PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MRFOX vs. COWZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MRFOX and COWZ is 0.76, 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.


-0.50.00.51.00.8

Performance

MRFOX vs. COWZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marshfield Concentrated Opportunity Fund (MRFOX) and Pacer US Cash Cows 100 ETF (COWZ). The values are adjusted to include any dividend payments, if applicable.

150.00%160.00%170.00%180.00%190.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
181.33%
166.26%
MRFOX
COWZ

Key characteristics

Sharpe Ratio

MRFOX:

1.44

COWZ:

0.86

Sortino Ratio

MRFOX:

1.90

COWZ:

1.29

Omega Ratio

MRFOX:

1.30

COWZ:

1.15

Calmar Ratio

MRFOX:

1.76

COWZ:

1.35

Martin Ratio

MRFOX:

7.60

COWZ:

3.46

Ulcer Index

MRFOX:

1.86%

COWZ:

3.37%

Daily Std Dev

MRFOX:

9.78%

COWZ:

13.65%

Max Drawdown

MRFOX:

-29.10%

COWZ:

-38.63%

Current Drawdown

MRFOX:

-7.53%

COWZ:

-7.43%

Returns By Period

In the year-to-date period, MRFOX achieves a 12.61% return, which is significantly higher than COWZ's 10.79% return.


MRFOX

YTD

12.61%

1M

-4.10%

6M

0.19%

1Y

13.09%

5Y*

11.41%

10Y*

N/A

COWZ

YTD

10.79%

1M

-4.05%

6M

4.13%

1Y

10.69%

5Y*

15.08%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MRFOX vs. COWZ - Expense Ratio Comparison

MRFOX has a 1.05% expense ratio, which is higher than COWZ's 0.49% expense ratio.


MRFOX
Marshfield Concentrated Opportunity Fund
Expense ratio chart for MRFOX: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for COWZ: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

MRFOX vs. COWZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marshfield Concentrated Opportunity Fund (MRFOX) and Pacer US Cash Cows 100 ETF (COWZ). 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.


Sharpe ratio
The chart of Sharpe ratio for MRFOX, currently valued at 1.44, compared to the broader market-1.000.001.002.003.004.001.440.86
The chart of Sortino ratio for MRFOX, currently valued at 1.90, compared to the broader market-2.000.002.004.006.008.0010.001.901.29
The chart of Omega ratio for MRFOX, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.003.501.301.15
The chart of Calmar ratio for MRFOX, currently valued at 1.76, compared to the broader market0.002.004.006.008.0010.0012.0014.001.761.35
The chart of Martin ratio for MRFOX, currently valued at 7.60, compared to the broader market0.0020.0040.0060.007.603.46
MRFOX
COWZ

The current MRFOX Sharpe Ratio is 1.44, which is higher than the COWZ Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of MRFOX and COWZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.44
0.86
MRFOX
COWZ

Dividends

MRFOX vs. COWZ - Dividend Comparison

MRFOX has not paid dividends to shareholders, while COWZ's dividend yield for the trailing twelve months is around 1.92%.


TTM20232022202120202019201820172016
MRFOX
Marshfield Concentrated Opportunity Fund
0.00%0.46%0.14%0.00%0.00%0.09%0.02%0.06%0.17%
COWZ
Pacer US Cash Cows 100 ETF
1.92%1.92%1.96%1.48%2.54%1.96%1.67%1.94%0.13%

Drawdowns

MRFOX vs. COWZ - Drawdown Comparison

The maximum MRFOX drawdown since its inception was -29.10%, smaller than the maximum COWZ drawdown of -38.63%. Use the drawdown chart below to compare losses from any high point for MRFOX and COWZ. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.53%
-7.43%
MRFOX
COWZ

Volatility

MRFOX vs. COWZ - Volatility Comparison

Marshfield Concentrated Opportunity Fund (MRFOX) has a higher volatility of 5.62% compared to Pacer US Cash Cows 100 ETF (COWZ) at 4.55%. This indicates that MRFOX's price experiences larger fluctuations and is considered to be riskier than COWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.62%
4.55%
MRFOX
COWZ
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab