JFRDX vs. MRFOX
Compare and contrast key facts about Janus Henderson Forty Fund Class D (JFRDX) and Marshfield Concentrated Opportunity Fund (MRFOX).
JFRDX is an actively managed fund by Janus Henderson. It was launched on Dec 31, 2009. MRFOX is managed by Marshfield. It was launched on Dec 29, 2015.
Performance
JFRDX vs. MRFOX - Performance Comparison
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JFRDX vs. MRFOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JFRDX Janus Henderson Forty Fund Class D | -12.26% | 18.31% | 28.26% | 40.01% | -33.58% | 22.73% | 39.22% | 36.75% | 1.49% | 16.74% |
MRFOX Marshfield Concentrated Opportunity Fund | -2.97% | 10.05% | 17.10% | 17.68% | 5.06% | 17.71% | 15.19% | 36.26% | 1.89% | 21.59% |
Returns By Period
In the year-to-date period, JFRDX achieves a -12.26% return, which is significantly lower than MRFOX's -2.97% return.
JFRDX
- 1D
- 4.43%
- 1M
- -5.12%
- YTD
- -12.26%
- 6M
- -12.49%
- 1Y
- 12.99%
- 3Y*
- 17.78%
- 5Y*
- 7.92%
- 10Y*
- —
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%
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JFRDX vs. MRFOX - Expense Ratio Comparison
JFRDX has a 0.63% expense ratio, which is lower than MRFOX's 1.05% expense ratio.
Return for Risk
JFRDX vs. MRFOX — Risk / Return Rank
JFRDX
MRFOX
JFRDX vs. MRFOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson Forty Fund Class D (JFRDX) 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.
| JFRDX | MRFOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 0.33 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.02 | 0.57 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.07 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.68 | 0.68 | 0.00 |
Martin ratioReturn relative to average drawdown | 2.33 | 1.75 | +0.58 |
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
| JFRDX | MRFOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 0.33 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.92 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 1.06 | -0.41 |
Correlation
The correlation between JFRDX and MRFOX is 0.65, 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
JFRDX vs. MRFOX - Dividend Comparison
JFRDX's dividend yield for the trailing twelve months is around 14.93%, more than MRFOX's 1.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
JFRDX Janus Henderson Forty Fund Class D | 14.93% | 13.10% | 11.27% | 9.12% | 0.06% | 10.12% | 8.26% | 7.21% | 8.88% | 9.68% | 0.00% |
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% |
Drawdowns
JFRDX vs. MRFOX - Drawdown Comparison
The maximum JFRDX drawdown since its inception was -40.91%, which is greater than MRFOX's maximum drawdown of -29.10%. Use the drawdown chart below to compare losses from any high point for JFRDX and MRFOX.
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Drawdown Indicators
| JFRDX | MRFOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.91% | -29.10% | -11.81% |
Max Drawdown (1Y)Largest decline over 1 year | -19.05% | -7.09% | -11.96% |
Max Drawdown (5Y)Largest decline over 5 years | -40.91% | -12.98% | -27.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.10% | — |
Current DrawdownCurrent decline from peak | -15.46% | -5.32% | -10.14% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -2.37% | -5.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.57% | 2.77% | +2.80% |
Volatility
JFRDX vs. MRFOX - Volatility Comparison
Janus Henderson Forty Fund Class D (JFRDX) has a higher volatility of 7.76% compared to Marshfield Concentrated Opportunity Fund (MRFOX) at 3.04%. This indicates that JFRDX'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
| JFRDX | MRFOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.76% | 3.04% | +4.72% |
Volatility (6M)Calculated over the trailing 6-month period | 13.72% | 7.08% | +6.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.93% | 11.83% | +11.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.00% | 12.04% | +9.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.13% | 14.29% | +7.84% |