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

Correlation

The correlation between MRFOX and GQEPX is 0.81, 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. GQEPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Marshfield Concentrated Opportunity Fund (MRFOX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
112.29%
141.87%
MRFOX
GQEPX

Key characteristics

Sharpe Ratio

MRFOX:

0.47

GQEPX:

0.38

Sortino Ratio

MRFOX:

0.73

GQEPX:

0.60

Omega Ratio

MRFOX:

1.10

GQEPX:

1.08

Calmar Ratio

MRFOX:

0.52

GQEPX:

0.34

Martin Ratio

MRFOX:

1.56

GQEPX:

1.01

Ulcer Index

MRFOX:

3.58%

GQEPX:

6.33%

Daily Std Dev

MRFOX:

11.92%

GQEPX:

16.64%

Max Drawdown

MRFOX:

-29.10%

GQEPX:

-28.45%

Current Drawdown

MRFOX:

-5.92%

GQEPX:

-15.03%

Returns By Period

In the year-to-date period, MRFOX achieves a 1.23% return, which is significantly higher than GQEPX's -4.95% return.


MRFOX

YTD

1.23%

1M

-0.90%

6M

-1.15%

1Y

5.15%

5Y*

14.19%

10Y*

N/A

GQEPX

YTD

-4.95%

1M

-3.96%

6M

-5.47%

1Y

4.97%

5Y*

16.04%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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MRFOX vs. GQEPX - Expense Ratio Comparison

MRFOX has a 1.05% expense ratio, which is higher than GQEPX's 0.59% 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 GQEPX: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GQEPX: 0.59%

Risk-Adjusted Performance

MRFOX vs. GQEPX — 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

GQEPX
The Risk-Adjusted Performance Rank of GQEPX is 4848
Overall Rank
The Sharpe Ratio Rank of GQEPX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of GQEPX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of GQEPX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of GQEPX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of GQEPX is 4343
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. GQEPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marshfield Concentrated Opportunity Fund (MRFOX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). 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
GQEPX: 0.38
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
GQEPX: 0.60
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
GQEPX: 1.08
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
GQEPX: 0.34
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
GQEPX: 1.01

The current MRFOX Sharpe Ratio is 0.47, which is comparable to the GQEPX Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of MRFOX and GQEPX, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.47
0.38
MRFOX
GQEPX

Dividends

MRFOX vs. GQEPX - Dividend Comparison

MRFOX's dividend yield for the trailing twelve months is around 1.00%, less than GQEPX's 5.58% 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%
GQEPX
GQG Partners US Select Quality Equity Fund Investor Shares
5.58%5.30%0.44%4.46%1.49%0.61%0.63%0.09%0.00%0.00%

Drawdowns

MRFOX vs. GQEPX - Drawdown Comparison

The maximum MRFOX drawdown since its inception was -29.10%, roughly equal to the maximum GQEPX drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for MRFOX and GQEPX. For additional features, visit the drawdowns tool.


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

Volatility

MRFOX vs. GQEPX - Volatility Comparison

The current volatility for Marshfield Concentrated Opportunity Fund (MRFOX) is 7.29%, while GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) has a volatility of 8.05%. This indicates that MRFOX experiences smaller price fluctuations and is considered to be less risky than GQEPX 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%8.00%NovemberDecember2025FebruaryMarchApril
7.29%
8.05%
MRFOX
GQEPX