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MRFOX vs. COWZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MRFOX and COWZ is 0.80, 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.


-0.50.00.51.0
Correlation: 0.8

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.

120.00%140.00%160.00%180.00%200.00%NovemberDecember2025FebruaryMarchApril
186.23%
144.41%
MRFOX
COWZ

Key characteristics

Sharpe Ratio

MRFOX:

0.47

COWZ:

-0.26

Sortino Ratio

MRFOX:

0.73

COWZ:

-0.24

Omega Ratio

MRFOX:

1.10

COWZ:

0.97

Calmar Ratio

MRFOX:

0.52

COWZ:

-0.22

Martin Ratio

MRFOX:

1.56

COWZ:

-0.80

Ulcer Index

MRFOX:

3.58%

COWZ:

6.16%

Daily Std Dev

MRFOX:

11.92%

COWZ:

19.03%

Max Drawdown

MRFOX:

-29.10%

COWZ:

-38.63%

Current Drawdown

MRFOX:

-5.92%

COWZ:

-15.03%

Returns By Period

In the year-to-date period, MRFOX achieves a 1.23% return, which is significantly higher than COWZ's -8.08% return.


MRFOX

YTD

1.23%

1M

-0.90%

6M

-1.15%

1Y

5.15%

5Y*

14.19%

10Y*

N/A

COWZ

YTD

-8.08%

1M

-6.64%

6M

-9.12%

1Y

-5.26%

5Y*

19.28%

10Y*

N/A

*Annualized

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MRFOX vs. COWZ - Expense Ratio Comparison

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


Expense ratio chart for MRFOX: current value is 1.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MRFOX: 1.05%
Expense ratio chart for COWZ: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
COWZ: 0.49%

Risk-Adjusted Performance

MRFOX vs. COWZ — 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 5656
Overall Rank
The Sharpe Ratio Rank of MRFOX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of MRFOX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of MRFOX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of MRFOX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of MRFOX is 5252
Martin Ratio Rank

COWZ
The Risk-Adjusted Performance Rank of COWZ is 1010
Overall Rank
The Sharpe Ratio Rank of COWZ is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of COWZ is 1010
Sortino Ratio Rank
The Omega Ratio Rank of COWZ is 1010
Omega Ratio Rank
The Calmar Ratio Rank of COWZ is 99
Calmar Ratio Rank
The Martin Ratio Rank of COWZ is 99
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. 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.


The chart of Sharpe ratio for MRFOX, currently valued at 0.47, compared to the broader market-1.000.001.002.003.00
MRFOX: 0.47
COWZ: -0.26
The chart of Sortino ratio for MRFOX, currently valued at 0.73, compared to the broader market-2.000.002.004.006.008.00
MRFOX: 0.73
COWZ: -0.24
The chart of Omega ratio for MRFOX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.00
MRFOX: 1.10
COWZ: 0.97
The chart of Calmar ratio for MRFOX, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.00
MRFOX: 0.52
COWZ: -0.22
The chart of Martin ratio for MRFOX, currently valued at 1.56, compared to the broader market0.0010.0020.0030.0040.0050.00
MRFOX: 1.56
COWZ: -0.80

The current MRFOX Sharpe Ratio is 0.47, which is higher than the COWZ Sharpe Ratio of -0.26. 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.47
-0.26
MRFOX
COWZ

Dividends

MRFOX vs. COWZ - Dividend Comparison

MRFOX's dividend yield for the trailing twelve months is around 1.00%, less than COWZ's 1.96% yield.


TTM202420232022202120202019201820172016
MRFOX
Marshfield Concentrated Opportunity Fund
1.00%1.01%0.46%0.14%0.00%0.00%0.09%0.02%0.06%0.17%
COWZ
Pacer US Cash Cows 100 ETF
1.96%1.82%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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.92%
-15.03%
MRFOX
COWZ

Volatility

MRFOX vs. COWZ - Volatility Comparison

The current volatility for Marshfield Concentrated Opportunity Fund (MRFOX) is 7.29%, while Pacer US Cash Cows 100 ETF (COWZ) has a volatility of 13.14%. This indicates that MRFOX experiences smaller price fluctuations and is considered to be less risky than COWZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
7.29%
13.14%
MRFOX
COWZ