TEFQX vs. FELIX
Compare and contrast key facts about Firsthand Technology Opportunities Fund (TEFQX) and Fidelity Advisor Semiconductors Fund Class I (FELIX).
TEFQX is managed by Firsthand Funds. It was launched on Sep 29, 1999. FELIX is managed by Fidelity. It was launched on Dec 27, 2000.
Performance
TEFQX vs. FELIX - Performance Comparison
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TEFQX vs. FELIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
TEFQX
FELIX
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.
| TEFQX | FELIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 2.26 | -1.83 |
Sortino ratioReturn per unit of downside risk | 0.83 | 2.86 | -2.03 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.40 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 0.31 | 5.21 | -4.90 |
Martin ratioReturn relative to average drawdown | 0.83 | 19.71 | -18.89 |
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
| TEFQX | FELIX | Difference | |
|---|---|---|---|
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%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| TEFQX | FELIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -73.68% | -8.56% | -65.12% |
Average DrawdownAverage peak-to-trough decline | -60.08% | -21.27% | -38.81% |
Ulcer IndexDepth 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
| TEFQX | FELIX | Difference | |
|---|---|---|---|
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% |