TWN vs. SOXX
Compare and contrast key facts about The Taiwan Fund Inc. (TWN) and iShares Semiconductor ETF (SOXX).
TWN is managed by Nomura Asset Management. SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001.
Performance
TWN vs. SOXX - Performance Comparison
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TWN vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TWN The Taiwan Fund Inc. | 23.15% | 54.11% | 32.76% | 51.73% | -38.54% | 58.14% | 40.71% | 47.00% | -19.15% | 33.80% |
SOXX iShares Semiconductor ETF | 9.20% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Returns By Period
In the year-to-date period, TWN achieves a 23.15% return, which is significantly higher than SOXX's 9.20% return. Over the past 10 years, TWN has underperformed SOXX with an annualized return of 24.13%, while SOXX has yielded a comparatively higher 28.01% annualized return.
TWN
- 1D
- 1.00%
- 1M
- -0.36%
- YTD
- 23.15%
- 6M
- 35.55%
- 1Y
- 120.89%
- 3Y*
- 48.50%
- 5Y*
- 27.31%
- 10Y*
- 24.13%
SOXX
- 1D
- 6.09%
- 1M
- -6.65%
- YTD
- 9.20%
- 6M
- 21.48%
- 1Y
- 75.78%
- 3Y*
- 31.31%
- 5Y*
- 18.49%
- 10Y*
- 28.01%
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TWN vs. SOXX - Expense Ratio Comparison
Return for Risk
TWN vs. SOXX — Risk / Return Rank
TWN
SOXX
TWN vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Taiwan Fund Inc. (TWN) and iShares Semiconductor ETF (SOXX). 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.
| TWN | SOXX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.65 | 1.90 | +2.75 |
Sortino ratioReturn per unit of downside risk | 4.97 | 2.51 | +2.46 |
Omega ratioGain probability vs. loss probability | 1.72 | 1.36 | +0.36 |
Calmar ratioReturn relative to maximum drawdown | 6.97 | 4.12 | +2.85 |
Martin ratioReturn relative to average drawdown | 32.73 | 15.37 | +17.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TWN | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.65 | 1.90 | +2.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.18 | 0.52 | +0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.10 | 0.85 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.37 | -0.16 |
Correlation
The correlation between TWN and SOXX is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
TWN vs. SOXX - Dividend Comparison
TWN's dividend yield for the trailing twelve months is around 9.43%, more than SOXX's 0.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TWN The Taiwan Fund Inc. | 9.43% | 11.62% | 19.14% | 1.26% | 0.00% | 7.78% | 12.91% | 8.26% | 11.27% | 3.16% | 0.00% | 0.00% |
SOXX iShares Semiconductor ETF | 0.51% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Drawdowns
TWN vs. SOXX - Drawdown Comparison
The maximum TWN drawdown since its inception was -79.52%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for TWN and SOXX.
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Drawdown Indicators
| TWN | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.52% | -70.21% | -9.31% |
Max Drawdown (1Y)Largest decline over 1 year | -16.74% | -18.27% | +1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -51.72% | -45.75% | -5.97% |
Max Drawdown (10Y)Largest decline over 10 years | -51.72% | -45.75% | -5.97% |
Current DrawdownCurrent decline from peak | -0.44% | -10.64% | +10.20% |
Average DrawdownAverage peak-to-trough decline | -37.58% | -20.10% | -17.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 4.90% | -1.34% |
Volatility
TWN vs. SOXX - Volatility Comparison
The current volatility for The Taiwan Fund Inc. (TWN) is 11.35%, while iShares Semiconductor ETF (SOXX) has a volatility of 13.41%. This indicates that TWN experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TWN | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.35% | 13.41% | -2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 17.83% | 26.27% | -8.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.22% | 40.03% | -13.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.27% | 35.49% | -12.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.93% | 32.98% | -11.05% |