Correlation
The correlation between MRFOX and VOO 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. VOO
Compare and contrast key facts about Marshfield Concentrated Opportunity Fund (MRFOX) and Vanguard S&P 500 ETF (VOO).
MRFOX is managed by Marshfield. It was launched on Dec 29, 2015. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRFOX or VOO.
Performance
MRFOX vs. VOO - Performance Comparison
Loading data...
Key characteristics
MRFOX:
1.03
VOO:
0.70
MRFOX:
1.36
VOO:
1.05
MRFOX:
1.18
VOO:
1.15
MRFOX:
1.31
VOO:
0.69
MRFOX:
5.12
VOO:
2.62
MRFOX:
2.03%
VOO:
4.93%
MRFOX:
11.57%
VOO:
19.55%
MRFOX:
-29.10%
VOO:
-33.99%
MRFOX:
-2.96%
VOO:
-3.45%
Returns By Period
In the year-to-date period, MRFOX achieves a 3.44% return, which is significantly higher than VOO's 1.00% return.
MRFOX
3.44%
1.27%
-0.47%
11.79%
16.24%
15.47%
N/A
VOO
1.00%
6.44%
-0.84%
13.62%
14.14%
15.91%
12.81%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MRFOX vs. VOO - Expense Ratio Comparison
MRFOX has a 1.05% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
MRFOX vs. VOO — Risk-Adjusted Performance Rank
MRFOX
VOO
MRFOX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Marshfield Concentrated Opportunity Fund (MRFOX) and Vanguard S&P 500 ETF (VOO). 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.
Loading data...
Dividends
MRFOX vs. VOO - Dividend Comparison
MRFOX's dividend yield for the trailing twelve months is around 4.43%, more than VOO's 1.29% 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% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
MRFOX vs. VOO - Drawdown Comparison
The maximum MRFOX drawdown since its inception was -29.10%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MRFOX and VOO.
Loading data...
Volatility
MRFOX vs. VOO - Volatility Comparison
The current volatility for Marshfield Concentrated Opportunity Fund (MRFOX) is 3.41%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.83%. This indicates that MRFOX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...