GQEPX vs. MRFOX
Compare and contrast key facts about GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) and Marshfield Concentrated Opportunity Fund (MRFOX).
GQEPX is managed by GQG Partners Inc. It was launched on Sep 28, 2018. MRFOX is managed by Marshfield. It was launched on Dec 29, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GQEPX or MRFOX.
Performance
GQEPX vs. MRFOX - Performance Comparison
Returns By Period
In the year-to-date period, GQEPX achieves a 34.30% return, which is significantly higher than MRFOX's 19.65% return.
GQEPX
34.30%
3.19%
9.26%
38.91%
17.83%
N/A
MRFOX
19.65%
2.92%
9.04%
23.72%
13.19%
N/A
Key characteristics
| GQEPX | MRFOX | |
|---|---|---|
| Sharpe Ratio | 2.26 | 2.77 |
| Sortino Ratio | 3.09 | 4.06 |
| Omega Ratio | 1.41 | 1.52 |
| Calmar Ratio | 3.34 | 5.84 |
| Martin Ratio | 11.09 | 15.09 |
| Ulcer Index | 3.51% | 1.57% |
| Daily Std Dev | 17.20% | 8.55% |
| Max Drawdown | -28.45% | -29.10% |
| Current Drawdown | 0.00% | 0.00% |
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GQEPX vs. MRFOX - Expense Ratio Comparison
GQEPX has a 0.59% expense ratio, which is lower than MRFOX's 1.05% expense ratio.
Correlation
The correlation between GQEPX and MRFOX is 0.67, 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.
Risk-Adjusted Performance
GQEPX vs. MRFOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) 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.
Dividends
GQEPX vs. MRFOX - Dividend Comparison
GQEPX's dividend yield for the trailing twelve months is around 0.33%, less than MRFOX's 0.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 0.33% | 0.44% | 1.68% | 0.81% | 0.07% | 0.63% | 0.10% | 0.00% | 0.00% |
MRFOX Marshfield Concentrated Opportunity Fund | 0.39% | 0.46% | 0.14% | 0.00% | 0.00% | 0.09% | 0.02% | 0.06% | 0.17% |
Drawdowns
GQEPX vs. MRFOX - Drawdown Comparison
The maximum GQEPX drawdown since its inception was -28.45%, roughly equal to the maximum MRFOX drawdown of -29.10%. Use the drawdown chart below to compare losses from any high point for GQEPX and MRFOX. For additional features, visit the drawdowns tool.
Volatility
GQEPX vs. MRFOX - Volatility Comparison
GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) has a higher volatility of 3.60% compared to Marshfield Concentrated Opportunity Fund (MRFOX) at 2.97%. This indicates that GQEPX'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.