FIKHX vs. TEFQX

Last updated Apr 2, 2026

Compare and contrast key facts about Fidelity Advisor Technology Fund Class Z (FIKHX) and Firsthand Technology Opportunities Fund (TEFQX).

FIKHX is managed by Fidelity. It was launched on Oct 2, 2018. TEFQX is managed by Firsthand Funds. It was launched on Sep 29, 1999.

Performance

FIKHX vs. TEFQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Advisor Technology Fund Class Z (FIKHX) and Firsthand Technology Opportunities Fund (TEFQX). The values are adjusted to include any dividend payments, if applicable.

FIKHX vs. TEFQX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
FIKHX Fidelity Advisor Technology Fund Class Z	0.00%	24.77%	35.52%	59.89%	-35.93%	27.74%	64.56%	51.18%	-17.39%
TEFQX Firsthand Technology Opportunities Fund	-15.04%	29.82%	-22.02%	10.81%	-60.11%	-16.48%	97.04%	28.50%	-10.41%

Returns By Period

FIKHX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

TEFQX

• 1D: 6.09%
• 1M: -8.13%
• YTD: -15.04%
• 6M: -20.68%
• 1Y: 14.52%
• 3Y*: -5.01%
• 5Y*: -20.06%
• 10Y*: 3.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FIKHX vs. TEFQX - Expense Ratio Comparison

FIKHX has a 0.59% expense ratio, which is lower than TEFQX's 1.85% expense ratio.

TEFQX

Firsthand Technology Opportunities Fund

FIKHX

Fidelity Advisor Technology Fund Class Z

Return for Risk

FIKHX vs. TEFQX — Risk / Return Rank

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

TEFQX

TEFQX Risk / Return Rank: 12
TEFQX Sharpe Ratio Rank: 13
TEFQX Sortino Ratio Rank: 16
TEFQX Omega Ratio Rank: 14
TEFQX Calmar Ratio Rank: 9
TEFQX Martin Ratio Rank: 8

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.

FIKHX vs. TEFQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Technology Fund Class Z (FIKHX) and Firsthand Technology Opportunities Fund (TEFQX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	FIKHX	TEFQX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.43	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.27	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.07	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	-0.02	—

Correlation

The correlation between FIKHX and TEFQX is 0.74, 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.

Dividends

FIKHX vs. TEFQX - Dividend Comparison

FIKHX's dividend yield for the trailing twelve months is around 9.85%, while TEFQX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
FIKHX Fidelity Advisor Technology Fund Class Z	9.85%	9.85%	7.33%	3.86%	3.32%	11.52%	7.42%	2.64%	22.38%	0.00%	0.00%
TEFQX Firsthand Technology Opportunities Fund	0.00%	0.00%	0.00%	1.91%	54.72%	6.88%	15.27%	5.54%	0.00%	0.00%	27.74%

Drawdowns

Drawdown Indicators

	FIKHX	TEFQX	Difference
Max Drawdown Largest peak-to-trough decline	—	-92.33%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-29.26%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-79.25%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-80.17%	—
Current Drawdown Current decline from peak	—	-73.68%	—
Average Drawdown Average peak-to-trough decline	—	-60.08%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	11.04%	—

Volatility

Volatility by Period

	FIKHX	TEFQX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.87%	—
Volatility (6M) Calculated over the trailing 6-month period	—	24.60%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	36.62%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	73.89%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	55.22%	—