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BUFEX vs. PRGTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUFEX vs. PRGTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Buffalo Large Cap Fund (BUFEX) and T. Rowe Price Global Technology Fund (PRGTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BUFEX achieves a 6.77% return, which is significantly lower than PRGTX's 42.49% return. Over the past 10 years, BUFEX has underperformed PRGTX with an annualized return of 16.13%, while PRGTX has yielded a comparatively higher 20.21% annualized return.


BUFEX

1D
-0.95%
1M
-0.87%
YTD
6.77%
6M
5.80%
1Y
21.94%
3Y*
21.41%
5Y*
12.22%
10Y*
16.13%

PRGTX

1D
0.45%
1M
7.41%
YTD
42.49%
6M
42.54%
1Y
73.93%
3Y*
39.48%
5Y*
9.67%
10Y*
20.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUFEX vs. PRGTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BUFEX
Buffalo Large Cap Fund
6.77%16.27%28.86%40.39%-28.64%25.55%28.08%31.76%-1.60%24.86%
PRGTX
T. Rowe Price Global Technology Fund
42.49%27.28%33.12%55.92%-55.53%8.85%75.77%34.22%-10.07%47.09%

Correlation

The correlation between BUFEX and PRGTX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2001

0.87

The correlation between BUFEX and PRGTX has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.

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Return for Risk

BUFEX vs. PRGTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BUFEX
BUFEX Risk / Return Rank: 2929
Overall Rank
BUFEX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
BUFEX Sortino Ratio Rank: 3131
Sortino Ratio Rank
BUFEX Omega Ratio Rank: 3232
Omega Ratio Rank
BUFEX Calmar Ratio Rank: 2424
Calmar Ratio Rank
BUFEX Martin Ratio Rank: 2727
Martin Ratio Rank

PRGTX
PRGTX Risk / Return Rank: 8888
Overall Rank
PRGTX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PRGTX Sortino Ratio Rank: 7979
Sortino Ratio Rank
PRGTX Omega Ratio Rank: 8181
Omega Ratio Rank
PRGTX Calmar Ratio Rank: 9696
Calmar Ratio Rank
PRGTX Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BUFEX vs. PRGTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Buffalo Large Cap Fund (BUFEX) and T. Rowe Price Global Technology Fund (PRGTX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BUFEXPRGTXDifference
Sharpe ratioReturn per unit of total volatility

-1.37

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.28

1.49

-0.21

Calmar ratioReturn relative to maximum drawdown

1.68

5.81

-4.13

Martin ratioReturn relative to average drawdown

5.85

17.27

-11.41

BUFEX vs. PRGTX - Sharpe Ratio Comparison

The current BUFEX Sharpe Ratio is 1.56, which is lower than the PRGTX Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of BUFEX and PRGTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BUFEX vs. PRGTX - Drawdown Comparison

The maximum BUFEX drawdown since its inception was -54.12%, smaller than the maximum PRGTX drawdown of -71.18%. Use the drawdown chart below to compare losses from any high point for BUFEX and PRGTX.


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Drawdown Indicators


BUFEXPRGTXDifference

Max Drawdown

Largest peak-to-trough decline

-54.12%

-71.18%

+17.06%

Max Drawdown (1Y)

Largest decline over 1 year

-13.76%

-13.06%

-0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-21.46%

-26.67%

+5.21%

Max Drawdown (5Y)

Largest decline over 5 years

-32.54%

-65.29%

+32.75%

Max Drawdown (10Y)

Largest decline over 10 years

-32.54%

-65.29%

+32.75%

Current Drawdown

Current decline from peak

-3.33%

-1.18%

-2.15%

Average Drawdown

Average peak-to-trough decline

-9.22%

-21.50%

+12.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

4.38%

-0.43%

Volatility

BUFEX vs. PRGTX - Volatility Comparison

The current volatility for Buffalo Large Cap Fund (BUFEX) is 5.82%, while T. Rowe Price Global Technology Fund (PRGTX) has a volatility of 13.28%. This indicates that BUFEX experiences smaller price fluctuations and is considered to be less risky than PRGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUFEXPRGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

13.28%

-7.46%

Volatility (6M)

Calculated over the trailing 6-month period

11.80%

21.87%

-10.07%

Volatility (1Y)

Calculated over the trailing 1-year period

14.89%

25.99%

-11.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.88%

32.18%

-12.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.56%

28.64%

-9.08%

BUFEX vs. PRGTX - Expense Ratio Comparison

BUFEX has a 0.93% expense ratio, which is lower than PRGTX's 0.95% expense ratio.


Dividends

BUFEX vs. PRGTX - Dividend Comparison

BUFEX's dividend yield for the trailing twelve months is around 6.32%, while PRGTX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BUFEX
Buffalo Large Cap Fund
6.32%6.75%3.65%0.03%3.07%25.69%0.14%1.42%6.00%5.33%0.00%6.83%
PRGTX
T. Rowe Price Global Technology Fund
0.00%0.00%0.00%0.00%3.28%27.71%5.05%0.15%24.67%15.81%9.46%10.03%

Frequently Asked Questions


BUFEX and PRGTX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRGTX has higher volatility (13.28%) compared to BUFEX (5.82%). In terms of maximum drawdown, BUFEX dropped -54.12% vs PRGTX's -71.18%.

PRGTX currently has the higher Sharpe Ratio (2.92 vs 1.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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