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ALAFX vs. MRFOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ALAFX vs. MRFOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Focus Equity A Fund (ALAFX) and Marshfield Concentrated Opportunity Fund (MRFOX). The values are adjusted to include any dividend payments, if applicable.

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ALAFX vs. MRFOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALAFX
Alger Focus Equity A Fund
-13.66%39.65%51.72%44.15%-35.95%20.00%45.73%33.84%1.33%28.70%
MRFOX
Marshfield Concentrated Opportunity Fund
-4.08%10.05%17.10%17.68%5.06%17.71%15.19%36.26%1.89%25.92%

Returns By Period

In the year-to-date period, ALAFX achieves a -13.66% return, which is significantly lower than MRFOX's -4.08% return. Over the past 10 years, ALAFX has outperformed MRFOX with an annualized return of 18.24%, while MRFOX has yielded a comparatively lower 15.18% annualized return.


ALAFX

1D
-1.70%
1M
-9.07%
YTD
-13.66%
6M
-14.20%
1Y
35.99%
3Y*
31.99%
5Y*
14.69%
10Y*
18.24%

MRFOX

1D
0.67%
1M
-5.13%
YTD
-4.08%
6M
-4.60%
1Y
2.70%
3Y*
12.36%
5Y*
10.91%
10Y*
15.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ALAFX vs. MRFOX - Expense Ratio Comparison

ALAFX has a 0.95% expense ratio, which is lower than MRFOX's 1.05% expense ratio.


Return for Risk

ALAFX vs. MRFOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ALAFX
ALAFX Risk / Return Rank: 7373
Overall Rank
ALAFX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ALAFX Sortino Ratio Rank: 7777
Sortino Ratio Rank
ALAFX Omega Ratio Rank: 6969
Omega Ratio Rank
ALAFX Calmar Ratio Rank: 7878
Calmar Ratio Rank
ALAFX Martin Ratio Rank: 6767
Martin Ratio Rank

MRFOX
MRFOX Risk / Return Rank: 1212
Overall Rank
MRFOX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MRFOX Sortino Ratio Rank: 1313
Sortino Ratio Rank
MRFOX Omega Ratio Rank: 1111
Omega Ratio Rank
MRFOX Calmar Ratio Rank: 1212
Calmar Ratio Rank
MRFOX Martin Ratio Rank: 1111
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.

ALAFX vs. MRFOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Focus Equity A Fund (ALAFX) and Marshfield Concentrated Opportunity Fund (MRFOX). 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.


ALAFXMRFOXDifference

Sharpe ratio

Return per unit of total volatility

1.31

0.31

+1.00

Sortino ratio

Return per unit of downside risk

1.89

0.54

+1.35

Omega ratio

Gain probability vs. loss probability

1.25

1.07

+0.19

Calmar ratio

Return relative to maximum drawdown

1.84

0.31

+1.53

Martin ratio

Return relative to average drawdown

6.30

0.80

+5.50

ALAFX vs. MRFOX - Sharpe Ratio Comparison

The current ALAFX Sharpe Ratio is 1.31, which is higher than the MRFOX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of ALAFX and MRFOX, 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


ALAFXMRFOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

0.31

+1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.91

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

1.07

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.79

1.05

-0.26

Correlation

The correlation between ALAFX and MRFOX is 0.61, 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

ALAFX vs. MRFOX - Dividend Comparison

ALAFX's dividend yield for the trailing twelve months is around 9.16%, more than MRFOX's 1.69% yield.


TTM2025202420232022202120202019201820172016
ALAFX
Alger Focus Equity A Fund
9.16%7.91%0.00%0.10%0.06%14.09%6.28%1.98%5.41%0.00%0.00%
MRFOX
Marshfield Concentrated Opportunity Fund
1.69%1.62%4.59%0.46%0.35%6.78%2.68%1.39%1.94%2.06%0.60%

Drawdowns

ALAFX vs. MRFOX - Drawdown Comparison

The maximum ALAFX drawdown since its inception was -43.65%, which is greater than MRFOX's maximum drawdown of -29.10%. Use the drawdown chart below to compare losses from any high point for ALAFX and MRFOX.


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Drawdown Indicators


ALAFXMRFOXDifference

Max Drawdown

Largest peak-to-trough decline

-43.65%

-29.10%

-14.55%

Max Drawdown (1Y)

Largest decline over 1 year

-17.58%

-7.09%

-10.49%

Max Drawdown (5Y)

Largest decline over 5 years

-43.65%

-12.98%

-30.67%

Max Drawdown (10Y)

Largest decline over 10 years

-43.65%

-29.10%

-14.55%

Current Drawdown

Current decline from peak

-17.58%

-6.40%

-11.18%

Average Drawdown

Average peak-to-trough decline

-7.75%

-2.37%

-5.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.14%

2.75%

+2.39%

Volatility

ALAFX vs. MRFOX - Volatility Comparison

Alger Focus Equity A Fund (ALAFX) has a higher volatility of 7.56% compared to Marshfield Concentrated Opportunity Fund (MRFOX) at 2.74%. This indicates that ALAFX's price experiences larger fluctuations and is considered to be riskier than MRFOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALAFXMRFOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

2.74%

+4.82%

Volatility (6M)

Calculated over the trailing 6-month period

16.38%

7.00%

+9.38%

Volatility (1Y)

Calculated over the trailing 1-year period

27.14%

11.79%

+15.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.07%

12.04%

+14.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.85%

14.29%

+9.56%