FVAL vs SOXS

Comparison between FIDELITY VALUE FACTOR ETF (FVAL, ETF) and Direxion Daily Semiconductor Bear 3X ETF (SOXS, ETF).

5-Year PerformanceFVAL has outperformed SOXS, delivering a return of +12.4% compared to -79.4%

FVAL vs SOXS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FVAL(ETF)	SOXS(ETF)
Net Assets	$1.30B	$1.40B
Expense Ratio	0.15%	N/A
Max Drawdown	37.70%	100.00%
Sharpe Ratio	1.57	-1.78
5Y Beta	0.91	0.00
P/E Ratio	20.81	N/A
Forward P/E	15.92	N/A
PEG Ratio	0.26	N/A
5Y Dividends CAGR	13.48%	N/A
5Y EPS CAGR	25.73%	N/A
Debt to Equity	-21.26%	N/A
P/S Ratio	1.96	N/A
P/B Ratio	3.48	N/A

Net Assets

FVAL

$1.30B

Winner

SOXS

$1.40B

Expense Ratio

FVAL

0.15%

SOXS

N/A

Max Drawdown

Winner

FVAL

37.70%

SOXS

100.00%

Sharpe Ratio

Winner

FVAL

1.57

SOXS

-1.78

5Y Beta

FVAL

0.91

Winner

SOXS

0.00

P/E Ratio

FVAL

20.81

SOXS

N/A

Forward P/E

FVAL

15.92

SOXS

N/A

PEG Ratio

FVAL

0.26

SOXS

N/A

5Y Dividends CAGR

FVAL

13.48%

SOXS

N/A

5Y EPS CAGR

FVAL

25.73%

SOXS

N/A

Debt to Equity

FVAL

-21.26%

SOXS

N/A

P/S Ratio

FVAL

1.96

SOXS

N/A

P/B Ratio

FVAL

3.48

SOXS

N/A

FVAL vs SOXS - Holdings Comparison

FVAL and SOXS have 0 common holdings. Overlap is 0.00%

FVAL's top 25 holdings weight is 58.79%. SOXS's top 25 holdings weight is 97.34%.

Rank	FVAL	SOXS
#1	NVIDIA CORP (NVDA) - 7.44%	BNY DREYFUS GOVT CASH MGMT INSTL (DGCXX) - 57.76%
#2	APPLE INC (AAPL) - 6.65%	BNY DREYFUS TREASURY SECS CSH MGMT INST (DIRXX) - 22.13%
#3	MICROSOFT CORP (MSFT) - 5.38%	GOLDMAN SACHS FS TREASURY INTMS D (FRDXX) - 17.45%
#4	ALPHABET INC CLASS A (GOOGL) - 5.32%	N/A
#5	FIDELITY CASH CENTRAL FUND (n/a) - 4.35%	N/A
#6	AMAZON.COM INC (AMZN) - 4.17%	N/A
#7	BROADCOM INC (AVGO) - 3.41%	N/A
#8	MICRON TECHNOLOGY INC (MU) - 2.72%	N/A
#9	META PLATFORMS INC CLASS A (META) - 1.94%	N/A
#10	BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.81%	N/A
#11	ELI LILLY AND CO (LLY) - 1.58%	N/A
#12	VISA INC CLASS A (V) - 1.37%	N/A
#13	JOHNSON & JOHNSON (JNJ) - 1.27%	N/A
#14	UNITEDHEALTH GROUP INC (UNH) - 1.09%	N/A
#15	BANK OF AMERICA CORP (BAC) - 1.09%	N/A
#16	ABBVIE INC (ABBV) - 1.04%	N/A
#17	EXXONMOBIL HOLDINGS CORP (XOM) - 1.02%	N/A
#18	CATERPILLAR INC (CAT) - 0.95%	N/A
#19	THE GOLDMAN SACHS GROUP INC (GS) - 0.93%	N/A
#20	THE HOME DEPOT INC (HD) - 0.91%	N/A
#21	HP INC (HPQ) - 0.90%	N/A
#22	WALMART INC (WMT) - 0.87%	N/A
#23	QUALCOMM INC (QCOM) - 0.87%	N/A
#24	MERCK & CO INC (MRK) - 0.86%	N/A
#25	CITIGROUP INC (C) - 0.85%	N/A
Total Holdings	128	3

FVAL vs SOXS - Historical Returns

Returns include dividend reinvestment.

