MRFOX vs. JLGMX
Compare and contrast key facts about Marshfield Concentrated Opportunity Fund (MRFOX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX).
MRFOX is managed by Marshfield. It was launched on Dec 29, 2015. JLGMX is a passively managed fund by JPMorgan that tracks the performance of the Russell 1000 Growth Index. It was launched on Nov 30, 2010.
Performance
MRFOX vs. JLGMX - Performance Comparison
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MRFOX vs. JLGMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRFOX Marshfield Concentrated Opportunity Fund | -2.97% | 10.05% | 17.10% | 17.68% | 5.06% | 17.71% | 15.19% | 36.26% | 1.89% | 25.92% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | -8.48% | 14.38% | 35.40% | 34.95% | -25.20% | 18.48% | 56.39% | 39.47% | 0.74% | 38.41% |
Returns By Period
In the year-to-date period, MRFOX achieves a -2.97% return, which is significantly higher than JLGMX's -8.48% return. Over the past 10 years, MRFOX has underperformed JLGMX with an annualized return of 15.31%, while JLGMX has yielded a comparatively higher 18.24% annualized return.
MRFOX
- 1D
- 1.16%
- 1M
- -4.29%
- YTD
- -2.97%
- 6M
- -3.36%
- 1Y
- 3.66%
- 3Y*
- 12.79%
- 5Y*
- 10.99%
- 10Y*
- 15.31%
JLGMX
- 1D
- 3.48%
- 1M
- -4.87%
- YTD
- -8.48%
- 6M
- -10.35%
- 1Y
- 12.67%
- 3Y*
- 20.55%
- 5Y*
- 10.71%
- 10Y*
- 18.24%
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MRFOX vs. JLGMX - Expense Ratio Comparison
MRFOX has a 1.05% expense ratio, which is higher than JLGMX's 0.44% expense ratio.
Return for Risk
MRFOX vs. JLGMX — Risk / Return Rank
MRFOX
JLGMX
MRFOX vs. JLGMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Marshfield Concentrated Opportunity Fund (MRFOX) and JPMorgan Large Cap Growth Fund Class R6 (JLGMX). 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.
| MRFOX | JLGMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 0.64 | -0.31 |
Sortino ratioReturn per unit of downside risk | 0.57 | 1.05 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.15 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.68 | 0.81 | -0.13 |
Martin ratioReturn relative to average drawdown | 1.75 | 2.47 | -0.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MRFOX | JLGMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.64 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.53 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.07 | 0.85 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.06 | 0.80 | +0.27 |
Correlation
The correlation between MRFOX and JLGMX is 0.64, 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. JLGMX - Dividend Comparison
MRFOX's dividend yield for the trailing twelve months is around 1.67%, less than JLGMX's 12.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRFOX Marshfield Concentrated Opportunity Fund | 1.67% | 1.62% | 4.59% | 0.46% | 0.35% | 6.78% | 2.68% | 1.39% | 1.94% | 2.06% | 0.60% | 0.00% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | 12.06% | 11.04% | 2.12% | 0.31% | 3.49% | 14.25% | 5.14% | 12.65% | 15.59% | 14.44% | 9.71% | 4.43% |
Drawdowns
MRFOX vs. JLGMX - Drawdown Comparison
The maximum MRFOX drawdown since its inception was -29.10%, smaller than the maximum JLGMX drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for MRFOX and JLGMX.
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Drawdown Indicators
| MRFOX | JLGMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.10% | -31.82% | +2.72% |
Max Drawdown (1Y)Largest decline over 1 year | -7.09% | -16.73% | +9.64% |
Max Drawdown (5Y)Largest decline over 5 years | -12.98% | -31.13% | +18.15% |
Max Drawdown (10Y)Largest decline over 10 years | -29.10% | -31.82% | +2.72% |
Current DrawdownCurrent decline from peak | -5.32% | -13.83% | +8.51% |
Average DrawdownAverage peak-to-trough decline | -2.37% | -5.82% | +3.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 5.51% | -2.74% |
Volatility
MRFOX vs. JLGMX - Volatility Comparison
The current volatility for Marshfield Concentrated Opportunity Fund (MRFOX) is 3.04%, while JPMorgan Large Cap Growth Fund Class R6 (JLGMX) has a volatility of 6.48%. This indicates that MRFOX experiences smaller price fluctuations and is considered to be less risky than JLGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRFOX | JLGMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 6.48% | -3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 7.08% | 12.54% | -5.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.83% | 21.14% | -9.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.04% | 20.25% | -8.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.29% | 21.54% | -7.25% |