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ISIN
US90386H7355
Inception Date
Dec 29, 2015
Min. Investment
$10,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

MRFOX Performance Chart

Marshfield Concentrated Opportunity Fund (MRFOX) is down 1.0% since the beginning of the year. MRFOX is currently trading at $34 per share. Investors who bought $1,000 worth of MRFOX shares 5 years ago would now be looking at an investment worth $1,679.


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S&P 500 Index

Returns By Period

Marshfield Concentrated Opportunity Fund (MRFOX) has returned -0.99% so far this year and 4.44% over the past 12 months. Looking at the last ten years, MRFOX has achieved an annualized return of 15.41%, outperforming the S&P 500 Index benchmark, which averaged 13.66% per year.


Marshfield Concentrated Opportunity Fund

1D
-0.41%
1M
-1.68%
YTD
-0.99%
6M
-1.78%
1Y
4.44%
3Y*
13.82%
5Y*
10.92%
10Y*
15.41%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRFOX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 2016, MRFOX's average daily return is +0.06%, while the average monthly return is +1.24%. At this rate, an investment would double in approximately 4.7 years.

Historically, 63% of months were positive and 37% were negative. The best month was Oct 2022 with a return of +12.1%, while the worst month was Mar 2020 at -10.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, MRFOX closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -9.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.99%0.12%-4.04%5.62%-3.30%-0.09%-0.99%
20252.87%1.32%-1.39%-0.28%1.45%-1.12%0.65%5.71%1.16%-4.54%4.96%-0.74%10.05%
20243.01%5.81%3.28%-3.90%1.28%1.45%1.08%2.99%0.98%-2.45%6.83%-3.84%17.10%
20233.53%-1.68%0.73%2.83%-4.76%6.32%2.45%-0.27%-2.28%-0.12%6.97%3.32%17.68%
2022-2.82%-3.17%2.45%-3.83%2.30%-4.30%5.26%-1.23%-4.79%12.08%7.50%-2.95%5.06%
2021-3.49%6.00%4.77%3.08%0.35%1.08%1.88%-0.42%-2.86%3.47%-2.85%6.04%17.71%

Benchmark Metrics

Marshfield Concentrated Opportunity Fund has an annualized alpha of 5.41%, beta of 0.69, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (82.17%) than losses (67.94%) - typical of diversified or defensive assets.
  • This fund generated an annualized alpha of 5.41% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.69 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
5.41%
Beta
0.69
0.75
Upside Capture
82.17%
Downside Capture
67.94%

Expense Ratio

MRFOX has a high expense ratio of 1.05%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

MRFOX ranks 6 for risk / return — in the bottom 6% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


MRFOX Risk / Return Rank: 66
Overall Rank
MRFOX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
MRFOX Sortino Ratio Rank: 66
Sortino Ratio Rank
MRFOX Omega Ratio Rank: 66
Omega Ratio Rank
MRFOX Calmar Ratio Rank: 77
Calmar Ratio Rank
MRFOX Martin Ratio Rank: 77
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Marshfield Concentrated Opportunity Fund (MRFOX) and compare them to S&P 500 Index.


MRFOXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.77

Sortino ratioReturn per unit of downside risk

-2.31

Omega ratioGain probability vs. loss probability

1.09

1.41

-0.32

Calmar ratioReturn relative to maximum drawdown

0.66

2.93

-2.27

Martin ratioReturn relative to average drawdown

1.90

13.52

-11.62

Dividends

Dividend History

Marshfield Concentrated Opportunity Fund provided a 1.64% dividend yield over the last twelve months, with an annual payout of $0.56 per share.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.50$1.00$1.502016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.56$0.56$1.45$0.13$0.09$1.56$0.56$0.26$0.27$0.29$0.07

Dividend yield

1.64%1.62%4.59%0.46%0.35%6.78%2.68%1.39%1.94%2.06%0.60%

Monthly Dividends

The table displays the monthly dividend distributions for Marshfield Concentrated Opportunity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.56$0.56
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.45$1.45
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.56$1.56

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Marshfield Concentrated Opportunity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Marshfield Concentrated Opportunity Fund was 29.10%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.

The current Marshfield Concentrated Opportunity Fund drawdown is 3.39%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-29.10%Mar 2020
1mo 2d2mo 14d
3mo 16dFeb 2020 - Jun 2020
Rate-hike selloffLate 2018
-13.03%Dec 2018
3mo 1d1mo 22d
4mo 23dSep 2018 - Feb 2019
Bear market2022
-12.98%Jun 2022
5mo 12d4mo 14d
9mo 26dJan 2022 - Oct 2022
2016 pullback2016
-8.95%Feb 2016
1mo 6d22d
1mo 28dJan 2016 - Mar 2016
2018 pullback2018
-8.19%Feb 2018
10d4mo
4mo 10dJan 2018 - Jun 2018

Drawdown Indicators


MRFOXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-29.10%

-56.78%

+27.68%

Max Drawdown (1Y)

Largest decline over 1 year

-7.03%

-9.10%

+2.07%

Max Drawdown (3Y)

Largest decline over 3 years

-7.91%

-18.90%

+10.99%

Max Drawdown (5Y)

Largest decline over 5 years

-12.98%

-25.43%

+12.45%

Max Drawdown (10Y)

Largest decline over 10 years

-29.10%

-33.92%

+4.82%

Current Drawdown

Current decline from peak

-3.39%

-0.74%

-2.65%

Average Drawdown

Average peak-to-trough decline

-2.37%

-10.72%

+8.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

1.97%

+0.47%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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