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TEFQX vs. FELIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEFQX vs. FELIX - Performance Comparison

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

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TEFQX vs. FELIX - 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%
FELIX
Fidelity Advisor Semiconductors Fund Class I
7.49%45.25%44.10%75.49%-34.88%57.89%44.02%64.21%-12.52%34.54%

Returns By Period

In the year-to-date period, TEFQX achieves a -15.04% return, which is significantly lower than FELIX's 7.49% return. Over the past 10 years, TEFQX has underperformed FELIX with an annualized return of 3.92%, while FELIX has yielded a comparatively higher 30.89% 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%

FELIX

1D
7.13%
1M
-4.45%
YTD
7.49%
6M
14.48%
1Y
88.72%
3Y*
41.62%
5Y*
29.03%
10Y*
30.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEFQX vs. FELIX - Expense Ratio Comparison

TEFQX has a 1.85% expense ratio, which is higher than FELIX's 0.75% expense ratio.


Return for Risk

TEFQX vs. FELIX — 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

FELIX
FELIX Risk / Return Rank: 9595
Overall Rank
FELIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FELIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
FELIX Omega Ratio Rank: 9090
Omega Ratio Rank
FELIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FELIX Martin Ratio Rank: 9898
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. FELIX - Risk-Adjusted Trends Comparison

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


TEFQXFELIXDifference

Sharpe ratio

Return per unit of total volatility

0.43

2.26

-1.83

Sortino ratio

Return per unit of downside risk

0.83

2.86

-2.03

Omega ratio

Gain probability vs. loss probability

1.11

1.40

-0.30

Calmar ratio

Return relative to maximum drawdown

0.31

5.21

-4.90

Martin ratio

Return relative to average drawdown

0.83

19.71

-18.89

TEFQX vs. FELIX - Sharpe Ratio Comparison

The current TEFQX Sharpe Ratio is 0.43, which is lower than the FELIX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of TEFQX and FELIX, 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


TEFQXFELIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

2.26

-1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

0.77

-1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

0.90

-0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.41

-0.43

Correlation

The correlation between TEFQX and FELIX 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

TEFQX vs. FELIX - Dividend Comparison

TEFQX has not paid dividends to shareholders, while FELIX's dividend yield for the trailing twelve months is around 6.05%.


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%
FELIX
Fidelity Advisor Semiconductors Fund Class I
6.05%6.51%6.44%3.15%3.09%4.14%4.43%1.04%19.34%9.50%0.55%10.37%

Drawdowns

TEFQX vs. FELIX - Drawdown Comparison

The maximum TEFQX drawdown since its inception was -92.33%, which is greater than FELIX's maximum drawdown of -71.17%. Use the drawdown chart below to compare losses from any high point for TEFQX and FELIX.


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Drawdown Indicators


TEFQXFELIXDifference

Max Drawdown

Largest peak-to-trough decline

-92.33%

-71.17%

-21.16%

Max Drawdown (1Y)

Largest decline over 1 year

-29.26%

-17.09%

-12.17%

Max Drawdown (5Y)

Largest decline over 5 years

-79.25%

-46.02%

-33.23%

Max Drawdown (10Y)

Largest decline over 10 years

-80.17%

-46.02%

-34.15%

Current Drawdown

Current decline from peak

-73.68%

-8.56%

-65.12%

Average Drawdown

Average peak-to-trough decline

-60.08%

-21.27%

-38.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.04%

4.52%

+6.52%

Volatility

TEFQX vs. FELIX - Volatility Comparison

The current volatility for Firsthand Technology Opportunities Fund (TEFQX) is 11.87%, while Fidelity Advisor Semiconductors Fund Class I (FELIX) has a volatility of 12.80%. This indicates that TEFQX experiences smaller price fluctuations and is considered to be less risky than FELIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEFQXFELIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.87%

12.80%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

24.60%

25.67%

-1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

36.62%

40.18%

-3.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.89%

38.07%

+35.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.22%

34.41%

+20.81%