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TEFQX vs. TOWTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEFQX vs. TOWTX - Performance Comparison

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

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TEFQX vs. TOWTX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TEFQX
Firsthand Technology Opportunities Fund
-15.04%29.82%-22.02%10.81%-60.11%-20.21%
TOWTX
Towpath Technology Fund
-7.44%9.55%12.82%29.78%-15.96%17.73%

Returns By Period

In the year-to-date period, TEFQX achieves a -15.04% return, which is significantly lower than TOWTX's -7.44% 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%

TOWTX

1D
2.35%
1M
-2.45%
YTD
-7.44%
6M
-4.99%
1Y
5.48%
3Y*
11.17%
5Y*
6.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEFQX vs. TOWTX - Expense Ratio Comparison

TEFQX has a 1.85% expense ratio, which is higher than TOWTX's 1.10% expense ratio.


Return for Risk

TEFQX vs. TOWTX — 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

TOWTX
TOWTX Risk / Return Rank: 1111
Overall Rank
TOWTX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TOWTX Sortino Ratio Rank: 1010
Sortino Ratio Rank
TOWTX Omega Ratio Rank: 99
Omega Ratio Rank
TOWTX Calmar Ratio Rank: 1313
Calmar Ratio Rank
TOWTX Martin Ratio Rank: 1212
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. TOWTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Firsthand Technology Opportunities Fund (TEFQX) and Towpath Technology Fund (TOWTX). 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.


TEFQXTOWTXDifference

Sharpe ratio

Return per unit of total volatility

0.43

0.35

+0.08

Sortino ratio

Return per unit of downside risk

0.83

0.63

+0.20

Omega ratio

Gain probability vs. loss probability

1.11

1.08

+0.02

Calmar ratio

Return relative to maximum drawdown

0.31

0.57

-0.25

Martin ratio

Return relative to average drawdown

0.83

1.80

-0.98

TEFQX vs. TOWTX - Sharpe Ratio Comparison

The current TEFQX Sharpe Ratio is 0.43, which is comparable to the TOWTX Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of TEFQX and TOWTX, 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


TEFQXTOWTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

0.35

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

0.00

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.00

-0.02

Correlation

The correlation between TEFQX and TOWTX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TEFQX vs. TOWTX - Dividend Comparison

TEFQX has not paid dividends to shareholders, while TOWTX's dividend yield for the trailing twelve months is around 1.84%.


TTM2025202420232022202120202019201820172016
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%
TOWTX
Towpath Technology Fund
1.84%1.70%3.55%0.42%0.57%0.66%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TEFQX vs. TOWTX - Drawdown Comparison

The maximum TEFQX drawdown since its inception was -92.33%, smaller than the maximum TOWTX drawdown of -98.79%. Use the drawdown chart below to compare losses from any high point for TEFQX and TOWTX.


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Drawdown Indicators


TEFQXTOWTXDifference

Max Drawdown

Largest peak-to-trough decline

-92.33%

-98.79%

+6.46%

Max Drawdown (1Y)

Largest decline over 1 year

-29.26%

-11.62%

-17.64%

Max Drawdown (5Y)

Largest decline over 5 years

-79.25%

-98.79%

+19.54%

Max Drawdown (10Y)

Largest decline over 10 years

-80.17%

Current Drawdown

Current decline from peak

-73.68%

-98.57%

+24.89%

Average Drawdown

Average peak-to-trough decline

-60.08%

-26.24%

-33.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.04%

3.65%

+7.39%

Volatility

TEFQX vs. TOWTX - Volatility Comparison

Firsthand Technology Opportunities Fund (TEFQX) has a higher volatility of 11.87% compared to Towpath Technology Fund (TOWTX) at 4.83%. This indicates that TEFQX's price experiences larger fluctuations and is considered to be riskier than TOWTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEFQXTOWTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.87%

4.83%

+7.04%

Volatility (6M)

Calculated over the trailing 6-month period

24.60%

11.33%

+13.27%

Volatility (1Y)

Calculated over the trailing 1-year period

36.62%

18.38%

+18.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.89%

3,101.36%

-3,027.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.22%

3,034.51%

-2,979.29%