USA vs. SOXL
Compare and contrast key facts about Liberty All-Star Equity Fund (USA) and Direxion Daily Semiconductor Bull 3x Shares (SOXL).
SOXL is a passively managed fund by Direxion that tracks the performance of the PHLX Semiconductor Index (300%). It was launched on Mar 11, 2010.
Performance
USA vs. SOXL - Performance Comparison
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USA vs. SOXL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USA Liberty All-Star Equity Fund | -8.87% | 0.09% | 20.81% | 23.17% | -25.20% | 33.76% | 12.89% | 39.70% | -5.06% | 34.66% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 25.51% | 54.91% | -12.31% | 226.98% | -85.66% | 118.84% | 70.04% | 231.83% | -39.07% | 141.71% |
Returns By Period
In the year-to-date period, USA achieves a -8.87% return, which is significantly lower than SOXL's 25.51% return. Over the past 10 years, USA has underperformed SOXL with an annualized return of 11.67%, while SOXL has yielded a comparatively higher 41.63% annualized return.
USA
- 1D
- -1.24%
- 1M
- -5.76%
- YTD
- -8.87%
- 6M
- -8.78%
- 1Y
- -6.18%
- 3Y*
- 6.62%
- 5Y*
- 3.48%
- 10Y*
- 11.67%
SOXL
- 1D
- 0.94%
- 1M
- -1.25%
- YTD
- 25.51%
- 6M
- 34.98%
- 1Y
- 225.54%
- 3Y*
- 44.58%
- 5Y*
- 5.09%
- 10Y*
- 41.63%
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Return for Risk
USA vs. SOXL — Risk / Return Rank
USA
SOXL
USA vs. SOXL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Liberty All-Star Equity Fund (USA) and Direxion Daily Semiconductor Bull 3x Shares (SOXL). 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.
| USA | SOXL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.36 | 1.90 | -2.26 |
Sortino ratioReturn per unit of downside risk | -0.40 | 2.45 | -2.84 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.35 | -0.40 |
Calmar ratioReturn relative to maximum drawdown | -0.40 | 4.71 | -5.11 |
Martin ratioReturn relative to average drawdown | -1.08 | 14.21 | -15.29 |
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
| USA | SOXL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.36 | 1.90 | -2.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.05 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.43 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.36 | -0.03 |
Correlation
The correlation between USA and SOXL is 0.63, 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
USA vs. SOXL - Dividend Comparison
USA's dividend yield for the trailing twelve months is around 12.23%, more than SOXL's 0.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USA Liberty All-Star Equity Fund | 12.23% | 10.67% | 10.22% | 9.56% | 12.11% | 9.67% | 9.13% | 9.75% | 12.64% | 8.89% | 9.30% | 9.53% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 0.15% | 0.34% | 1.18% | 0.51% | 1.07% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% | 0.00% |
Drawdowns
USA vs. SOXL - Drawdown Comparison
The maximum USA drawdown since its inception was -69.15%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for USA and SOXL.
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Drawdown Indicators
| USA | SOXL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.15% | -90.46% | +21.31% |
Max Drawdown (1Y)Largest decline over 1 year | -15.28% | -43.47% | +28.19% |
Max Drawdown (5Y)Largest decline over 5 years | -34.05% | -90.46% | +56.41% |
Max Drawdown (10Y)Largest decline over 10 years | -47.07% | -90.46% | +43.39% |
Current DrawdownCurrent decline from peak | -13.76% | -26.59% | +12.83% |
Average DrawdownAverage peak-to-trough decline | -11.53% | -35.33% | +23.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.70% | 16.32% | -10.62% |
Volatility
USA vs. SOXL - Volatility Comparison
The current volatility for Liberty All-Star Equity Fund (USA) is 5.55%, while Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a volatility of 37.87%. This indicates that USA experiences smaller price fluctuations and is considered to be less risky than SOXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USA | SOXL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 37.87% | -32.32% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 79.76% | -69.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.43% | 119.50% | -102.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.72% | 105.36% | -84.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.54% | 97.70% | -75.16% |