SOXX vs. FELIX
SOXX (iShares Semiconductor ETF) and FELIX (Fidelity Advisor Semiconductors Fund Class I) are both funds - SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index, while FELIX is a Technology Equities fund managed by Fidelity. Over the past 10 years, SOXX returned 36.04%/yr vs 37.44%/yr for FELIX. With a 0.97 correlation, they move nearly in lockstep. SOXX charges 0.34%/yr vs 0.75%/yr for FELIX.
Performance
SOXX vs. FELIX - Performance Comparison
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Returns By Period
In the year-to-date period, SOXX achieves a 99.95% return, which is significantly higher than FELIX's 75.48% return. Both investments have delivered pretty close results over the past 10 years, with SOXX having a 36.04% annualized return and FELIX not far ahead at 37.44%.
SOXX
- 1D
- -0.31%
- 1M
- 12.00%
- YTD
- 99.95%
- 6M
- 96.69%
- 1Y
- 157.04%
- 3Y*
- 56.02%
- 5Y*
- 33.68%
- 10Y*
- 36.04%
FELIX
- 1D
- -7.00%
- 1M
- 5.85%
- YTD
- 75.48%
- 6M
- 72.28%
- 1Y
- 135.76%
- 3Y*
- 60.30%
- 5Y*
- 40.89%
- 10Y*
- 37.44%
SOXX vs. FELIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOXX iShares Semiconductor ETF | 99.95% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
FELIX Fidelity Advisor Semiconductors Fund Class I | 75.48% | 45.25% | 44.10% | 75.49% | -34.88% | 57.89% | 44.02% | 64.21% | -12.52% | 34.54% |
Correlation
The correlation between SOXX and FELIX is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.97 |
The correlation between SOXX and FELIX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
SOXX vs. FELIX — Risk / Return Rank
SOXX
FELIX
SOXX vs. FELIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Semiconductor ETF (SOXX) and Fidelity Advisor Semiconductors Fund Class I (FELIX). 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 | FELIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.56 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 10.02 | 9.89 | +0.13 |
| Martin ratioReturn relative to average drawdown | 35.78 | 35.79 | 0.00 |
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Drawdowns
SOXX vs. FELIX - Drawdown Comparison
The maximum SOXX drawdown since its inception was -70.21%, roughly equal to the maximum FELIX drawdown of -71.17%. Use the drawdown chart below to compare losses from any high point for SOXX and FELIX.
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Drawdown Indicators
| SOXX | FELIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.21% | -71.17% | +0.96% |
Max Drawdown (1Y)Largest decline over 1 year | -15.77% | -14.65% | -1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -41.36% | -36.40% | -4.96% |
Max Drawdown (5Y)Largest decline over 5 years | -45.75% | -46.02% | +0.27% |
Max Drawdown (10Y)Largest decline over 10 years | -45.75% | -46.02% | +0.27% |
Current DrawdownCurrent decline from peak | -8.17% | -7.00% | -1.17% |
Average DrawdownAverage peak-to-trough decline | -19.94% | -21.10% | +1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.41% | 4.04% | +0.37% |
Volatility
SOXX vs. FELIX - Volatility Comparison
iShares Semiconductor ETF (SOXX) has a higher volatility of 22.70% compared to Fidelity Advisor Semiconductors Fund Class I (FELIX) at 19.72%. This indicates that SOXX's price experiences larger fluctuations and is considered to be riskier than FELIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOXX | FELIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.70% | 19.72% | +2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 33.39% | 29.84% | +3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.43% | 36.50% | +2.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.20% | 39.10% | -1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.99% | 35.07% | -1.08% |
SOXX vs. FELIX - Expense Ratio Comparison
SOXX has a 0.34% expense ratio, which is lower than FELIX's 0.75% expense ratio.
Dividends
SOXX vs. FELIX - Dividend Comparison
SOXX's dividend yield for the trailing twelve months is around 0.24%, less than FELIX's 3.71% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FELIX Fidelity Advisor Semiconductors Fund Class I | 3.71% | 6.51% | 6.44% | 3.15% | 3.09% | 4.14% | 4.43% | 1.04% | 19.34% | 9.50% | 0.55% | 10.37% |
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
With a correlation of 0.94, SOXX and FELIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SOXX has higher volatility (22.70%) compared to FELIX (19.72%). In terms of maximum drawdown, SOXX dropped -70.21% vs FELIX's -71.17%.
SOXX currently has the higher Sharpe Ratio (4.02 vs 3.97), 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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