MRLIX vs. FOKFX
MRLIX (AMG Renaissance Large Cap Growth Fund) and FOKFX (Fidelity OTC K6 Portfolio) are both Large Cap Growth Equities funds. Over the past 5 years, MRLIX returned 4.34%/yr vs 14.43%/yr for FOKFX. Their correlation of 0.88 means they have usually moved in the same direction. MRLIX charges 0.66%/yr vs 0.50%/yr for FOKFX.
Performance
MRLIX vs. FOKFX - Performance Comparison
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Returns By Period
In the year-to-date period, MRLIX achieves a 3.11% return, which is significantly lower than FOKFX's 17.71% return.
MRLIX
- 1D
- 2.15%
- 1M
- -0.96%
- 6M
- 2.69%
- YTD
- 3.11%
- 1Y
- -6.89%
- 3Y*
- 4.79%
- 5Y*
- 4.34%
- 10Y*
- 12.61%
- ALL TIME*
- 12.94%
FOKFX
- 1D
- 2.72%
- 1M
- -3.54%
- 6M
- 15.23%
- YTD
- 17.71%
- 1Y
- 33.55%
- 3Y*
- 26.35%
- 5Y*
- 14.43%
- 10Y*
- —
- ALL TIME*
- 21.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MRLIX vs. FOKFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MRLIX AMG Renaissance Large Cap Growth Fund | 3.11% | -4.22% | 9.25% | 25.51% | -16.98% | 30.76% | 23.92% | 23.37% |
FOKFX Fidelity OTC K6 Portfolio | 17.71% | 20.30% | 34.58% | 43.48% | -32.32% | 25.95% | 47.52% | 17.08% |
Correlation
The correlation between MRLIX and FOKFX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.78 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2019 | 0.88 |
The correlation between MRLIX and FOKFX has been stable across timeframes, ranging from 0.78 to 0.88 - a consistent structural relationship.
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Return for Risk
MRLIX vs. FOKFX — Risk / Return Rank
MRLIX
FOKFX
MRLIX vs. FOKFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMG Renaissance Large Cap Growth Fund (MRLIX) and Fidelity OTC K6 Portfolio (FOKFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MRLIX | FOKFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.91 | ||
| Sortino ratioReturn per unit of downside risk | -2.42 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.26 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 2.53 | -2.90 |
| Martin ratioReturn relative to average drawdown | -0.70 | 8.60 | -9.31 |
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Drawdowns
MRLIX vs. FOKFX - Drawdown Comparison
The maximum MRLIX drawdown since its inception was -34.16%, smaller than the maximum FOKFX drawdown of -37.26%. Use the drawdown chart below to compare losses from any high point for MRLIX and FOKFX.
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Drawdown Indicators
| MRLIX | FOKFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -37.26% | +3.10% |
Max Drawdown (1Y)Largest decline over 1 year | -23.75% | -12.53% | -11.22% |
Max Drawdown (3Y)Largest decline over 3 years | -27.51% | -24.81% | -2.70% |
Max Drawdown (5Y)Largest decline over 5 years | -27.51% | -37.26% | +9.75% |
Max Drawdown (10Y)Largest decline over 10 years | -34.16% | — | — |
Current DrawdownCurrent decline from peak | -15.43% | -8.04% | -7.39% |
Average DrawdownAverage peak-to-trough decline | -5.47% | -9.09% | +3.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.62% | 3.67% | +8.95% |
Volatility
MRLIX vs. FOKFX - Volatility Comparison
The current volatility for AMG Renaissance Large Cap Growth Fund (MRLIX) is 3.94%, while Fidelity OTC K6 Portfolio (FOKFX) has a volatility of 6.26%. This indicates that MRLIX experiences smaller price fluctuations and is considered to be less risky than FOKFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MRLIX | FOKFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 6.26% | -2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 11.84% | 17.69% | -5.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.89% | 21.42% | -0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.04% | 23.47% | -4.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.71% | 24.72% | -5.01% |
MRLIX vs. FOKFX - Expense Ratio Comparison
MRLIX has a 0.66% expense ratio, which is higher than FOKFX's 0.50% expense ratio.
Dividends
MRLIX vs. FOKFX - Dividend Comparison
MRLIX has not paid dividends to shareholders, while FOKFX's dividend yield for the trailing twelve months is around 3.57%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FOKFX Fidelity OTC K6 Portfolio | 3.57% | 4.20% | 4.58% | 0.24% | 0.08% | 3.81% | 0.39% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% |
MRLIX AMG Renaissance Large Cap Growth Fund | 0.00% | 0.00% | 1.52% | 7.77% | 7.44% | 8.36% | 5.23% | 17.34% | 24.83% | 3.35% | 2.29% | 1.59% |
Frequently Asked Questions
MRLIX and FOKFX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FOKFX has higher volatility (6.26%) compared to MRLIX (3.94%). In terms of maximum drawdown, MRLIX dropped -34.16% vs FOKFX's -37.26%.
FOKFX currently has the higher Sharpe Ratio (1.48 vs -0.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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