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.
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.
Performance
MRFOX vs. SPY - Performance Comparison
Key characteristics
MRFOX:
0.47
SPY:
0.54
MRFOX:
0.73
SPY:
0.89
MRFOX:
1.10
SPY:
1.13
MRFOX:
0.52
SPY:
0.58
MRFOX:
1.56
SPY:
2.39
MRFOX:
3.58%
SPY:
4.51%
MRFOX:
11.92%
SPY:
20.07%
MRFOX:
-29.10%
SPY:
-55.19%
MRFOX:
-5.92%
SPY:
-10.54%
Returns By Period
In the year-to-date period, MRFOX achieves a 1.23% return, which is significantly higher than SPY's -6.44% return.
MRFOX
1.23%
-0.90%
-1.15%
5.15%
14.19%
N/A
SPY
-6.44%
-5.00%
-5.02%
9.54%
15.80%
11.95%
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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.
Dividends
MRFOX vs. SPY - Dividend Comparison
MRFOX's dividend yield for the trailing twelve months is around 1.00%, less than SPY's 1.31% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.31% | 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. For additional features, visit the drawdowns tool.
Volatility
MRFOX vs. SPY - Volatility Comparison
The current volatility for Marshfield Concentrated Opportunity Fund (MRFOX) is 7.29%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.13%. 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.