PBCKX vs. MRFOX
PBCKX (Principal Blue Chip Fund) and MRFOX (Marshfield Concentrated Opportunity Fund) are both Large Cap Growth Equities funds. Over the past 10 years, PBCKX returned 16.15%/yr vs 15.94%/yr for MRFOX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. PBCKX charges 0.66%/yr vs 1.05%/yr for MRFOX.
Performance
PBCKX vs. MRFOX - Performance Comparison
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Returns By Period
Both investments have delivered pretty close results over the past 10 years, with PBCKX having a 16.15% annualized return and MRFOX not far behind at 15.94%.
PBCKX
- 1D
- 2.53%
- 1M
- 2.40%
- 6M
- 1.76%
- YTD
- 0.00%
- 1Y
- -0.60%
- 3Y*
- 15.87%
- 5Y*
- 6.94%
- 10Y*
- 16.15%
- ALL TIME*
- 15.71%
MRFOX
- 1D
- -0.33%
- 1M
- -0.83%
- 6M
- 3.05%
- YTD
- 4.52%
- 1Y
- 11.46%
- 3Y*
- 13.15%
- 5Y*
- 11.42%
- 10Y*
- 15.94%
- ALL TIME*
- 15.54%
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 |
PBCKX vs. MRFOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PBCKX Principal Blue Chip Fund | 0.00% | 9.20% | 26.90% | 40.58% | -30.74% | 25.05% | 34.77% | 45.22% | 2.83% | 28.85% |
MRFOX Marshfield Concentrated Opportunity Fund | 4.52% | 10.05% | 17.10% | 17.68% | 5.06% | 17.71% | 15.19% | 36.26% | 1.89% | 25.92% |
Correlation
The correlation between PBCKX and MRFOX is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.55 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.69 |
Over the past year, the correlation between PBCKX and MRFOX has dropped to 0.35 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
PBCKX vs. MRFOX — Risk / Return Rank
PBCKX
MRFOX
PBCKX vs. MRFOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Blue Chip Fund (PBCKX) and Marshfield Concentrated Opportunity Fund (MRFOX). 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.
| PBCKX | MRFOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.19 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 1.59 | -1.75 |
| Martin ratioReturn relative to average drawdown | -0.42 | 4.69 | -5.11 |
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Drawdowns
PBCKX vs. MRFOX - Drawdown Comparison
The maximum PBCKX drawdown since its inception was -38.00%, which is greater than MRFOX's maximum drawdown of -29.10%. Use the drawdown chart below to compare losses from any high point for PBCKX and MRFOX.
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Drawdown Indicators
| PBCKX | MRFOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.00% | -29.10% | -8.90% |
Max Drawdown (1Y)Largest decline over 1 year | -19.10% | -7.03% | -12.07% |
Max Drawdown (3Y)Largest decline over 3 years | -19.10% | -7.91% | -11.19% |
Max Drawdown (5Y)Largest decline over 5 years | -38.00% | -12.98% | -25.02% |
Max Drawdown (10Y)Largest decline over 10 years | -38.00% | -29.10% | -8.90% |
Current DrawdownCurrent decline from peak | -3.80% | -1.70% | -2.10% |
Average DrawdownAverage peak-to-trough decline | -5.66% | -2.34% | -3.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.87% | 2.39% | +4.48% |
Volatility
PBCKX vs. MRFOX - Volatility Comparison
Principal Blue Chip Fund (PBCKX) has a higher volatility of 5.29% compared to Marshfield Concentrated Opportunity Fund (MRFOX) at 4.29%. This indicates that PBCKX's price experiences larger fluctuations and is considered to be riskier than MRFOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PBCKX | MRFOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 4.29% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 13.56% | 7.81% | +5.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.52% | 10.40% | +6.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.54% | 12.16% | +8.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.24% | 14.18% | +6.06% |
PBCKX vs. MRFOX - Expense Ratio Comparison
PBCKX has a 0.66% expense ratio, which is lower than MRFOX's 1.05% expense ratio.
Dividends
PBCKX vs. MRFOX - Dividend Comparison
PBCKX's dividend yield for the trailing twelve months is around 19.94%, more than MRFOX's 1.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MRFOX Marshfield Concentrated Opportunity Fund | 1.55% | 1.62% | 4.59% | 0.46% | 0.35% | 6.78% | 2.68% | 1.39% | 1.94% | 2.06% | 0.60% | 0.00% |
PBCKX Principal Blue Chip Fund | 19.94% | 19.94% | 9.01% | 0.51% | 0.71% | 6.67% | 3.28% | 8.90% | 7.86% | 2.79% | 1.01% | 2.40% |
Frequently Asked Questions
PBCKX and MRFOX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PBCKX has higher volatility (5.29%) compared to MRFOX (4.29%). In terms of maximum drawdown, PBCKX dropped -38.00% vs MRFOX's -29.10%.
MRFOX currently has the higher Sharpe Ratio (1.08 vs -0.17), 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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