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SOXX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SOXX and VOO is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

SOXX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares PHLX Semiconductor ETF (SOXX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
1,405.47%
561.47%
SOXX
VOO

Key characteristics

Sharpe Ratio

SOXX:

-0.31

VOO:

0.61

Sortino Ratio

SOXX:

-0.17

VOO:

0.96

Omega Ratio

SOXX:

0.98

VOO:

1.14

Calmar Ratio

SOXX:

-0.33

VOO:

0.62

Martin Ratio

SOXX:

-0.77

VOO:

2.51

Ulcer Index

SOXX:

17.58%

VOO:

4.63%

Daily Std Dev

SOXX:

43.40%

VOO:

19.16%

Max Drawdown

SOXX:

-70.21%

VOO:

-33.99%

Current Drawdown

SOXX:

-30.89%

VOO:

-9.30%

Returns By Period

In the year-to-date period, SOXX achieves a -15.20% return, which is significantly lower than VOO's -5.11% return. Over the past 10 years, SOXX has outperformed VOO with an annualized return of 20.44%, while VOO has yielded a comparatively lower 12.19% annualized return.


SOXX

YTD

-15.20%

1M

-3.27%

6M

-22.24%

1Y

-15.94%

5Y*

19.55%

10Y*

20.44%

VOO

YTD

-5.11%

1M

-0.26%

6M

-4.09%

1Y

10.13%

5Y*

15.61%

10Y*

12.19%

*Annualized

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SOXX vs. VOO - Expense Ratio Comparison

SOXX has a 0.46% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for SOXX: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SOXX: 0.46%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

SOXX vs. VOO — Risk-Adjusted Performance Rank

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

SOXX
The Risk-Adjusted Performance Rank of SOXX is 99
Overall Rank
The Sharpe Ratio Rank of SOXX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of SOXX is 1111
Sortino Ratio Rank
The Omega Ratio Rank of SOXX is 1111
Omega Ratio Rank
The Calmar Ratio Rank of SOXX is 66
Calmar Ratio Rank
The Martin Ratio Rank of SOXX is 99
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6767
Overall Rank
The Sharpe Ratio Rank of VOO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SOXX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares PHLX Semiconductor ETF (SOXX) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for SOXX, currently valued at -0.31, compared to the broader market-1.000.001.002.003.004.00
SOXX: -0.31
VOO: 0.61
The chart of Sortino ratio for SOXX, currently valued at -0.17, compared to the broader market-2.000.002.004.006.008.00
SOXX: -0.17
VOO: 0.96
The chart of Omega ratio for SOXX, currently valued at 0.98, compared to the broader market0.501.001.502.002.50
SOXX: 0.98
VOO: 1.14
The chart of Calmar ratio for SOXX, currently valued at -0.33, compared to the broader market0.002.004.006.008.0010.0012.00
SOXX: -0.33
VOO: 0.62
The chart of Martin ratio for SOXX, currently valued at -0.77, compared to the broader market0.0020.0040.0060.00
SOXX: -0.77
VOO: 2.51

The current SOXX Sharpe Ratio is -0.31, which is lower than the VOO Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of SOXX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.31
0.61
SOXX
VOO

Dividends

SOXX vs. VOO - Dividend Comparison

SOXX's dividend yield for the trailing twelve months is around 0.81%, less than VOO's 1.37% yield.


TTM20242023202220212020201920182017201620152014
SOXX
iShares PHLX Semiconductor ETF
0.81%0.67%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%
VOO
Vanguard S&P 500 ETF
1.37%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

SOXX vs. VOO - Drawdown Comparison

The maximum SOXX drawdown since its inception was -70.21%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SOXX and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-30.89%
-9.30%
SOXX
VOO

Volatility

SOXX vs. VOO - Volatility Comparison

iShares PHLX Semiconductor ETF (SOXX) has a higher volatility of 25.77% compared to Vanguard S&P 500 ETF (VOO) at 13.84%. This indicates that SOXX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
25.77%
13.84%
SOXX
VOO