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BIOPX vs. MRFOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BIOPX and MRFOX is 0.59, 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.


-0.50.00.51.00.6

Performance

BIOPX vs. MRFOX - Performance Comparison

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

120.00%140.00%160.00%180.00%200.00%220.00%240.00%JulyAugustSeptemberOctoberNovemberDecember
182.30%
220.99%
BIOPX
MRFOX

Key characteristics

Sharpe Ratio

BIOPX:

1.73

MRFOX:

1.44

Sortino Ratio

BIOPX:

2.26

MRFOX:

1.90

Omega Ratio

BIOPX:

1.31

MRFOX:

1.30

Calmar Ratio

BIOPX:

1.16

MRFOX:

1.76

Martin Ratio

BIOPX:

9.77

MRFOX:

7.60

Ulcer Index

BIOPX:

3.94%

MRFOX:

1.86%

Daily Std Dev

BIOPX:

22.20%

MRFOX:

9.78%

Max Drawdown

BIOPX:

-67.79%

MRFOX:

-29.10%

Current Drawdown

BIOPX:

-7.73%

MRFOX:

-7.53%

Returns By Period

In the year-to-date period, BIOPX achieves a 35.63% return, which is significantly higher than MRFOX's 12.61% return.


BIOPX

YTD

35.63%

1M

0.36%

6M

13.71%

1Y

36.21%

5Y*

16.02%

10Y*

10.08%

MRFOX

YTD

12.61%

1M

-4.10%

6M

0.19%

1Y

13.09%

5Y*

11.41%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BIOPX vs. MRFOX - Expense Ratio Comparison

BIOPX has a 1.31% expense ratio, which is higher than MRFOX's 1.05% expense ratio.


BIOPX
Baron Opportunity Fund
Expense ratio chart for BIOPX: current value at 1.31% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.31%
Expense ratio chart for MRFOX: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%

Risk-Adjusted Performance

BIOPX vs. MRFOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Opportunity Fund (BIOPX) 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.


Sharpe ratio
The chart of Sharpe ratio for BIOPX, currently valued at 1.73, compared to the broader market-1.000.001.002.003.004.001.731.44
The chart of Sortino ratio for BIOPX, currently valued at 2.26, compared to the broader market-2.000.002.004.006.008.0010.002.261.90
The chart of Omega ratio for BIOPX, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.003.501.311.30
The chart of Calmar ratio for BIOPX, currently valued at 1.16, compared to the broader market0.002.004.006.008.0010.0012.0014.001.161.76
The chart of Martin ratio for BIOPX, currently valued at 9.77, compared to the broader market0.0020.0040.0060.009.777.60
BIOPX
MRFOX

The current BIOPX Sharpe Ratio is 1.73, which is comparable to the MRFOX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of BIOPX 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.73
1.44
BIOPX
MRFOX

Dividends

BIOPX vs. MRFOX - Dividend Comparison

Neither BIOPX nor MRFOX has paid dividends to shareholders.


TTM20232022202120202019201820172016
BIOPX
Baron Opportunity Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MRFOX
Marshfield Concentrated Opportunity Fund
0.00%0.46%0.14%0.00%0.00%0.09%0.02%0.06%0.17%

Drawdowns

BIOPX vs. MRFOX - Drawdown Comparison

The maximum BIOPX drawdown since its inception was -67.79%, which is greater than MRFOX's maximum drawdown of -29.10%. Use the drawdown chart below to compare losses from any high point for BIOPX and MRFOX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.73%
-7.53%
BIOPX
MRFOX

Volatility

BIOPX vs. MRFOX - Volatility Comparison

Baron Opportunity Fund (BIOPX) has a higher volatility of 8.21% compared to Marshfield Concentrated Opportunity Fund (MRFOX) at 5.62%. This indicates that BIOPX'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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.21%
5.62%
BIOPX
MRFOX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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