Correlation
The correlation between MRFOX and SPY 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. SPY
Compare and contrast key facts about Marshfield Concentrated Opportunity Fund (MRFOX) and SPDR S&P 500 ETF (SPY).
MRFOX is managed by Marshfield. It was launched on Dec 29, 2015. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRFOX or SPY.
Performance
MRFOX vs. SPY - Performance Comparison
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Key characteristics
MRFOX:
1.02
SPY:
0.70
MRFOX:
1.54
SPY:
1.02
MRFOX:
1.21
SPY:
1.15
MRFOX:
1.50
SPY:
0.68
MRFOX:
5.83
SPY:
2.57
MRFOX:
2.03%
SPY:
4.93%
MRFOX:
11.57%
SPY:
20.42%
MRFOX:
-29.10%
SPY:
-55.19%
MRFOX:
-2.46%
SPY:
-3.55%
Returns By Period
In the year-to-date period, MRFOX achieves a 3.98% return, which is significantly higher than SPY's 0.87% return.
MRFOX
3.98%
1.45%
-0.01%
11.68%
16.65%
15.59%
N/A
SPY
0.87%
6.28%
-1.56%
14.21%
14.25%
15.81%
12.73%
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MRFOX vs. SPY - Expense Ratio Comparison
MRFOX has a 1.05% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
MRFOX vs. SPY — Risk-Adjusted Performance Rank
MRFOX
SPY
MRFOX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Marshfield Concentrated Opportunity Fund (MRFOX) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
MRFOX's dividend yield for the trailing twelve months is around 4.41%, more than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRFOX Marshfield Concentrated Opportunity Fund | 4.41% | 4.59% | 0.46% | 0.35% | 6.78% | 2.70% | 1.39% | 1.94% | 2.06% | 0.60% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
MRFOX vs. SPY - Drawdown Comparison
The maximum MRFOX drawdown since its inception was -29.10%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for MRFOX and SPY.
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Volatility
MRFOX vs. SPY - Volatility Comparison
The current volatility for Marshfield Concentrated Opportunity Fund (MRFOX) is 3.43%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.86%. This indicates that MRFOX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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