Actually, it is different. Investing your personal funds is like choosing between KFC and McDonalds. You have no obligation to invest in any industry you agree or disagree with.
When you are running a business however that changes.If you're in a service industry that requires you to service all customers, then that is unfortunately different. Could you imagine if Coles or Woolworths refused to sell food to gay people because the CEO felt he disagreed with gays? You can't discriminate hiring gays, what makes you think it's any better to discriminate on other levels and where do you draw the line?
You don't have to like gay people, you don't have to agree with gay people, but that doesn't change your obligation when you run a business. I think people miss the fact that these are mutually exclusive.