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MRFOX vs. FGCKX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MRFOX vs. FGCKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marshfield Concentrated Opportunity Fund (MRFOX) and Fidelity Growth Company K (FGCKX). The values are adjusted to include any dividend payments, if applicable.

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MRFOX vs. FGCKX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FGCKX
Fidelity Growth Company K
-6.85%18.67%37.30%47.35%-33.82%22.62%67.61%38.50%-4.07%36.89%

Returns By Period

In the year-to-date period, MRFOX achieves a -4.08% return, which is significantly higher than FGCKX's -6.85% return. Over the past 10 years, MRFOX has underperformed FGCKX with an annualized return of 15.18%, while FGCKX has yielded a comparatively higher 19.90% annualized return.


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%

FGCKX

1D
-1.23%
1M
-8.22%
YTD
-6.85%
6M
-6.85%
1Y
26.45%
3Y*
24.22%
5Y*
12.12%
10Y*
19.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MRFOX vs. FGCKX - Expense Ratio Comparison

MRFOX has a 1.05% expense ratio, which is higher than FGCKX's 0.65% expense ratio.


Return for Risk

MRFOX vs. FGCKX — Risk / Return Rank

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

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

FGCKX
FGCKX Risk / Return Rank: 6262
Overall Rank
FGCKX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FGCKX Sortino Ratio Rank: 6464
Sortino Ratio Rank
FGCKX Omega Ratio Rank: 6060
Omega Ratio Rank
FGCKX Calmar Ratio Rank: 6666
Calmar Ratio Rank
FGCKX Martin Ratio Rank: 5858
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.

MRFOX vs. FGCKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Marshfield Concentrated Opportunity Fund (MRFOX) and Fidelity Growth Company K (FGCKX). 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.


MRFOXFGCKXDifference

Sharpe ratio

Return per unit of total volatility

0.31

1.07

-0.76

Sortino ratio

Return per unit of downside risk

0.54

1.59

-1.04

Omega ratio

Gain probability vs. loss probability

1.07

1.23

-0.16

Calmar ratio

Return relative to maximum drawdown

0.31

1.49

-1.18

Martin ratio

Return relative to average drawdown

0.80

5.54

-4.74

MRFOX vs. FGCKX - Sharpe Ratio Comparison

The current MRFOX Sharpe Ratio is 0.31, which is lower than the FGCKX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of MRFOX and FGCKX, 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


MRFOXFGCKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

1.07

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.51

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

0.86

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.65

+0.41

Correlation

The correlation between MRFOX and FGCKX is 0.60, 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

MRFOX vs. FGCKX - Dividend Comparison

MRFOX's dividend yield for the trailing twelve months is around 1.69%, while FGCKX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%
FGCKX
Fidelity Growth Company K
0.00%0.00%8.80%3.81%7.16%10.63%8.83%3.84%6.38%4.73%6.20%3.96%

Drawdowns

MRFOX vs. FGCKX - Drawdown Comparison

The maximum MRFOX drawdown since its inception was -29.10%, smaller than the maximum FGCKX drawdown of -51.01%. Use the drawdown chart below to compare losses from any high point for MRFOX and FGCKX.


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Drawdown Indicators


MRFOXFGCKXDifference

Max Drawdown

Largest peak-to-trough decline

-29.10%

-51.01%

+21.91%

Max Drawdown (1Y)

Largest decline over 1 year

-7.09%

-13.09%

+6.00%

Max Drawdown (5Y)

Largest decline over 5 years

-12.98%

-40.21%

+27.23%

Max Drawdown (10Y)

Largest decline over 10 years

-29.10%

-40.21%

+11.11%

Current Drawdown

Current decline from peak

-6.40%

-12.55%

+6.15%

Average Drawdown

Average peak-to-trough decline

-2.37%

-9.03%

+6.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

3.88%

-1.13%

Volatility

MRFOX vs. FGCKX - Volatility Comparison

The current volatility for Marshfield Concentrated Opportunity Fund (MRFOX) is 2.74%, while Fidelity Growth Company K (FGCKX) has a volatility of 6.73%. This indicates that MRFOX experiences smaller price fluctuations and is considered to be less risky than FGCKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MRFOXFGCKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.74%

6.73%

-3.99%

Volatility (6M)

Calculated over the trailing 6-month period

7.00%

14.66%

-7.66%

Volatility (1Y)

Calculated over the trailing 1-year period

11.79%

24.33%

-12.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.04%

23.99%

-11.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.29%

23.34%

-9.05%