SOXX vs. EKBAX
SOXX (iShares Semiconductor ETF) and EKBAX (Allspring Diversified Capital Builder Fund) are both funds - SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index, while EKBAX is a Diversified Portfolio fund managed by Allspring Global Investments. Over the past 10 years, SOXX returned 35.55%/yr vs 16.26%/yr for EKBAX. A 0.76 correlation means they provide meaningful diversification when combined. SOXX charges 0.34%/yr vs 1.10%/yr for EKBAX.
Performance
SOXX vs. EKBAX - Performance Comparison
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Returns By Period
In the year-to-date period, SOXX achieves a 98.11% return, which is significantly higher than EKBAX's 33.05% return. Over the past 10 years, SOXX has outperformed EKBAX with an annualized return of 35.55%, while EKBAX has yielded a comparatively lower 16.26% annualized return.
SOXX
- 1D
- 1.59%
- 1M
- 12.86%
- YTD
- 98.11%
- 6M
- 99.51%
- 1Y
- 164.50%
- 3Y*
- 53.00%
- 5Y*
- 33.69%
- 10Y*
- 35.55%
EKBAX
- 1D
- 3.55%
- 1M
- 6.51%
- YTD
- 33.05%
- 6M
- 34.52%
- 1Y
- 57.50%
- 3Y*
- 30.21%
- 5Y*
- 18.56%
- 10Y*
- 16.26%
SOXX vs. EKBAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOXX iShares Semiconductor ETF | 98.11% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
EKBAX Allspring Diversified Capital Builder Fund | 33.05% | 21.87% | 21.75% | 22.23% | -13.47% | 19.61% | 12.66% | 32.99% | -5.55% | 14.43% |
Correlation
The correlation between SOXX and EKBAX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.76 |
The correlation between SOXX and EKBAX shifts across timeframes, from 0.76 (all time) to 0.87 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SOXX vs. EKBAX — Risk / Return Rank
SOXX
EKBAX
SOXX vs. EKBAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Semiconductor ETF (SOXX) and Allspring Diversified Capital Builder Fund (EKBAX). 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.
| SOXX | EKBAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.57 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 10.50 | 7.95 | +2.55 |
| Martin ratioReturn relative to average drawdown | 38.20 | 31.26 | +6.95 |
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Drawdowns
SOXX vs. EKBAX - Drawdown Comparison
The maximum SOXX drawdown since its inception was -70.21%, which is greater than EKBAX's maximum drawdown of -55.64%. Use the drawdown chart below to compare losses from any high point for SOXX and EKBAX.
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Drawdown Indicators
| SOXX | EKBAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.21% | -55.64% | -14.57% |
Max Drawdown (1Y)Largest decline over 1 year | -15.77% | -7.32% | -8.45% |
Max Drawdown (3Y)Largest decline over 3 years | -41.36% | -23.55% | -17.81% |
Max Drawdown (5Y)Largest decline over 5 years | -45.75% | -24.84% | -20.91% |
Max Drawdown (10Y)Largest decline over 10 years | -45.75% | -32.33% | -13.42% |
Current DrawdownCurrent decline from peak | -3.16% | -2.94% | -0.22% |
Average DrawdownAverage peak-to-trough decline | -19.95% | -7.97% | -11.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.33% | 1.86% | +2.47% |
Volatility
SOXX vs. EKBAX - Volatility Comparison
iShares Semiconductor ETF (SOXX) has a higher volatility of 19.42% compared to Allspring Diversified Capital Builder Fund (EKBAX) at 9.31%. This indicates that SOXX's price experiences larger fluctuations and is considered to be riskier than EKBAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOXX | EKBAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.42% | 9.31% | +10.11% |
Volatility (6M)Calculated over the trailing 6-month period | 31.46% | 14.88% | +16.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.35% | 17.88% | +19.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.73% | 18.42% | +18.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.77% | 17.71% | +16.06% |
SOXX vs. EKBAX - Expense Ratio Comparison
SOXX has a 0.34% expense ratio, which is lower than EKBAX's 1.10% expense ratio.
Dividends
SOXX vs. EKBAX - Dividend Comparison
SOXX's dividend yield for the trailing twelve months is around 0.28%, less than EKBAX's 7.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EKBAX Allspring Diversified Capital Builder Fund | 7.23% | 9.61% | 5.28% | 6.16% | 12.50% | 6.89% | 2.03% | 9.49% | 7.14% | 6.20% | 10.05% | 11.47% |
SOXX iShares Semiconductor ETF | 0.28% | 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 EKBAX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (19.42%) compared to EKBAX (9.31%). In terms of maximum drawdown, SOXX dropped -70.21% vs EKBAX's -55.64%.
SOXX currently has the higher Sharpe Ratio (4.43 vs 3.26), 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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