TEFQX vs. STK
TEFQX (Firsthand Technology Opportunities Fund) and STK (Columbia Seligman Premium Technology Growth Fund) are both Technology Equities funds. Over the past 10 years, TEFQX returned 4.26%/yr vs 22.46%/yr for STK. Their 0.58 correlation means they have sometimes moved together and sometimes differently. TEFQX charges 1.85%/yr vs 1.12%/yr for STK.
Performance
TEFQX vs. STK - Performance Comparison
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Returns By Period
In the year-to-date period, TEFQX achieves a -4.07% return, which is significantly lower than STK's 41.62% return. Over the past 10 years, TEFQX has underperformed STK with an annualized return of 4.26%, while STK has yielded a comparatively higher 22.46% annualized return.
TEFQX
- 1D
- 4.42%
- 1M
- -10.61%
- 6M
- 1.94%
- YTD
- -4.07%
- 1Y
- -5.22%
- 3Y*
- -1.54%
- 5Y*
- -20.09%
- 10Y*
- 4.26%
- ALL TIME*
- -0.43%
STK
- 1D
- 2.90%
- 1M
- -1.07%
- 6M
- 29.19%
- YTD
- 41.62%
- 1Y
- 77.64%
- 3Y*
- 31.89%
- 5Y*
- 19.71%
- 10Y*
- 22.46%
- ALL TIME*
- 16.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.60M | $2.94M | $3.64M | |
| $0.00 | $0.00 | $0.00 |
TEFQX vs. STK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEFQX Firsthand Technology Opportunities Fund | -4.07% | 29.82% | -22.02% | 10.81% | -60.11% | -16.48% | 97.04% | 28.50% | 4.31% | 55.45% |
STK Columbia Seligman Premium Technology Growth Fund | 41.62% | 24.85% | 17.74% | 46.60% | -30.36% | 48.63% | 25.39% | 52.73% | -14.91% | 33.52% |
Correlation
The correlation between TEFQX and STK is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (3Y) Balances recent behavior with more history. | 0.62 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Nov 27, 2009 | 0.58 |
The correlation between TEFQX and STK has been stable across timeframes, ranging from 0.58 to 0.67 - a consistent structural relationship.
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Return for Risk
TEFQX vs. STK — Risk / Return Rank
TEFQX
STK
TEFQX vs. STK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Firsthand Technology Opportunities Fund (TEFQX) and Columbia Seligman Premium Technology Growth Fund (STK). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TEFQX | STK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.74 | ||
| Sortino ratioReturn per unit of downside risk | -2.99 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.43 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 3.73 | -3.80 |
| Martin ratioReturn relative to average drawdown | -0.17 | 13.41 | -13.58 |
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Drawdowns
TEFQX vs. STK - Drawdown Comparison
The maximum TEFQX drawdown since its inception was -92.33%, which is greater than STK's maximum drawdown of -41.74%. Use the drawdown chart below to compare losses from any high point for TEFQX and STK.
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Drawdown Indicators
| TEFQX | STK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.33% | -41.74% | -50.59% |
Max Drawdown (1Y)Largest decline over 1 year | -31.51% | -20.93% | -10.58% |
Max Drawdown (3Y)Largest decline over 3 years | -61.62% | -26.59% | -35.03% |
Max Drawdown (5Y)Largest decline over 5 years | -77.80% | -36.27% | -41.53% |
Max Drawdown (10Y)Largest decline over 10 years | -80.17% | -41.74% | -38.43% |
Current DrawdownCurrent decline from peak | -70.28% | -11.55% | -58.73% |
Average DrawdownAverage peak-to-trough decline | -60.17% | -7.45% | -52.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.91% | 5.81% | +8.10% |
Volatility
TEFQX vs. STK - Volatility Comparison
Firsthand Technology Opportunities Fund (TEFQX) has a higher volatility of 13.55% compared to Columbia Seligman Premium Technology Growth Fund (STK) at 10.99%. This indicates that TEFQX's price experiences larger fluctuations and is considered to be riskier than STK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TEFQX | STK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.55% | 10.99% | +2.56% |
Volatility (6M)Calculated over the trailing 6-month period | 31.90% | 25.45% | +6.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.36% | 29.14% | +9.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.44% | 26.26% | +48.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.81% | 26.67% | +29.14% |
TEFQX vs. STK - Expense Ratio Comparison
TEFQX has a 1.85% expense ratio, which is higher than STK's 1.12% expense ratio.
Dividends
TEFQX vs. STK - Dividend Comparison
TEFQX has not paid dividends to shareholders, while STK's dividend yield for the trailing twelve months is around 5.32%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STK Columbia Seligman Premium Technology Growth Fund | 5.32% | 7.38% | 16.02% | 6.70% | 12.62% | 8.48% | 6.79% | 7.86% | 14.88% | 11.82% | 9.87% | 10.32% |
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% |
Frequently Asked Questions
TEFQX and STK have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TEFQX has higher volatility (13.55%) compared to STK (10.99%). In terms of maximum drawdown, TEFQX dropped -92.33% vs STK's -41.74%.
STK currently has the higher Sharpe Ratio (2.68 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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