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IMANX vs. MRFOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IMANX vs. MRFOX - Performance Comparison

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

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IMANX vs. MRFOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMANX
Iman Fund
0.26%17.91%20.60%29.36%-29.79%17.07%19.88%34.69%-6.17%28.52%
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, IMANX achieves a 0.26% return, which is significantly higher than MRFOX's -2.97% return. Over the past 10 years, IMANX has underperformed MRFOX with an annualized return of 12.48%, while MRFOX has yielded a comparatively higher 15.31% annualized return.


IMANX

1D
3.60%
1M
-5.75%
YTD
0.26%
6M
2.77%
1Y
26.30%
3Y*
17.81%
5Y*
8.09%
10Y*
12.48%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IMANX vs. MRFOX - Expense Ratio Comparison

IMANX has a 1.28% expense ratio, which is higher than MRFOX's 1.05% expense ratio.


Return for Risk

IMANX vs. MRFOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IMANX
IMANX Risk / Return Rank: 7878
Overall Rank
IMANX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IMANX Sortino Ratio Rank: 7777
Sortino Ratio Rank
IMANX Omega Ratio Rank: 7272
Omega Ratio Rank
IMANX Calmar Ratio Rank: 8484
Calmar Ratio Rank
IMANX Martin Ratio Rank: 8888
Martin Ratio Rank

MRFOX
MRFOX Risk / Return Rank: 1414
Overall Rank
MRFOX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MRFOX Sortino Ratio Rank: 1111
Sortino Ratio Rank
MRFOX Omega Ratio Rank: 1010
Omega Ratio Rank
MRFOX Calmar Ratio Rank: 2121
Calmar Ratio Rank
MRFOX Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IMANX vs. MRFOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Iman Fund (IMANX) 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.


IMANXMRFOXDifference

Sharpe ratio

Return per unit of total volatility

1.32

0.33

+0.99

Sortino ratio

Return per unit of downside risk

1.98

0.57

+1.41

Omega ratio

Gain probability vs. loss probability

1.28

1.07

+0.21

Calmar ratio

Return relative to maximum drawdown

2.17

0.68

+1.48

Martin ratio

Return relative to average drawdown

9.61

1.75

+7.86

IMANX vs. MRFOX - Sharpe Ratio Comparison

The current IMANX Sharpe Ratio is 1.32, which is higher than the MRFOX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of IMANX 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.


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Sharpe Ratios by Period


IMANXMRFOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

0.33

+0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.92

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

1.07

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

1.06

-0.78

Correlation

The correlation between IMANX and MRFOX is 0.66, 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.


Dividends

IMANX vs. MRFOX - Dividend Comparison

IMANX's dividend yield for the trailing twelve months is around 0.12%, less than MRFOX's 1.67% yield.


TTM20252024202320222021202020192018201720162015
IMANX
Iman Fund
0.12%0.12%0.00%0.00%1.43%20.20%2.72%12.50%12.25%8.71%7.93%4.32%
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

IMANX vs. MRFOX - Drawdown Comparison

The maximum IMANX drawdown since its inception was -56.64%, which is greater than MRFOX's maximum drawdown of -29.10%. Use the drawdown chart below to compare losses from any high point for IMANX and MRFOX.


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Drawdown Indicators


IMANXMRFOXDifference

Max Drawdown

Largest peak-to-trough decline

-56.64%

-29.10%

-27.54%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-7.09%

-5.56%

Max Drawdown (5Y)

Largest decline over 5 years

-36.32%

-12.98%

-23.34%

Max Drawdown (10Y)

Largest decline over 10 years

-36.32%

-29.10%

-7.22%

Current Drawdown

Current decline from peak

-7.36%

-5.32%

-2.04%

Average Drawdown

Average peak-to-trough decline

-16.81%

-2.37%

-14.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

2.77%

+0.08%

Volatility

IMANX vs. MRFOX - Volatility Comparison

Iman Fund (IMANX) has a higher volatility of 6.90% compared to Marshfield Concentrated Opportunity Fund (MRFOX) at 3.04%. This indicates that IMANX'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


IMANXMRFOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.90%

3.04%

+3.86%

Volatility (6M)

Calculated over the trailing 6-month period

12.32%

7.08%

+5.24%

Volatility (1Y)

Calculated over the trailing 1-year period

20.52%

11.83%

+8.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.59%

12.04%

+8.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.68%

14.29%

+6.39%