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SOXX vs. MMKT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOXX vs. MMKT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Semiconductor ETF (SOXX) and Texas Capital Government Money Market ETF (MMKT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SOXX achieves a 99.95% return, which is significantly higher than MMKT's 1.65% return.


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%

MMKT

1D
0.01%
1M
0.28%
YTD
1.65%
6M
1.74%
1Y
3.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXX vs. MMKT - Yearly Performance Comparison


2026 (YTD)20252024
SOXX
iShares Semiconductor ETF
99.95%40.74%-4.80%
MMKT
Texas Capital Government Money Market ETF
1.65%4.13%1.22%

Correlation

The correlation between SOXX and MMKT is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.13

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2024

-0.03

The correlation between SOXX and MMKT shifts across timeframes, from -0.13 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SOXX vs. MMKT — Risk / Return Rank

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

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: 9393
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9797
Martin Ratio Rank

MMKT
MMKT Risk / Return Rank: 100100
Overall Rank
MMKT Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MMKT Sortino Ratio Rank: 100100
Sortino Ratio Rank
MMKT Omega Ratio Rank: 100100
Omega Ratio Rank
MMKT Calmar Ratio Rank: 100100
Calmar Ratio Rank
MMKT Martin Ratio Rank: 100100
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.

SOXX vs. MMKT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Semiconductor ETF (SOXX) and Texas Capital Government Money Market ETF (MMKT). 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.


SOXXMMKTDifference
Sharpe ratioReturn per unit of total volatility

-12.86

Sortino ratioReturn per unit of downside risk

-59.17

Omega ratioGain probability vs. loss probability

1.57

15.82

-14.24

Calmar ratioReturn relative to maximum drawdown

10.02

152.75

-142.73

Martin ratioReturn relative to average drawdown

35.78

916.29

-880.51

SOXX vs. MMKT - Sharpe Ratio Comparison

The current SOXX Sharpe Ratio is 4.02, which is lower than the MMKT Sharpe Ratio of 16.88. The chart below compares the historical Sharpe Ratios of SOXX and MMKT, 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

SOXX vs. MMKT - Drawdown Comparison

The maximum SOXX drawdown since its inception was -70.21%, which is greater than MMKT's maximum drawdown of -0.04%. Use the drawdown chart below to compare losses from any high point for SOXX and MMKT.


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Drawdown Indicators


SOXXMMKTDifference

Max Drawdown

Largest peak-to-trough decline

-70.21%

-0.04%

-70.17%

Max Drawdown (1Y)

Largest decline over 1 year

-15.77%

-0.02%

-15.75%

Max Drawdown (3Y)

Largest decline over 3 years

-41.36%

Max Drawdown (5Y)

Largest decline over 5 years

-45.75%

Max Drawdown (10Y)

Largest decline over 10 years

-45.75%

Current Drawdown

Current decline from peak

-8.17%

0.00%

-8.17%

Average Drawdown

Average peak-to-trough decline

-19.94%

-0.00%

-19.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

0.00%

+4.41%

Volatility

SOXX vs. MMKT - Volatility Comparison

iShares Semiconductor ETF (SOXX) has a higher volatility of 22.70% compared to Texas Capital Government Money Market ETF (MMKT) at 0.04%. This indicates that SOXX's price experiences larger fluctuations and is considered to be riskier than MMKT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOXXMMKTDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.70%

0.04%

+22.66%

Volatility (6M)

Calculated over the trailing 6-month period

33.39%

0.13%

+33.26%

Volatility (1Y)

Calculated over the trailing 1-year period

39.43%

0.23%

+39.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.20%

0.23%

+36.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.99%

0.23%

+33.76%

SOXX vs. MMKT - Expense Ratio Comparison

SOXX has a 0.34% expense ratio, which is higher than MMKT's 0.20% expense ratio.


Dividends

SOXX vs. MMKT - Dividend Comparison

SOXX's dividend yield for the trailing twelve months is around 0.24%, less than MMKT's 3.71% yield.


PositionTTM20252024202320222021202020192018201720162015
MMKT
Texas Capital Government Money Market ETF
3.71%3.98%1.07%0.00%0.00%0.00%0.00%0.00%0.00%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


SOXX and MMKT have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXX has higher volatility (22.70%) compared to MMKT (0.04%). In terms of maximum drawdown, SOXX dropped -70.21% vs MMKT's -0.04%.

On 1-year performance, SOXX leads with 157.04% vs 3.79% for MMKT. On fees, MMKT is cheaper at 0.20% per year. On volatility, MMKT has been the lower-risk option at 0.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SOXX has performed better with a 157.04% return vs 3.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MMKT is cheaper with a 0.20% expense ratio, compared with 0.34% for SOXX.

MMKT has the higher dividend yield at 3.71%, compared with 0.24% for SOXX.

SOXX is categorized as Semiconductors, while MMKT is Money Market. They also come from different issuers: iShares and Texas Capital. Their fees differ too: 0.34% for SOXX and 0.20% for MMKT.

MMKT currently has the higher Sharpe Ratio (16.88 vs 4.02), 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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