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TEFQX vs. BOGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEFQX vs. BOGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Firsthand Technology Opportunities Fund (TEFQX) and Black Oak Emerging Technology Fund (BOGSX). The values are adjusted to include any dividend payments, if applicable.

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TEFQX vs. BOGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEFQX
Firsthand Technology Opportunities Fund
-15.04%29.82%-22.02%10.81%-60.11%-16.48%97.04%28.50%4.31%55.45%
BOGSX
Black Oak Emerging Technology Fund
2.33%19.06%9.25%17.79%-27.30%26.89%45.16%38.20%-4.94%19.05%

Returns By Period

In the year-to-date period, TEFQX achieves a -15.04% return, which is significantly lower than BOGSX's 2.33% return. Over the past 10 years, TEFQX has underperformed BOGSX with an annualized return of 3.92%, while BOGSX has yielded a comparatively higher 14.32% annualized return.


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%

BOGSX

1D
4.12%
1M
-3.58%
YTD
2.33%
6M
2.90%
1Y
29.34%
3Y*
11.83%
5Y*
5.58%
10Y*
14.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEFQX vs. BOGSX - Expense Ratio Comparison

TEFQX has a 1.85% expense ratio, which is higher than BOGSX's 1.03% expense ratio.


Return for Risk

TEFQX vs. BOGSX — Risk / Return Rank

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

TEFQX
TEFQX Risk / Return Rank: 1212
Overall Rank
TEFQX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
TEFQX Sortino Ratio Rank: 1616
Sortino Ratio Rank
TEFQX Omega Ratio Rank: 1414
Omega Ratio Rank
TEFQX Calmar Ratio Rank: 99
Calmar Ratio Rank
TEFQX Martin Ratio Rank: 88
Martin Ratio Rank

BOGSX
BOGSX Risk / Return Rank: 6969
Overall Rank
BOGSX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BOGSX Sortino Ratio Rank: 6464
Sortino Ratio Rank
BOGSX Omega Ratio Rank: 5656
Omega Ratio Rank
BOGSX Calmar Ratio Rank: 8686
Calmar Ratio Rank
BOGSX Martin Ratio Rank: 7878
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.

TEFQX vs. BOGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Firsthand Technology Opportunities Fund (TEFQX) and Black Oak Emerging Technology Fund (BOGSX). 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.


TEFQXBOGSXDifference

Sharpe ratio

Return per unit of total volatility

0.43

1.15

-0.72

Sortino ratio

Return per unit of downside risk

0.83

1.74

-0.90

Omega ratio

Gain probability vs. loss probability

1.11

1.24

-0.13

Calmar ratio

Return relative to maximum drawdown

0.31

2.31

-2.00

Martin ratio

Return relative to average drawdown

0.83

8.16

-7.33

TEFQX vs. BOGSX - Sharpe Ratio Comparison

The current TEFQX Sharpe Ratio is 0.43, which is lower than the BOGSX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of TEFQX and BOGSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TEFQXBOGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

1.15

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

0.22

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

0.59

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.06

-0.08

Correlation

The correlation between TEFQX and BOGSX is 0.82, 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

TEFQX vs. BOGSX - Dividend Comparison

TEFQX has not paid dividends to shareholders, while BOGSX's dividend yield for the trailing twelve months is around 5.63%.


TTM20252024202320222021202020192018201720162015
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%0.00%
BOGSX
Black Oak Emerging Technology Fund
5.63%5.76%7.96%3.79%1.87%11.31%6.30%5.47%11.71%7.71%4.00%3.09%

Drawdowns

TEFQX vs. BOGSX - Drawdown Comparison

The maximum TEFQX drawdown since its inception was -92.33%, roughly equal to the maximum BOGSX drawdown of -92.80%. Use the drawdown chart below to compare losses from any high point for TEFQX and BOGSX.


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Drawdown Indicators


TEFQXBOGSXDifference

Max Drawdown

Largest peak-to-trough decline

-92.33%

-92.80%

+0.47%

Max Drawdown (1Y)

Largest decline over 1 year

-29.26%

-12.77%

-16.49%

Max Drawdown (5Y)

Largest decline over 5 years

-79.25%

-33.93%

-45.32%

Max Drawdown (10Y)

Largest decline over 10 years

-80.17%

-33.93%

-46.24%

Current Drawdown

Current decline from peak

-73.68%

-6.50%

-67.18%

Average Drawdown

Average peak-to-trough decline

-60.08%

-59.36%

-0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.04%

3.62%

+7.42%

Volatility

TEFQX vs. BOGSX - Volatility Comparison

Firsthand Technology Opportunities Fund (TEFQX) has a higher volatility of 11.87% compared to Black Oak Emerging Technology Fund (BOGSX) at 8.28%. This indicates that TEFQX's price experiences larger fluctuations and is considered to be riskier than BOGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEFQXBOGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.87%

8.28%

+3.59%

Volatility (6M)

Calculated over the trailing 6-month period

24.60%

17.11%

+7.49%

Volatility (1Y)

Calculated over the trailing 1-year period

36.62%

26.21%

+10.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.89%

25.19%

+48.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.22%

24.47%

+30.75%