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MIOFX vs. MGRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIOFX vs. MGRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marsico International Opportunities Fund (MIOFX) and Marsico Growth Fund (MGRIX). The values are adjusted to include any dividend payments, if applicable.

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MIOFX vs. MGRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIOFX
Marsico International Opportunities Fund
-6.80%28.54%36.31%17.96%-23.71%4.93%20.59%31.39%-18.18%44.09%
MGRIX
Marsico Growth Fund
-7.63%12.73%49.06%47.46%-36.44%15.62%52.96%33.17%-1.14%31.22%

Returns By Period

In the year-to-date period, MIOFX achieves a -6.80% return, which is significantly higher than MGRIX's -7.63% return. Over the past 10 years, MIOFX has underperformed MGRIX with an annualized return of 10.50%, while MGRIX has yielded a comparatively higher 15.98% annualized return.


MIOFX

1D
3.86%
1M
-9.15%
YTD
-6.80%
6M
-11.24%
1Y
16.16%
3Y*
20.39%
5Y*
8.40%
10Y*
10.50%

MGRIX

1D
3.63%
1M
-6.47%
YTD
-7.63%
6M
-7.81%
1Y
12.99%
3Y*
26.27%
5Y*
10.34%
10Y*
15.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MIOFX vs. MGRIX - Expense Ratio Comparison

MIOFX has a 1.50% expense ratio, which is higher than MGRIX's 1.34% expense ratio.


Return for Risk

MIOFX vs. MGRIX — Risk / Return Rank

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

MIOFX
MIOFX Risk / Return Rank: 3535
Overall Rank
MIOFX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
MIOFX Sortino Ratio Rank: 3939
Sortino Ratio Rank
MIOFX Omega Ratio Rank: 3434
Omega Ratio Rank
MIOFX Calmar Ratio Rank: 3535
Calmar Ratio Rank
MIOFX Martin Ratio Rank: 3030
Martin Ratio Rank

MGRIX
MGRIX Risk / Return Rank: 2828
Overall Rank
MGRIX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
MGRIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
MGRIX Omega Ratio Rank: 2525
Omega Ratio Rank
MGRIX Calmar Ratio Rank: 3535
Calmar Ratio Rank
MGRIX Martin Ratio Rank: 3131
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.

MIOFX vs. MGRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Marsico International Opportunities Fund (MIOFX) and Marsico Growth Fund (MGRIX). 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.


MIOFXMGRIXDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.66

+0.20

Sortino ratio

Return per unit of downside risk

1.32

1.10

+0.23

Omega ratio

Gain probability vs. loss probability

1.18

1.15

+0.03

Calmar ratio

Return relative to maximum drawdown

1.06

1.05

+0.02

Martin ratio

Return relative to average drawdown

3.59

3.67

-0.09

MIOFX vs. MGRIX - Sharpe Ratio Comparison

The current MIOFX Sharpe Ratio is 0.86, which is comparable to the MGRIX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of MIOFX and MGRIX, 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


MIOFXMGRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.66

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.45

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.73

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.47

-0.15

Correlation

The correlation between MIOFX and MGRIX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MIOFX vs. MGRIX - Dividend Comparison

MIOFX's dividend yield for the trailing twelve months is around 5.09%, less than MGRIX's 17.62% yield.


TTM20252024202320222021202020192018201720162015
MIOFX
Marsico International Opportunities Fund
5.09%4.75%4.95%0.38%0.17%13.41%2.44%4.20%9.36%0.00%0.00%0.00%
MGRIX
Marsico Growth Fund
17.62%16.28%16.44%1.76%0.00%37.52%6.21%10.14%14.36%9.95%0.84%36.82%

Drawdowns

MIOFX vs. MGRIX - Drawdown Comparison

The maximum MIOFX drawdown since its inception was -63.83%, which is greater than MGRIX's maximum drawdown of -56.50%. Use the drawdown chart below to compare losses from any high point for MIOFX and MGRIX.


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Drawdown Indicators


MIOFXMGRIXDifference

Max Drawdown

Largest peak-to-trough decline

-63.83%

-56.50%

-7.33%

Max Drawdown (1Y)

Largest decline over 1 year

-15.37%

-13.55%

-1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-38.75%

-41.50%

+2.75%

Max Drawdown (10Y)

Largest decline over 10 years

-38.75%

-41.50%

+2.75%

Current Drawdown

Current decline from peak

-12.10%

-10.42%

-1.68%

Average Drawdown

Average peak-to-trough decline

-17.22%

-14.90%

-2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.56%

3.86%

+0.70%

Volatility

MIOFX vs. MGRIX - Volatility Comparison

Marsico International Opportunities Fund (MIOFX) has a higher volatility of 9.10% compared to Marsico Growth Fund (MGRIX) at 6.70%. This indicates that MIOFX's price experiences larger fluctuations and is considered to be riskier than MGRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIOFXMGRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.10%

6.70%

+2.40%

Volatility (6M)

Calculated over the trailing 6-month period

13.89%

12.05%

+1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

20.65%

21.41%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.38%

23.36%

-3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.38%

22.05%

-3.67%