EGFIX vs. MRFOX
EGFIX (Edgewood Growth Fund) and MRFOX (Marshfield Concentrated Opportunity Fund) are both Large Cap Growth Equities funds. Over the past 10 years, EGFIX returned 13.29%/yr vs 15.82%/yr for MRFOX. A 0.63 correlation means they provide meaningful diversification when combined. EGFIX charges 1.00%/yr vs 1.05%/yr for MRFOX.
Performance
EGFIX vs. MRFOX - Performance Comparison
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Returns By Period
In the year-to-date period, EGFIX achieves a -2.62% return, which is significantly lower than MRFOX's 3.03% return. Over the past 10 years, EGFIX has underperformed MRFOX with an annualized return of 13.29%, while MRFOX has yielded a comparatively higher 15.82% annualized return.
EGFIX
- 1D
- 0.22%
- 1M
- 2.49%
- 6M
- -3.21%
- YTD
- -2.62%
- 1Y
- -1.99%
- 3Y*
- 9.61%
- 5Y*
- 1.15%
- 10Y*
- 13.29%
MRFOX
- 1D
- -1.29%
- 1M
- 0.54%
- 6M
- 1.55%
- YTD
- 3.03%
- 1Y
- 10.66%
- 3Y*
- 13.05%
- 5Y*
- 11.33%
- 10Y*
- 15.82%
EGFIX vs. MRFOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGFIX Edgewood Growth Fund | -2.62% | 7.44% | 18.38% | 39.74% | -40.51% | 23.71% | 42.24% | 34.18% | 2.22% | 34.81% |
MRFOX Marshfield Concentrated Opportunity Fund | 3.03% | 10.05% | 17.10% | 17.68% | 5.06% | 17.71% | 15.19% | 36.26% | 1.89% | 25.92% |
Correlation
The correlation between EGFIX and MRFOX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.63 |
Over the past year, the correlation between EGFIX and MRFOX has dropped to 0.32 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
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Return for Risk
EGFIX vs. MRFOX — Risk / Return Rank
EGFIX
MRFOX
EGFIX vs. MRFOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Edgewood Growth Fund (EGFIX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EGFIX | MRFOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.20 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 1.59 | -1.69 |
| Martin ratioReturn relative to average drawdown | -0.25 | 4.69 | -4.95 |
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Drawdowns
EGFIX vs. MRFOX - Drawdown Comparison
The maximum EGFIX drawdown since its inception was -52.01%, which is greater than MRFOX's maximum drawdown of -29.10%. Use the drawdown chart below to compare losses from any high point for EGFIX and MRFOX.
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Drawdown Indicators
| EGFIX | MRFOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.01% | -29.10% | -22.91% |
Max Drawdown (1Y)Largest decline over 1 year | -18.32% | -7.03% | -11.29% |
Max Drawdown (3Y)Largest decline over 3 years | -30.15% | -7.91% | -22.24% |
Max Drawdown (5Y)Largest decline over 5 years | -49.42% | -12.98% | -36.44% |
Max Drawdown (10Y)Largest decline over 10 years | -49.42% | -29.10% | -20.32% |
Current DrawdownCurrent decline from peak | -11.92% | -2.24% | -9.68% |
Average DrawdownAverage peak-to-trough decline | -10.99% | -2.35% | -8.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.32% | 2.38% | +4.94% |
Volatility
EGFIX vs. MRFOX - Volatility Comparison
Edgewood Growth Fund (EGFIX) has a higher volatility of 5.16% compared to Marshfield Concentrated Opportunity Fund (MRFOX) at 3.85%. This indicates that EGFIX'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
| EGFIX | MRFOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 3.85% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 15.03% | 7.57% | +7.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.19% | 10.13% | +8.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.34% | 12.14% | +13.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.57% | 14.16% | +9.41% |
EGFIX vs. MRFOX - Expense Ratio Comparison
EGFIX has a 1.00% expense ratio, which is lower than MRFOX's 1.05% expense ratio.
Dividends
EGFIX vs. MRFOX - Dividend Comparison
EGFIX's dividend yield for the trailing twelve months is around 883.64%, more than MRFOX's 1.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGFIX Edgewood Growth Fund | 883.64% | 49.54% | 17.57% | 0.00% | 15.16% | 5.77% | 5.79% | 0.28% | 4.96% | 1.30% | 2.15% | 3.26% |
MRFOX Marshfield Concentrated Opportunity Fund | 1.57% | 1.62% | 4.59% | 0.46% | 0.35% | 6.78% | 2.68% | 1.39% | 1.94% | 2.06% | 0.60% | 0.00% |
Frequently Asked Questions
EGFIX and MRFOX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EGFIX has higher volatility (5.16%) compared to MRFOX (3.85%). In terms of maximum drawdown, EGFIX dropped -52.01% vs MRFOX's -29.10%.
MRFOX currently has the higher Sharpe Ratio (1.11 vs -0.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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