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.
Performance
MRFOX vs. VOO - Performance Comparison
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MRFOX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MRFOX Marshfield Concentrated Opportunity Fund | -4.08% | 10.05% | 17.10% | 17.68% | 5.06% | 17.71% | 15.19% | 36.26% | 1.89% | 25.92% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, MRFOX achieves a -4.08% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, MRFOX has outperformed VOO with an annualized return of 15.18%, while VOO has yielded a comparatively lower 14.05% annualized return.
MRFOX
- 1D
- 0.67%
- 1M
- -5.13%
- YTD
- -4.08%
- 6M
- -4.60%
- 1Y
- 2.70%
- 3Y*
- 12.36%
- 5Y*
- 10.91%
- 10Y*
- 15.18%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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MRFOX vs. VOO - Expense Ratio Comparison
MRFOX has a 1.05% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
MRFOX vs. VOO — Risk / Return Rank
MRFOX
VOO
MRFOX vs. VOO - Risk-Adjusted Trends 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.
| MRFOX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.31 | 0.98 | -0.67 |
Sortino ratioReturn per unit of downside risk | 0.54 | 1.50 | -0.96 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.23 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.31 | 1.53 | -1.23 |
Martin ratioReturn relative to average drawdown | 0.80 | 7.29 | -6.49 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.31 | 0.98 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.70 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.07 | 0.78 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 0.83 | +0.22 |
Correlation
The correlation between MRFOX and VOO is 0.78, 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.
Dividends
MRFOX vs. VOO - Dividend Comparison
MRFOX's dividend yield for the trailing twelve months is around 1.69%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRFOX Marshfield Concentrated Opportunity Fund | 1.69% | 1.62% | 4.59% | 0.46% | 0.35% | 6.78% | 2.68% | 1.39% | 1.94% | 2.06% | 0.60% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
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.
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Drawdown Indicators
| MRFOX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.10% | -33.99% | +4.89% |
Max Drawdown (1Y)Largest decline over 1 year | -7.09% | -11.98% | +4.89% |
Max Drawdown (5Y)Largest decline over 5 years | -12.98% | -24.52% | +11.54% |
Max Drawdown (10Y)Largest decline over 10 years | -29.10% | -33.99% | +4.89% |
Current DrawdownCurrent decline from peak | -6.40% | -6.29% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -2.37% | -3.72% | +1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.52% | +0.23% |
Volatility
MRFOX vs. VOO - Volatility Comparison
The current volatility for Marshfield Concentrated Opportunity Fund (MRFOX) is 2.74%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. 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.
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Volatility by Period
| MRFOX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.74% | 5.29% | -2.55% |
Volatility (6M)Calculated over the trailing 6-month period | 7.00% | 9.44% | -2.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.79% | 18.10% | -6.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.04% | 16.82% | -4.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.29% | 17.99% | -3.70% |