^SOX vs. TLT
Compare and contrast key facts about PHLX Semiconductor Index (^SOX) and iShares 20+ Year Treasury Bond ETF (TLT).
TLT is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 20+ Year Treasury Bond Index. It was launched on Jul 26, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^SOX or TLT.
Correlation
The correlation between ^SOX and TLT is -0.27. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
^SOX vs. TLT - Performance Comparison
Key characteristics
^SOX:
-0.17
TLT:
0.03
^SOX:
-0.16
TLT:
0.14
^SOX:
0.98
TLT:
1.02
^SOX:
-0.34
TLT:
0.01
^SOX:
-0.79
TLT:
0.05
^SOX:
17.13%
TLT:
7.78%
^SOX:
43.24%
TLT:
14.44%
^SOX:
-87.15%
TLT:
-48.35%
^SOX:
-24.97%
TLT:
-42.17%
Returns By Period
In the year-to-date period, ^SOX achieves a -11.03% return, which is significantly lower than TLT's 0.93% return. Over the past 10 years, ^SOX has outperformed TLT with an annualized return of 20.16%, while TLT has yielded a comparatively lower -0.61% annualized return.
^SOX
-11.03%
24.35%
-16.94%
-7.51%
19.91%
20.16%
TLT
0.93%
-1.26%
-2.78%
0.41%
-9.53%
-0.61%
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Risk-Adjusted Performance
^SOX vs. TLT — Risk-Adjusted Performance Rank
^SOX
TLT
^SOX vs. TLT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PHLX Semiconductor Index (^SOX) and iShares 20+ Year Treasury Bond ETF (TLT). 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.
Drawdowns
^SOX vs. TLT - Drawdown Comparison
The maximum ^SOX drawdown since its inception was -87.15%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for ^SOX and TLT. For additional features, visit the drawdowns tool.
Volatility
^SOX vs. TLT - Volatility Comparison
PHLX Semiconductor Index (^SOX) has a higher volatility of 21.50% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 4.71%. This indicates that ^SOX's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.