CIAOX vs. MRFOX
Compare and contrast key facts about Capital Advisors Growth Fund (CIAOX) and Marshfield Concentrated Opportunity Fund (MRFOX).
CIAOX is managed by Capital Advisors. It was launched on Dec 31, 1999. MRFOX is managed by Marshfield. It was launched on Dec 29, 2015.
Performance
CIAOX vs. MRFOX - Performance Comparison
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CIAOX vs. MRFOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CIAOX Capital Advisors Growth Fund | -8.96% | 16.47% | 23.36% | 24.35% | -18.96% | 21.70% | 29.05% | 39.88% | -4.80% | 14.99% |
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, CIAOX achieves a -8.96% return, which is significantly lower than MRFOX's -4.08% return. Over the past 10 years, CIAOX has underperformed MRFOX with an annualized return of 13.05%, while MRFOX has yielded a comparatively higher 15.18% annualized return.
CIAOX
- 1D
- -0.28%
- 1M
- -8.76%
- YTD
- -8.96%
- 6M
- -6.92%
- 1Y
- 11.07%
- 3Y*
- 15.41%
- 5Y*
- 9.03%
- 10Y*
- 13.05%
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%
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CIAOX vs. MRFOX - Expense Ratio Comparison
CIAOX has a 1.01% expense ratio, which is lower than MRFOX's 1.05% expense ratio.
Return for Risk
CIAOX vs. MRFOX — Risk / Return Rank
CIAOX
MRFOX
CIAOX vs. MRFOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Advisors Growth Fund (CIAOX) 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.
| CIAOX | MRFOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.31 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.01 | 0.54 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.07 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 0.31 | +0.47 |
Martin ratioReturn relative to average drawdown | 2.96 | 0.80 | +2.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CIAOX | MRFOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.31 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.91 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 1.07 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 1.05 | -0.76 |
Correlation
The correlation between CIAOX and MRFOX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CIAOX vs. MRFOX - Dividend Comparison
CIAOX's dividend yield for the trailing twelve months is around 4.73%, more than MRFOX's 1.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIAOX Capital Advisors Growth Fund | 4.73% | 4.30% | 8.00% | 0.42% | 1.09% | 10.43% | 6.36% | 7.31% | 6.80% | 7.93% | 0.66% | 6.45% |
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% | 0.00% |
Drawdowns
CIAOX vs. MRFOX - Drawdown Comparison
The maximum CIAOX drawdown since its inception was -66.49%, which is greater than MRFOX's maximum drawdown of -29.10%. Use the drawdown chart below to compare losses from any high point for CIAOX and MRFOX.
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Drawdown Indicators
| CIAOX | MRFOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.49% | -29.10% | -37.39% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -7.09% | -4.65% |
Max Drawdown (5Y)Largest decline over 5 years | -24.22% | -12.98% | -11.24% |
Max Drawdown (10Y)Largest decline over 10 years | -28.96% | -29.10% | +0.14% |
Current DrawdownCurrent decline from peak | -11.74% | -6.40% | -5.34% |
Average DrawdownAverage peak-to-trough decline | -22.10% | -2.37% | -19.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 2.75% | +0.33% |
Volatility
CIAOX vs. MRFOX - Volatility Comparison
Capital Advisors Growth Fund (CIAOX) has a higher volatility of 4.55% compared to Marshfield Concentrated Opportunity Fund (MRFOX) at 2.74%. This indicates that CIAOX'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
| CIAOX | MRFOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 2.74% | +1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 7.00% | +3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.32% | 11.79% | +6.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.77% | 12.04% | +4.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.23% | 14.29% | +2.94% |