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MLAAX vs. MRFOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MLAAX vs. MRFOX - Performance Comparison

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

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MLAAX vs. MRFOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLAAX
MainStay Winslow Large Cap Growth Fund
-15.36%14.20%28.95%43.10%-31.51%25.00%36.95%33.18%3.81%32.19%
MRFOX
Marshfield Concentrated Opportunity Fund
-4.08%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, MLAAX achieves a -15.36% return, which is significantly lower than MRFOX's -4.08% return. Both investments have delivered pretty close results over the past 10 years, with MLAAX having a 14.62% annualized return and MRFOX not far ahead at 15.18%.


MLAAX

1D
-0.80%
1M
-9.71%
YTD
-15.36%
6M
-15.31%
1Y
5.38%
3Y*
17.08%
5Y*
8.65%
10Y*
14.62%

MRFOX

1D
0.67%
1M
-5.13%
YTD
-4.08%
6M
-4.60%
1Y
2.70%
3Y*
12.36%
5Y*
10.91%
10Y*
15.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MLAAX vs. MRFOX - Expense Ratio Comparison

MLAAX has a 0.93% expense ratio, which is lower than MRFOX's 1.05% expense ratio.


Return for Risk

MLAAX vs. MRFOX — Risk / Return Rank

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

MLAAX
MLAAX Risk / Return Rank: 1010
Overall Rank
MLAAX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
MLAAX Sortino Ratio Rank: 1212
Sortino Ratio Rank
MLAAX Omega Ratio Rank: 1212
Omega Ratio Rank
MLAAX Calmar Ratio Rank: 88
Calmar Ratio Rank
MLAAX Martin Ratio Rank: 88
Martin Ratio Rank

MRFOX
MRFOX Risk / Return Rank: 1212
Overall Rank
MRFOX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MRFOX Sortino Ratio Rank: 1313
Sortino Ratio Rank
MRFOX Omega Ratio Rank: 1111
Omega Ratio Rank
MRFOX Calmar Ratio Rank: 1212
Calmar Ratio Rank
MRFOX Martin Ratio Rank: 1111
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.

MLAAX vs. MRFOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MainStay Winslow Large Cap Growth Fund (MLAAX) 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.


MLAAXMRFOXDifference

Sharpe ratio

Return per unit of total volatility

0.23

0.31

-0.08

Sortino ratio

Return per unit of downside risk

0.50

0.54

-0.04

Omega ratio

Gain probability vs. loss probability

1.07

1.07

0.00

Calmar ratio

Return relative to maximum drawdown

0.09

0.31

-0.22

Martin ratio

Return relative to average drawdown

0.28

0.80

-0.52

MLAAX vs. MRFOX - Sharpe Ratio Comparison

The current MLAAX Sharpe Ratio is 0.23, which is comparable to the MRFOX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of MLAAX 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


MLAAXMRFOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

0.31

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.91

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

1.07

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

1.05

-0.85

Correlation

The correlation between MLAAX and MRFOX is 0.64, 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

MLAAX vs. MRFOX - Dividend Comparison

MLAAX's dividend yield for the trailing twelve months is around 28.79%, more than MRFOX's 1.69% yield.


TTM20252024202320222021202020192018201720162015
MLAAX
MainStay Winslow Large Cap Growth Fund
28.79%24.37%22.54%10.59%14.95%26.64%5.40%11.55%23.59%17.20%13.18%13.61%
MRFOX
Marshfield Concentrated Opportunity Fund
1.69%1.62%4.59%0.46%0.35%6.78%2.68%1.39%1.94%2.06%0.60%0.00%

Drawdowns

MLAAX vs. MRFOX - Drawdown Comparison

The maximum MLAAX drawdown since its inception was -83.01%, which is greater than MRFOX's maximum drawdown of -29.10%. Use the drawdown chart below to compare losses from any high point for MLAAX and MRFOX.


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Drawdown Indicators


MLAAXMRFOXDifference

Max Drawdown

Largest peak-to-trough decline

-83.01%

-29.10%

-53.91%

Max Drawdown (1Y)

Largest decline over 1 year

-20.28%

-7.09%

-13.19%

Max Drawdown (5Y)

Largest decline over 5 years

-39.36%

-12.98%

-26.38%

Max Drawdown (10Y)

Largest decline over 10 years

-39.36%

-29.10%

-10.26%

Current Drawdown

Current decline from peak

-23.58%

-6.40%

-17.18%

Average Drawdown

Average peak-to-trough decline

-38.96%

-2.37%

-36.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.35%

2.75%

+3.60%

Volatility

MLAAX vs. MRFOX - Volatility Comparison

MainStay Winslow Large Cap Growth Fund (MLAAX) has a higher volatility of 5.76% compared to Marshfield Concentrated Opportunity Fund (MRFOX) at 2.74%. This indicates that MLAAX'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


MLAAXMRFOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

2.74%

+3.02%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

7.00%

+5.52%

Volatility (1Y)

Calculated over the trailing 1-year period

22.74%

11.79%

+10.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.55%

12.04%

+13.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.64%

14.29%

+11.35%