This indicates that SOXQ's price experiences larger fluctuations and is considered to be riskier than PRITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SOXQPRITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.15%

7.47%

+5.68%

Volatility (6M)

Calculated over the trailing 6-month period

26.20%

11.72%

+14.48%

Volatility (1Y)

Calculated over the trailing 1-year period

40.06%

16.89%

+23.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.09%

15.61%

+20.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.09%

16.29%

+19.80%