VSQYX vs. SOXX
Compare and contrast key facts about Invesco MSCI World SRI Index Fund (VSQYX) and iShares PHLX Semiconductor ETF (SOXX).
VSQYX is managed by Invesco. It was launched on Jun 30, 2016. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSQYX or SOXX.
Key characteristics
| VSQYX | SOXX | |
|---|---|---|
| YTD Return | 18.74% | 21.05% |
| 1Y Return | 31.47% | 46.92% |
| 3Y Return (Ann) | 6.00% | 10.92% |
| 5Y Return (Ann) | 11.76% | 25.34% |
| Sharpe Ratio | 1.96 | 1.35 |
| Sortino Ratio | 2.76 | 1.84 |
| Omega Ratio | 1.37 | 1.24 |
| Calmar Ratio | 2.94 | 1.85 |
| Martin Ratio | 12.70 | 4.80 |
| Ulcer Index | 2.40% | 9.64% |
| Daily Std Dev | 15.49% | 34.36% |
| Max Drawdown | -38.11% | -70.21% |
| Current Drawdown | 0.00% | -12.64% |
Correlation
The correlation between VSQYX and SOXX is 0.75, 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.
Performance
VSQYX vs. SOXX - Performance Comparison
In the year-to-date period, VSQYX achieves a 18.74% return, which is significantly lower than SOXX's 21.05% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VSQYX vs. SOXX - Expense Ratio Comparison
VSQYX has a 0.19% expense ratio, which is lower than SOXX's 0.46% expense ratio.
Risk-Adjusted Performance
VSQYX vs. SOXX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World SRI Index Fund (VSQYX) and iShares PHLX 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.
Dividends
VSQYX vs. SOXX - Dividend Comparison
VSQYX's dividend yield for the trailing twelve months is around 1.21%, more than SOXX's 0.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSQYX Invesco MSCI World SRI Index Fund | 1.21% | 1.43% | 1.84% | 1.40% | 1.46% | 1.78% | 1.96% | 0.80% | 0.67% | 0.00% | 0.00% | 0.00% |
SOXX iShares PHLX Semiconductor ETF | 0.63% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
Drawdowns
VSQYX vs. SOXX - Drawdown Comparison
The maximum VSQYX drawdown since its inception was -38.11%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for VSQYX and SOXX. For additional features, visit the drawdowns tool.
Volatility
VSQYX vs. SOXX - Volatility Comparison
The current volatility for Invesco MSCI World SRI Index Fund (VSQYX) is 4.25%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 9.48%. This indicates that VSQYX 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.