GHM vs. QTEC
Compare and contrast key facts about Graham Corporation (GHM) and First Trust NASDAQ-100 Technology Sector Index Fund (QTEC).
QTEC is a passively managed fund by First Trust that tracks the performance of the NASDAQ-100 Technology Sector Index. It was launched on Apr 19, 2006.
Performance
GHM vs. QTEC - Performance Comparison
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GHM vs. QTEC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GHM Graham Corporation | 27.43% | 44.43% | 134.42% | 97.19% | -22.67% | -15.50% | -28.39% | -2.28% | 10.81% | -3.80% |
QTEC First Trust NASDAQ-100 Technology Sector Index Fund | -4.83% | 22.28% | 7.32% | 67.02% | -39.83% | 26.89% | 38.76% | 48.22% | -4.62% | 37.78% |
Returns By Period
In the year-to-date period, GHM achieves a 27.43% return, which is significantly higher than QTEC's -4.83% return. Over the past 10 years, GHM has underperformed QTEC with an annualized return of 16.85%, while QTEC has yielded a comparatively higher 18.13% annualized return.
GHM
- 1D
- 3.71%
- 1M
- -6.05%
- YTD
- 27.43%
- 6M
- 45.54%
- 1Y
- 177.65%
- 3Y*
- 84.28%
- 5Y*
- 42.27%
- 10Y*
- 16.85%
QTEC
- 1D
- 1.44%
- 1M
- -2.41%
- YTD
- -4.83%
- 6M
- -5.34%
- 1Y
- 25.47%
- 3Y*
- 18.89%
- 5Y*
- 8.19%
- 10Y*
- 18.13%
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Return for Risk
GHM vs. QTEC — Risk / Return Rank
GHM
QTEC
GHM vs. QTEC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Graham Corporation (GHM) and First Trust NASDAQ-100 Technology Sector Index Fund (QTEC). 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.
| GHM | QTEC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.42 | 0.87 | +2.55 |
Sortino ratioReturn per unit of downside risk | 3.42 | 1.41 | +2.01 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.19 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 10.10 | 1.64 | +8.47 |
Martin ratioReturn relative to average drawdown | 25.00 | 5.03 | +19.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GHM | QTEC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.42 | 0.87 | +2.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.28 | +0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.66 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.52 | -0.28 |
Correlation
The correlation between GHM and QTEC is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GHM vs. QTEC - Dividend Comparison
Neither GHM nor QTEC has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GHM Graham Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.54% | 2.90% | 1.92% | 1.66% | 1.72% | 1.63% | 1.90% |
QTEC First Trust NASDAQ-100 Technology Sector Index Fund | 0.00% | 0.00% | 0.02% | 0.14% | 0.15% | 0.02% | 0.44% | 0.68% | 0.91% | 0.80% | 1.29% | 0.99% |
Drawdowns
GHM vs. QTEC - Drawdown Comparison
The maximum GHM drawdown since its inception was -86.11%, which is greater than QTEC's maximum drawdown of -58.86%. Use the drawdown chart below to compare losses from any high point for GHM and QTEC.
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Drawdown Indicators
| GHM | QTEC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.11% | -58.86% | -27.25% |
Max Drawdown (1Y)Largest decline over 1 year | -18.21% | -16.03% | -2.18% |
Max Drawdown (5Y)Largest decline over 5 years | -55.86% | -45.54% | -10.32% |
Max Drawdown (10Y)Largest decline over 10 years | -74.83% | -45.54% | -29.29% |
Current DrawdownCurrent decline from peak | -8.15% | -11.14% | +2.99% |
Average DrawdownAverage peak-to-trough decline | -47.64% | -9.96% | -37.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.36% | 5.22% | +2.14% |
Volatility
GHM vs. QTEC - Volatility Comparison
Graham Corporation (GHM) has a higher volatility of 16.43% compared to First Trust NASDAQ-100 Technology Sector Index Fund (QTEC) at 8.48%. This indicates that GHM's price experiences larger fluctuations and is considered to be riskier than QTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GHM | QTEC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.43% | 8.48% | +7.95% |
Volatility (6M)Calculated over the trailing 6-month period | 37.71% | 18.22% | +19.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.34% | 29.51% | +22.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.72% | 29.04% | +19.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.86% | 27.35% | +17.51% |