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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 5.27% return, which is significantly lower than PRGTX's 23.62% return. Over the past 10 years, BUFEX has underperformed PRGTX with an annualized return of 14.97%, while PRGTX has yielded a comparatively higher 17.34% annualized return.


BUFEX

1D
2.47%
1M
-1.13%
6M
5.77%
YTD
5.27%
1Y
13.54%
3Y*
19.23%
5Y*
10.85%
10Y*
14.97%
ALL TIME*
10.90%

PRGTX

1D
5.19%
1M
-5.99%
6M
20.57%
YTD
23.62%
1Y
40.50%
3Y*
30.64%
5Y*
6.46%
10Y*
17.34%
ALL TIME*
11.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

BUFEX vs. PRGTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BUFEX
Buffalo Large Cap Fund
5.27%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
23.62%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 0.89, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.89

Correlation (3Y)
Balances recent behavior with more history.

0.90

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.88

Correlation (10Y)
Provides a long-term view across more market conditions.

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 historical risk-adjusted metric ranks over the past 12 months.

BUFEX
BUFEX Risk / Return Rank: 2020
Overall Rank
BUFEX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BUFEX Sortino Ratio Rank: 2121
Sortino Ratio Rank
BUFEX Omega Ratio Rank: 2121
Omega Ratio Rank
BUFEX Calmar Ratio Rank: 1818
Calmar Ratio Rank
BUFEX Martin Ratio Rank: 2020
Martin Ratio Rank

PRGTX
PRGTX Risk / Return Rank: 5050
Overall Rank
PRGTX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PRGTX Sortino Ratio Rank: 4343
Sortino Ratio Rank
PRGTX Omega Ratio Rank: 4747
Omega Ratio Rank
PRGTX Calmar Ratio Rank: 6161
Calmar Ratio Rank
PRGTX Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

-0.50

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.14

1.23

-0.09

Calmar ratioReturn relative to maximum drawdown

0.87

1.99

-1.12

Martin ratioReturn relative to average drawdown

2.85

6.74

-3.89

BUFEX vs. PRGTX - Sharpe Ratio Comparison

The current BUFEX Sharpe Ratio is 0.77, which is lower than the PRGTX Sharpe Ratio of 1.27. 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%

-18.50%

+4.74%

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

-4.68%

-14.26%

+9.58%

Average Drawdown

Average peak-to-trough decline

-9.20%

-21.45%

+12.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

5.45%

-1.28%

Volatility

BUFEX vs. PRGTX - Volatility Comparison

The current volatility for Buffalo Large Cap Fund (BUFEX) is 4.70%, while T. Rowe Price Global Technology Fund (PRGTX) has a volatility of 11.71%. 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

4.70%

11.71%

-7.01%

Volatility (6M)

Calculated over the trailing 6-month period

12.43%

25.46%

-13.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.53%

29.02%

-13.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.96%

32.66%

-12.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.54%

28.83%

-9.29%

BUFEX vs. PRGTX - Expense Ratio Comparison

Both BUFEX and PRGTX have an expense ratio of 0.93%.


Dividends

BUFEX vs. PRGTX - Dividend Comparison

BUFEX's dividend yield for the trailing twelve months is around 6.41%, while PRGTX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BUFEX
Buffalo Large Cap Fund
6.41%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 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRGTX has higher volatility (11.71%) compared to BUFEX (4.70%). In terms of maximum drawdown, BUFEX dropped -54.12% vs PRGTX's -71.18%.

PRGTX currently has the higher Sharpe Ratio (1.27 vs 0.77), 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.

Portfolio Optimizer

Find the right allocation for BUFEX and PRGTX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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