Period	FVAL	SOXS
1 month	+4.06%	-6.04%
3 months	+4.72%	-22.95%
6 months	+12.41%	-84.75%
1 year	+24.98%	-96.46%
5 years(CAGR)	+12.36%	-79.45%
10 years(CAGR)	+14.63%	-78.32%
Max(CAGR)	+14.63%	-71.22%

Winner

FVAL

+4.06%

SOXS

-6.04%

Winner

FVAL

+4.72%

SOXS

-22.95%

Winner

FVAL

+12.41%

SOXS

-84.75%

Winner

FVAL

+24.98%

SOXS

-96.46%

5Y(CAGR)

Winner

FVAL

+12.36%

SOXS

-79.45%

10Y(CAGR)

Winner

FVAL

+14.63%

SOXS

-78.32%

Max(CAGR)

Winner

FVAL

+14.63%

SOXS

-71.22%

FVAL vs SOXS - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	FVAL	SOXS
2026	+14.58%	-91.18%
2025	+19.71%	-85.85%
2024	+18.25%	-65.05%
2023	+23.29%	-85.77%
2022	-15.10%	+22.70%
2021	+32.63%	-81.18%
2020	+8.61%	-92.44%
2019	+29.11%	-83.57%
2018	-8.66%	-12.94%
2017	+20.99%	-69.30%
2016	+8.57%	-74.03%
2015	N/A	-25.17%
2014	N/A	-65.79%
2013	N/A	-67.79%
2012	N/A	-39.67%
2011	N/A	-25.57%
2010	N/A	-61.20%

FVAL vs SOXS Drawdown Comparison

The maximum drawdown for FVAL was -37.25%, occurring on Mar 23, 2020. Recovery took 193 trading sessions.

The maximum drawdown for SOXS was -100.00%, occurring on Jun 30, 2026. This drawdown has not yet recovered.

The current FVAL drawdown is -1.14%. The current SOXS drawdown is -100.00%.

Rank	FVAL	SOXS
#1	-37.25% Feb 12, 2020 - Nov 16, 2020	-100.00% Aug 31, 2010 - Jun 30, 2026
#2	-23.42% Jan 4, 2022 - Dec 11, 2023	-37.46% Mar 15, 2010 - Aug 31, 2010
#3	-19.68% Sep 21, 2018 - Jul 12, 2019	N/A
#4	-18.39% Feb 18, 2025 - Jul 3, 2025	N/A
#5	-10.78% Jan 26, 2018 - Aug 27, 2018	N/A
#6	-8.92% Feb 2, 2026 - Apr 16, 2026	N/A
#7	-7.76% Jul 16, 2024 - Sep 19, 2024	N/A
#8	-7.32% Jul 26, 2019 - Oct 21, 2019	N/A
#9	-5.11% Sep 2, 2021 - Oct 20, 2021	N/A
#10	-4.68% Nov 12, 2025 - Dec 3, 2025	N/A
#11	-4.50% Nov 12, 2021 - Dec 10, 2021	N/A
#12	-4.48% Jun 1, 2026 - Jul 28, 2026	N/A
#13	-4.48% Dec 4, 2024 - Jan 23, 2025	N/A
#14	-4.47% Mar 28, 2024 - May 15, 2024	N/A
#15	-4.16% Jan 17, 2020 - Feb 12, 2020	N/A

Correlation

Correlation between FVAL and SOXS is -0.53 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.53

-101

Dividend Comparison (2010 - 2026)

FVAL vs SOXS dividend yield comparison.

Year	FVAL	SOXS
2026	0.73%	0.68%
2025	1.61%	0.05%
2024	1.60%	0.02%
2023	1.69%	0.00%
2022	1.79%	0.00%
2021	1.41%	0.00%
2020	1.61%	0.00%
2019	1.77%	0.00%
2018	2.06%	0.00%
2017	1.62%	0.00%
2016	0.45%	0.00%
2011	0.00%	0.00%
2010	0.00%	0.00%