MEGIX vs. MRFOX
MEGIX (Morgan Stanley Growth Portfolio) and MRFOX (Marshfield Concentrated Opportunity Fund) are both Large Cap Growth Equities funds. Over the past 5 years, MEGIX returned -1.72%/yr vs 11.42%/yr for MRFOX. Their 0.45 correlation means their historical movements had little consistent relationship. MEGIX charges 0.57%/yr vs 1.05%/yr for MRFOX.
Performance
MEGIX vs. MRFOX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MEGIX achieves a -10.79% return, which is significantly lower than MRFOX's 4.52% return.
MEGIX
- 1D
- -2.16%
- 1M
- -8.12%
- 6M
- -2.53%
- YTD
- -10.79%
- 1Y
- -6.05%
- 3Y*
- 23.24%
- 5Y*
- -1.72%
- 10Y*
- —
- ALL TIME*
- 15.07%
MRFOX
- 1D
- -0.33%
- 1M
- -0.83%
- 6M
- 3.05%
- YTD
- 4.52%
- 1Y
- 11.46%
- 3Y*
- 13.15%
- 5Y*
- 11.42%
- 10Y*
- 15.94%
- ALL TIME*
- 15.54%
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 |
MEGIX vs. MRFOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEGIX Morgan Stanley Growth Portfolio | -10.79% | 35.72% | 46.59% | 48.66% | -60.94% | -0.20% | 117.49% | 31.82% | 7.73% | 19.35% |
MRFOX Marshfield Concentrated Opportunity Fund | 4.52% | 10.05% | 17.10% | 17.68% | 5.06% | 17.71% | 15.19% | 36.26% | 1.89% | 21.80% |
Correlation
The correlation between MEGIX 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. | 0.36 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.45 |
Over the past year, the correlation between MEGIX and MRFOX has dropped to 0.17 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MEGIX vs. MRFOX — Risk / Return Rank
MEGIX
MRFOX
MEGIX vs. MRFOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Growth Portfolio (MEGIX) 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.
| MEGIX | MRFOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.19 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 1.59 | -1.94 |
| Martin ratioReturn relative to average drawdown | -0.65 | 4.69 | -5.34 |
Loading charts...
Drawdowns
MEGIX vs. MRFOX - Drawdown Comparison
The maximum MEGIX drawdown since its inception was -69.99%, which is greater than MRFOX's maximum drawdown of -29.10%. Use the drawdown chart below to compare losses from any high point for MEGIX and MRFOX.
Loading charts...
Drawdown Indicators
| MEGIX | MRFOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.99% | -29.10% | -40.89% |
Max Drawdown (1Y)Largest decline over 1 year | -28.03% | -7.03% | -21.00% |
Max Drawdown (3Y)Largest decline over 3 years | -32.12% | -7.91% | -24.21% |
Max Drawdown (5Y)Largest decline over 5 years | -69.99% | -12.98% | -57.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.10% | — |
Current DrawdownCurrent decline from peak | -20.54% | -1.70% | -18.84% |
Average DrawdownAverage peak-to-trough decline | -22.93% | -2.34% | -20.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.69% | 2.39% | +12.30% |
Volatility
MEGIX vs. MRFOX - Volatility Comparison
Morgan Stanley Growth Portfolio (MEGIX) has a higher volatility of 7.39% compared to Marshfield Concentrated Opportunity Fund (MRFOX) at 4.29%. This indicates that MEGIX'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.
Loading charts...
Volatility by Period
| MEGIX | MRFOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.39% | 4.29% | +3.10% |
Volatility (6M)Calculated over the trailing 6-month period | 23.37% | 7.81% | +15.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.00% | 10.40% | +19.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.01% | 12.16% | +27.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.65% | 14.18% | +20.47% |
MEGIX vs. MRFOX - Expense Ratio Comparison
MEGIX has a 0.57% expense ratio, which is lower than MRFOX's 1.05% expense ratio.
Dividends
MEGIX vs. MRFOX - Dividend Comparison
MEGIX's dividend yield for the trailing twelve months is around 12.65%, more than MRFOX's 1.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
MEGIX Morgan Stanley Growth Portfolio | 12.65% | 0.00% | 0.00% | 0.00% | 163.32% | 34.82% | 7.97% | 5.35% | 24.32% | 0.00% | 0.00% |
MRFOX Marshfield Concentrated Opportunity Fund | 1.55% | 1.62% | 4.59% | 0.46% | 0.35% | 6.78% | 2.68% | 1.39% | 1.94% | 2.06% | 0.60% |
Frequently Asked Questions
MEGIX 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.
MEGIX has higher volatility (7.39%) compared to MRFOX (4.29%). In terms of maximum drawdown, MEGIX dropped -69.99% vs MRFOX's -29.10%.
MRFOX currently has the higher Sharpe Ratio (1.08 vs -0.32), 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.
Find the right allocation for MEGIX and MRFOX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer