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MLAIX vs. MRFOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MLAIX vs. MRFOX - Performance Comparison

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

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MLAIX vs. MRFOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MLAIX
NYLI Winslow Large Cap Growth Fund Class I
-15.46%14.60%29.26%43.32%-31.27%25.21%37.37%33.47%4.06%32.39%
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, MLAIX achieves a -15.46% return, which is significantly lower than MRFOX's -4.08% return. Both investments have delivered pretty close results over the past 10 years, with MLAIX having a 14.89% annualized return and MRFOX not far ahead at 15.18%.


MLAIX

1D
-0.82%
1M
-9.79%
YTD
-15.46%
6M
-15.28%
1Y
5.53%
3Y*
17.34%
5Y*
8.89%
10Y*
14.89%

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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MLAIX vs. MRFOX - Expense Ratio Comparison

MLAIX has a 0.69% expense ratio, which is lower than MRFOX's 1.05% expense ratio.


Return for Risk

MLAIX vs. MRFOX — Risk / Return Rank

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

MLAIX
MLAIX Risk / Return Rank: 99
Overall Rank
MLAIX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
MLAIX Sortino Ratio Rank: 1010
Sortino Ratio Rank
MLAIX Omega Ratio Rank: 1010
Omega Ratio Rank
MLAIX Calmar Ratio Rank: 77
Calmar Ratio Rank
MLAIX 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.

MLAIX vs. MRFOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NYLI Winslow Large Cap Growth Fund Class I (MLAIX) 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.


MLAIXMRFOXDifference

Sharpe ratio

Return per unit of total volatility

0.24

0.31

-0.07

Sortino ratio

Return per unit of downside risk

0.51

0.54

-0.03

Omega ratio

Gain probability vs. loss probability

1.07

1.07

0.00

Calmar ratio

Return relative to maximum drawdown

0.10

0.31

-0.21

Martin ratio

Return relative to average drawdown

0.31

0.80

-0.49

MLAIX vs. MRFOX - Sharpe Ratio Comparison

The current MLAIX Sharpe Ratio is 0.24, which is comparable to the MRFOX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of MLAIX 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


MLAIXMRFOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

0.31

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.91

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

1.07

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

1.05

-0.52

Correlation

The correlation between MLAIX 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

MLAIX vs. MRFOX - Dividend Comparison

MLAIX's dividend yield for the trailing twelve months is around 22.13%, more than MRFOX's 1.69% yield.


TTM20252024202320222021202020192018201720162015
MLAIX
NYLI Winslow Large Cap Growth Fund Class I
22.13%18.71%18.18%8.86%12.91%23.19%4.85%10.44%21.60%16.10%12.42%12.96%
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

MLAIX vs. MRFOX - Drawdown Comparison

The maximum MLAIX drawdown since its inception was -48.73%, which is greater than MRFOX's maximum drawdown of -29.10%. Use the drawdown chart below to compare losses from any high point for MLAIX and MRFOX.


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Drawdown Indicators


MLAIXMRFOXDifference

Max Drawdown

Largest peak-to-trough decline

-48.73%

-29.10%

-19.63%

Max Drawdown (1Y)

Largest decline over 1 year

-20.28%

-7.09%

-13.19%

Max Drawdown (5Y)

Largest decline over 5 years

-39.20%

-12.98%

-26.22%

Max Drawdown (10Y)

Largest decline over 10 years

-39.20%

-29.10%

-10.10%

Current Drawdown

Current decline from peak

-20.28%

-6.40%

-13.88%

Average Drawdown

Average peak-to-trough decline

-8.37%

-2.37%

-6.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.32%

2.75%

+3.57%

Volatility

MLAIX vs. MRFOX - Volatility Comparison

NYLI Winslow Large Cap Growth Fund Class I (MLAIX) has a higher volatility of 5.77% compared to Marshfield Concentrated Opportunity Fund (MRFOX) at 2.74%. This indicates that MLAIX'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


MLAIXMRFOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.77%

2.74%

+3.03%

Volatility (6M)

Calculated over the trailing 6-month period

12.52%

7.00%

+5.52%

Volatility (1Y)

Calculated over the trailing 1-year period

22.85%

11.79%

+11.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.33%

12.04%

+10.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.81%

14.29%

+9.52%