Correlation
The correlation between MRFOX and SCHX 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.
MRFOX vs. SCHX
Compare and contrast key facts about Marshfield Concentrated Opportunity Fund (MRFOX) and Schwab U.S. Large-Cap ETF (SCHX).
MRFOX is managed by Marshfield. It was launched on Dec 29, 2015. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRFOX or SCHX.
Performance
MRFOX vs. SCHX - Performance Comparison
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Key characteristics
MRFOX:
1.03
SCHX:
0.77
MRFOX:
1.36
SCHX:
1.14
MRFOX:
1.18
SCHX:
1.17
MRFOX:
1.31
SCHX:
0.76
MRFOX:
5.12
SCHX:
2.86
MRFOX:
2.03%
SCHX:
5.06%
MRFOX:
11.57%
SCHX:
19.84%
MRFOX:
-29.10%
SCHX:
-34.33%
MRFOX:
-2.96%
SCHX:
-3.59%
Returns By Period
In the year-to-date period, MRFOX achieves a 3.44% return, which is significantly higher than SCHX's 0.99% return.
MRFOX
3.44%
1.27%
-0.47%
11.79%
16.24%
15.47%
N/A
SCHX
0.99%
6.53%
-1.24%
15.26%
15.50%
16.69%
14.12%
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MRFOX vs. SCHX - Expense Ratio Comparison
MRFOX has a 1.05% expense ratio, which is higher than SCHX's 0.03% expense ratio.
Risk-Adjusted Performance
MRFOX vs. SCHX — Risk-Adjusted Performance Rank
MRFOX
SCHX
MRFOX vs. SCHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Marshfield Concentrated Opportunity Fund (MRFOX) and Schwab U.S. Large-Cap ETF (SCHX). 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.
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Dividends
MRFOX vs. SCHX - Dividend Comparison
MRFOX's dividend yield for the trailing twelve months is around 4.43%, more than SCHX's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRFOX Marshfield Concentrated Opportunity Fund | 4.43% | 4.59% | 0.46% | 0.35% | 6.78% | 2.70% | 1.39% | 1.94% | 2.06% | 0.60% | 0.00% | 0.00% |
SCHX Schwab U.S. Large-Cap ETF | 1.22% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.93% | 2.04% | 1.76% |
Drawdowns
MRFOX vs. SCHX - Drawdown Comparison
The maximum MRFOX drawdown since its inception was -29.10%, smaller than the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for MRFOX and SCHX.
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Volatility
MRFOX vs. SCHX - Volatility Comparison
The current volatility for Marshfield Concentrated Opportunity Fund (MRFOX) is 3.41%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 4.86%. This indicates that MRFOX experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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