DNVYX vs. MRFOX
Compare and contrast key facts about Davis New York Venture Fund Class Y (DNVYX) and Marshfield Concentrated Opportunity Fund (MRFOX).
DNVYX is an actively managed fund by Davis Advisors. It was launched on Feb 17, 1969. MRFOX is managed by Marshfield. It was launched on Dec 29, 2015.
Performance
DNVYX vs. MRFOX - Performance Comparison
Loading graphics...
DNVYX vs. MRFOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DNVYX Davis New York Venture Fund Class Y | -0.03% | 27.17% | 31.80% | 30.49% | -17.34% | 12.74% | 11.68% | 31.35% | -12.79% | 22.51% |
MRFOX Marshfield Concentrated Opportunity Fund | -2.97% | 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, DNVYX achieves a -0.03% return, which is significantly higher than MRFOX's -2.97% return. Over the past 10 years, DNVYX has underperformed MRFOX with an annualized return of 14.16%, while MRFOX has yielded a comparatively higher 15.31% annualized return.
DNVYX
- 1D
- 2.32%
- 1M
- -3.97%
- YTD
- -0.03%
- 6M
- 7.66%
- 1Y
- 24.50%
- 3Y*
- 27.33%
- 5Y*
- 12.07%
- 10Y*
- 14.16%
MRFOX
- 1D
- 1.16%
- 1M
- -4.29%
- YTD
- -2.97%
- 6M
- -3.36%
- 1Y
- 3.66%
- 3Y*
- 12.79%
- 5Y*
- 10.99%
- 10Y*
- 15.31%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DNVYX vs. MRFOX - Expense Ratio Comparison
DNVYX has a 0.67% expense ratio, which is lower than MRFOX's 1.05% expense ratio.
Return for Risk
DNVYX vs. MRFOX — Risk / Return Rank
DNVYX
MRFOX
DNVYX vs. MRFOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis New York Venture Fund Class Y (DNVYX) 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.
| DNVYX | MRFOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 0.33 | +1.03 |
Sortino ratioReturn per unit of downside risk | 1.94 | 0.57 | +1.37 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.07 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 2.10 | 0.68 | +1.42 |
Martin ratioReturn relative to average drawdown | 9.08 | 1.75 | +7.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DNVYX | MRFOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.36 | 0.33 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.92 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 1.07 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 1.06 | -0.58 |
Correlation
The correlation between DNVYX and MRFOX is 0.74, 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
DNVYX vs. MRFOX - Dividend Comparison
DNVYX's dividend yield for the trailing twelve months is around 11.15%, more than MRFOX's 1.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DNVYX Davis New York Venture Fund Class Y | 11.15% | 11.15% | 31.98% | 7.88% | 7.54% | 21.48% | 5.93% | 7.63% | 23.81% | 8.39% | 12.88% | 22.87% |
MRFOX Marshfield Concentrated Opportunity Fund | 1.67% | 1.62% | 4.59% | 0.46% | 0.35% | 6.78% | 2.68% | 1.39% | 1.94% | 2.06% | 0.60% | 0.00% |
Drawdowns
DNVYX vs. MRFOX - Drawdown Comparison
The maximum DNVYX drawdown since its inception was -58.41%, which is greater than MRFOX's maximum drawdown of -29.10%. Use the drawdown chart below to compare losses from any high point for DNVYX and MRFOX.
Loading graphics...
Drawdown Indicators
| DNVYX | MRFOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.41% | -29.10% | -29.31% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -7.09% | -4.98% |
Max Drawdown (5Y)Largest decline over 5 years | -32.39% | -12.98% | -19.41% |
Max Drawdown (10Y)Largest decline over 10 years | -36.97% | -29.10% | -7.87% |
Current DrawdownCurrent decline from peak | -5.49% | -5.32% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -9.49% | -2.37% | -7.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.77% | +0.03% |
Volatility
DNVYX vs. MRFOX - Volatility Comparison
Davis New York Venture Fund Class Y (DNVYX) has a higher volatility of 4.91% compared to Marshfield Concentrated Opportunity Fund (MRFOX) at 3.04%. This indicates that DNVYX'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.
Loading graphics...
Volatility by Period
| DNVYX | MRFOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 3.04% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 9.93% | 7.08% | +2.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.42% | 11.83% | +6.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.97% | 12.04% | +9.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.15% | 14.29% | +6.86% |