PortfoliosLab logoPortfoliosLab logo
SOXX vs. VGLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOXX vs. VGLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Semiconductor ETF (SOXX) and Vanguard Long-Term Treasury ETF (VGLT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SOXX achieves a 98.11% return, which is significantly higher than VGLT's 0.03% return. Over the past 10 years, SOXX has outperformed VGLT with an annualized return of 35.55%, while VGLT has yielded a comparatively lower -1.21% 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%

VGLT

1D
-0.27%
1M
1.30%
YTD
0.03%
6M
0.49%
1Y
3.29%
3Y*
-0.30%
5Y*
-5.52%
10Y*
-1.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXX vs. VGLT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOXX
iShares Semiconductor ETF
98.11%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%39.79%
VGLT
Vanguard Long-Term Treasury ETF
0.03%5.35%-6.28%3.27%-29.34%-4.98%17.57%14.30%-1.54%8.64%

Correlation

The correlation between SOXX and VGLT is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

-0.09

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2009

-0.21

The correlation between SOXX and VGLT shifts across timeframes, from -0.21 (all time) to 0.10 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

SOXX vs. VGLT — Risk / Return Rank

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

SOXX
SOXX Risk / Return Rank: 9696
Overall Rank
SOXX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9494
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9797
Martin Ratio Rank

VGLT
VGLT Risk / Return Rank: 1515
Overall Rank
VGLT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
VGLT Sortino Ratio Rank: 1515
Sortino Ratio Rank
VGLT Omega Ratio Rank: 1414
Omega Ratio Rank
VGLT Calmar Ratio Rank: 1616
Calmar Ratio Rank
VGLT Martin Ratio Rank: 1616
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. VGLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Semiconductor ETF (SOXX) and Vanguard Long-Term Treasury ETF (VGLT). 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.


SOXXVGLTDifference
Sharpe ratioReturn per unit of total volatility

+4.05

Sortino ratioReturn per unit of downside risk

+3.76

Omega ratioGain probability vs. loss probability

1.62

1.07

+0.55

Calmar ratioReturn relative to maximum drawdown

10.50

0.47

+10.03

Martin ratioReturn relative to average drawdown

38.20

1.19

+37.01

SOXX vs. VGLT - Sharpe Ratio Comparison

The current SOXX Sharpe Ratio is 4.43, which is higher than the VGLT Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of SOXX and VGLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SOXX vs. VGLT - Drawdown Comparison

The maximum SOXX drawdown since its inception was -70.21%, which is greater than VGLT's maximum drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for SOXX and VGLT.


Loading charts...

Drawdown Indicators


SOXXVGLTDifference

Max Drawdown

Largest peak-to-trough decline

-70.21%

-46.18%

-24.03%

Max Drawdown (1Y)

Largest decline over 1 year

-15.77%

-7.01%

-8.76%

Max Drawdown (3Y)

Largest decline over 3 years

-41.36%

-17.68%

-23.68%

Max Drawdown (5Y)

Largest decline over 5 years

-45.75%

-40.98%

-4.77%

Max Drawdown (10Y)

Largest decline over 10 years

-45.75%

-46.18%

+0.43%

Current Drawdown

Current decline from peak

-3.16%

-36.55%

+33.39%

Average Drawdown

Average peak-to-trough decline

-19.95%

-15.09%

-4.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

2.78%

+1.55%

Volatility

SOXX vs. VGLT - Volatility Comparison

iShares Semiconductor ETF (SOXX) has a higher volatility of 19.42% compared to Vanguard Long-Term Treasury ETF (VGLT) at 2.69%. This indicates that SOXX's price experiences larger fluctuations and is considered to be riskier than VGLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SOXXVGLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.42%

2.69%

+16.73%

Volatility (6M)

Calculated over the trailing 6-month period

31.46%

6.09%

+25.37%

Volatility (1Y)

Calculated over the trailing 1-year period

37.35%

8.78%

+28.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.73%

14.57%

+22.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.77%

13.82%

+19.95%

SOXX vs. VGLT - Expense Ratio Comparison

SOXX has a 0.34% expense ratio, which is higher than VGLT's 0.03% expense ratio.


Dividends

SOXX vs. VGLT - Dividend Comparison

SOXX's dividend yield for the trailing twelve months is around 0.28%, less than VGLT's 4.59% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VGLT
Vanguard Long-Term Treasury ETF
4.59%4.44%4.33%3.33%2.84%1.82%2.15%2.46%2.71%2.55%2.69%3.21%

Frequently Asked Questions


SOXX and VGLT have a correlation of 0.10, 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 VGLT (2.69%). In terms of maximum drawdown, SOXX dropped -70.21% vs VGLT's -46.18%.

On 10-year performance, SOXX leads with 35.55% vs -1.21% for VGLT. On fees, VGLT is cheaper at 0.03% per year. On volatility, VGLT has been the lower-risk option at 2.69%. 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 35.55% return vs -1.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGLT is cheaper with a 0.03% expense ratio, compared with 0.34% for SOXX.

VGLT has the higher dividend yield at 4.59%, compared with 0.28% for SOXX.

SOXX is categorized as Semiconductors, while VGLT is Government Bonds. SOXX tracks NYSE Semiconductor Index, while VGLT tracks Bloomberg U.S. Long Treasury Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.34% for SOXX and 0.03% for VGLT.

SOXX currently has the higher Sharpe Ratio (4.43 vs 0.38), 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.

Portfolio Optimizer

Find the right allocation for SOXX and VGLT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer