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MRFOX vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MRFOX and BRK-B is 0.67, 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.

MRFOX vs. BRK-B

Last updated May 31, 2025

Compare and contrast key facts about Marshfield Concentrated Opportunity Fund (MRFOX) and Berkshire Hathaway Inc. (BRK-B).

MRFOX is managed by Marshfield. It was launched on Dec 29, 2015.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRFOX or BRK-B.

Performance

MRFOX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marshfield Concentrated Opportunity Fund (MRFOX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MRFOX:

1.02

BRK-B:

1.19

Sortino Ratio

MRFOX:

1.54

BRK-B:

1.77

Omega Ratio

MRFOX:

1.21

BRK-B:

1.25

Calmar Ratio

MRFOX:

1.50

BRK-B:

2.81

Martin Ratio

MRFOX:

5.83

BRK-B:

6.66

Ulcer Index

MRFOX:

2.03%

BRK-B:

3.72%

Daily Std Dev

MRFOX:

11.57%

BRK-B:

19.76%

Max Drawdown

MRFOX:

-29.10%

BRK-B:

-53.86%

Current Drawdown

MRFOX:

-2.46%

BRK-B:

-6.64%

Returns By Period

In the year-to-date period, MRFOX achieves a 3.98% return, which is significantly lower than BRK-B's 11.18% return.

MRFOX

YTD

3.98%

1M

1.45%

6M

-0.01%

1Y

11.68%

3Y*

16.65%

5Y*

15.59%

10Y*

N/A

BRK-B

YTD

11.18%

1M

-5.49%

6M

4.34%

1Y

23.34%

3Y*

16.84%

5Y*

22.12%

10Y*

13.42%

*Annualized

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Marshfield Concentrated Opportunity Fund

Berkshire Hathaway Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MRFOX vs. BRK-B — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MRFOX
The Risk-Adjusted Performance Rank of MRFOX is 8181
Overall Rank
The Sharpe Ratio Rank of MRFOX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of MRFOX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of MRFOX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of MRFOX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of MRFOX is 8787
Martin Ratio Rank
BRK-B
The Risk-Adjusted Performance Rank of BRK-B is 8787
Overall Rank
The Sharpe Ratio Rank of BRK-B is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of BRK-B is 8282
Sortino Ratio Rank
The Omega Ratio Rank of BRK-B is 8383
Omega Ratio Rank
The Calmar Ratio Rank of BRK-B is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BRK-B is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MRFOX vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marshfield Concentrated Opportunity Fund (MRFOX) and Berkshire Hathaway Inc. (BRK-B). 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.

The current MRFOX Sharpe Ratio is 1.02, which is comparable to the BRK-B Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of MRFOX and BRK-B, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MRFOX vs. BRK-B - Dividend Comparison

MRFOX's dividend yield for the trailing twelve months is around 4.41%, while BRK-B has not paid dividends to shareholders.

TTM202420232022202120202019201820172016
MRFOX
Marshfield Concentrated Opportunity Fund		4.41%4.59%0.46%0.35%6.78%2.70%1.39%1.94%2.06%0.60%
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MRFOX vs. BRK-B - Drawdown Comparison

The maximum MRFOX drawdown since its inception was -29.10%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for MRFOX and BRK-B.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MRFOX vs. BRK-B - Volatility Comparison

The current volatility for Marshfield Concentrated Opportunity Fund (MRFOX) is 3.43%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.63%. This indicates that MRFOX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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