LSGRX vs. MRFOX
LSGRX (Loomis Sayles Growth Fund) and MRFOX (Marshfield Concentrated Opportunity Fund) are both Large Cap Growth Equities funds. Over the past 10 years, LSGRX returned 15.08%/yr vs 15.92%/yr for MRFOX. Their 0.63 correlation means they have sometimes moved together and sometimes differently. LSGRX charges 0.64%/yr vs 1.05%/yr for MRFOX.
Performance
LSGRX vs. MRFOX - Performance Comparison
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Returns By Period
In the year-to-date period, LSGRX achieves a -6.38% return, which is significantly lower than MRFOX's 4.87% return. Over the past 10 years, LSGRX has underperformed MRFOX with an annualized return of 15.08%, while MRFOX has yielded a comparatively higher 15.92% annualized return.
LSGRX
- 1D
- 0.97%
- 1M
- -2.45%
- 6M
- -5.84%
- YTD
- -6.38%
- 1Y
- -1.65%
- 3Y*
- 14.79%
- 5Y*
- 10.02%
- 10Y*
- 15.08%
- ALL TIME*
- 9.13%
MRFOX
- 1D
- -1.24%
- 1M
- -0.50%
- 6M
- 3.84%
- YTD
- 4.87%
- 1Y
- 11.84%
- 3Y*
- 13.29%
- 5Y*
- 11.49%
- 10Y*
- 15.92%
- ALL TIME*
- 15.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LSGRX vs. MRFOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSGRX Loomis Sayles Growth Fund | -6.38% | 14.01% | 35.21% | 51.30% | -27.86% | 18.68% | 31.76% | 31.73% | -2.56% | 32.63% |
MRFOX Marshfield Concentrated Opportunity Fund | 4.87% | 10.05% | 17.10% | 17.68% | 5.06% | 17.71% | 15.19% | 36.26% | 1.89% | 25.92% |
Correlation
The correlation between LSGRX and MRFOX is 0.17, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.53 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.63 |
Over the past year, the correlation between LSGRX and MRFOX has dropped to 0.17 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
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Return for Risk
LSGRX vs. MRFOX — Risk / Return Rank
LSGRX
MRFOX
LSGRX vs. MRFOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Growth Fund (LSGRX) 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.
| LSGRX | MRFOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.16 | ||
| Sortino ratioReturn per unit of downside risk | -1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.19 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 1.55 | -1.67 |
| Martin ratioReturn relative to average drawdown | -0.32 | 4.55 | -4.86 |
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Drawdowns
LSGRX vs. MRFOX - Drawdown Comparison
The maximum LSGRX drawdown since its inception was -63.63%, which is greater than MRFOX's maximum drawdown of -29.10%. Use the drawdown chart below to compare losses from any high point for LSGRX and MRFOX.
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Drawdown Indicators
| LSGRX | MRFOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.63% | -29.10% | -34.53% |
Max Drawdown (1Y)Largest decline over 1 year | -17.83% | -7.03% | -10.80% |
Max Drawdown (3Y)Largest decline over 3 years | -27.33% | -7.91% | -19.42% |
Max Drawdown (5Y)Largest decline over 5 years | -34.69% | -12.98% | -21.71% |
Max Drawdown (10Y)Largest decline over 10 years | -34.69% | -29.10% | -5.59% |
Current DrawdownCurrent decline from peak | -9.51% | -1.37% | -8.14% |
Average DrawdownAverage peak-to-trough decline | -17.91% | -2.34% | -15.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.33% | 2.38% | +3.95% |
Volatility
LSGRX vs. MRFOX - Volatility Comparison
Loomis Sayles Growth Fund (LSGRX) has a higher volatility of 5.34% compared to Marshfield Concentrated Opportunity Fund (MRFOX) at 4.45%. This indicates that LSGRX'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
| LSGRX | MRFOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.34% | 4.45% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 13.82% | 7.80% | +6.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.11% | 10.40% | +7.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.90% | 12.17% | +10.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.98% | 14.18% | +6.80% |
LSGRX vs. MRFOX - Expense Ratio Comparison
LSGRX has a 0.64% expense ratio, which is lower than MRFOX's 1.05% expense ratio.
Dividends
LSGRX vs. MRFOX - Dividend Comparison
LSGRX's dividend yield for the trailing twelve months is around 2.37%, more than MRFOX's 1.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSGRX Loomis Sayles Growth Fund | 2.37% | 2.22% | 5.62% | 6.02% | 16.47% | 4.73% | 4.41% | 2.70% | 5.82% | 2.41% | 1.48% | 0.54% |
MRFOX Marshfield Concentrated Opportunity Fund | 1.54% | 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
LSGRX and MRFOX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSGRX has higher volatility (5.34%) compared to MRFOX (4.45%). In terms of maximum drawdown, LSGRX dropped -63.63% vs MRFOX's -29.10%.
MRFOX currently has the higher Sharpe Ratio (1.05 vs -0.12), 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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