SOXX vs. AGG
SOXX (iShares Semiconductor ETF) and AGG (iShares Core U.S. Aggregate Bond ETF) are both exchange-traded funds - SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index, while AGG is a Total Bond Market fund tracking the Bloomberg U.S. Aggregate Bond Index. Both are passively managed. Over the past 10 years, SOXX returned 34.90%/yr vs 1.52%/yr for AGG. At a correlation of -0.10, they often move in opposite directions. SOXX charges 0.34%/yr vs 0.03%/yr for AGG.
Performance
SOXX vs. AGG - Performance Comparison
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Returns By Period
In the year-to-date period, SOXX achieves a 89.87% return, which is significantly higher than AGG's -0.08% return. Over the past 10 years, SOXX has outperformed AGG with an annualized return of 34.90%, while AGG has yielded a comparatively lower 1.52% annualized return.
SOXX
- 1D
- 5.87%
- 1M
- 9.83%
- YTD
- 89.87%
- 6M
- 83.09%
- 1Y
- 164.61%
- 3Y*
- 53.13%
- 5Y*
- 33.00%
- 10Y*
- 34.90%
AGG
- 1D
- 0.00%
- 1M
- -0.69%
- YTD
- -0.08%
- 6M
- 0.26%
- 1Y
- 4.97%
- 3Y*
- 3.88%
- 5Y*
- -0.03%
- 10Y*
- 1.52%
SOXX vs. AGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOXX iShares Semiconductor ETF | 89.87% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
AGG iShares Core U.S. Aggregate Bond ETF | -0.08% | 7.19% | 1.31% | 5.65% | -13.02% | -1.77% | 7.48% | 8.46% | 0.09% | 3.55% |
Correlation
The correlation between SOXX and AGG is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2003 | -0.10 |
The correlation between SOXX and AGG shifts across timeframes, from -0.10 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SOXX vs. AGG — Risk / Return Rank
SOXX
AGG
SOXX vs. AGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Semiconductor ETF (SOXX) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.
| SOXX | AGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.25 | ||
| Sortino ratioReturn per unit of downside risk | +2.48 | ||
| Omega ratioGain probability vs. loss probability | 1.64 | 1.23 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 10.51 | 1.81 | +8.70 |
| Martin ratioReturn relative to average drawdown | 39.26 | 5.44 | +33.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SOXX | AGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.57 | 1.32 | +3.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | -0.00 | +0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.04 | 0.28 | +0.76 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.59 | -0.15 |
Drawdowns
SOXX vs. AGG - Drawdown Comparison
The maximum SOXX drawdown since its inception was -70.21%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for SOXX and AGG.
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Drawdown Indicators
| SOXX | AGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.21% | -18.43% | -51.78% |
Max Drawdown (1Y)Largest decline over 1 year | -15.77% | -2.76% | -13.01% |
Max Drawdown (3Y)Largest decline over 3 years | -41.36% | -6.11% | -35.25% |
Max Drawdown (5Y)Largest decline over 5 years | -45.75% | -17.82% | -27.93% |
Max Drawdown (10Y)Largest decline over 10 years | -45.75% | -18.43% | -27.32% |
Current DrawdownCurrent decline from peak | -7.18% | -2.47% | -4.71% |
Average DrawdownAverage peak-to-trough decline | -19.97% | -2.71% | -17.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 0.92% | +3.29% |
Volatility
SOXX vs. AGG - Volatility Comparison
iShares Semiconductor ETF (SOXX) has a higher volatility of 18.43% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.29%. This indicates that SOXX's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOXX | AGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.43% | 1.29% | +17.14% |
Volatility (6M)Calculated over the trailing 6-month period | 30.17% | 2.77% | +27.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.35% | 3.80% | +32.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.50% | 6.09% | +30.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.66% | 5.41% | +28.25% |
SOXX vs. AGG - Expense Ratio Comparison
SOXX has a 0.34% expense ratio, which is higher than AGG's 0.03% expense ratio.
Dividends
SOXX vs. AGG - Dividend Comparison
SOXX's dividend yield for the trailing twelve months is around 0.29%, less than AGG's 4.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 4.00% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
SOXX iShares Semiconductor ETF | 0.29% | 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
SOXX and AGG have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (18.43%) compared to AGG (1.29%). In terms of maximum drawdown, SOXX dropped -70.21% vs AGG's -18.43%.
On 10-year performance, SOXX leads with 34.90% vs 1.52% for AGG. On fees, AGG is cheaper at 0.03% per year. On volatility, AGG has been the lower-risk option at 1.29%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SOXX has performed better with a 34.90% return vs 1.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AGG is cheaper with a 0.03% expense ratio, compared with 0.34% for SOXX.
AGG has the higher dividend yield at 4.00%, compared with 0.29% for SOXX.
SOXX is categorized as Semiconductors, while AGG is Total Bond Market. SOXX tracks NYSE Semiconductor Index, while AGG tracks Bloomberg U.S. Aggregate Bond Index. Their fees differ too: 0.34% for SOXX and 0.03% for AGG.
SOXX currently has the higher Sharpe Ratio (4.57 vs 1.32), 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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