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SMMIX vs. MRFOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMMIX vs. MRFOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Summit Fund (SMMIX) and Marshfield Concentrated Opportunity Fund (MRFOX). The values are adjusted to include any dividend payments, if applicable.

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SMMIX vs. MRFOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMMIX
Invesco Summit Fund
-9.50%11.08%34.36%36.82%-33.12%10.71%42.22%38.69%-3.04%29.88%
MRFOX
Marshfield Concentrated Opportunity Fund
-2.97%10.05%17.10%17.68%5.06%17.71%15.19%36.26%1.89%25.92%

Returns By Period

In the year-to-date period, SMMIX achieves a -9.50% return, which is significantly lower than MRFOX's -2.97% return. Over the past 10 years, SMMIX has underperformed MRFOX with an annualized return of 13.76%, while MRFOX has yielded a comparatively higher 15.31% annualized return.


SMMIX

1D
4.71%
1M
-5.62%
YTD
-9.50%
6M
-12.36%
1Y
16.24%
3Y*
18.24%
5Y*
5.46%
10Y*
13.76%

MRFOX

1D
1.16%
1M
-4.29%
YTD
-2.97%
6M
-3.36%
1Y
3.66%
3Y*
12.79%
5Y*
10.99%
10Y*
15.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMMIX vs. MRFOX - Expense Ratio Comparison

SMMIX has a 0.84% expense ratio, which is lower than MRFOX's 1.05% expense ratio.


Return for Risk

SMMIX vs. MRFOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SMMIX
SMMIX Risk / Return Rank: 2424
Overall Rank
SMMIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SMMIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
SMMIX Omega Ratio Rank: 2626
Omega Ratio Rank
SMMIX Calmar Ratio Rank: 2121
Calmar Ratio Rank
SMMIX Martin Ratio Rank: 1818
Martin Ratio Rank

MRFOX
MRFOX Risk / Return Rank: 1414
Overall Rank
MRFOX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MRFOX Sortino Ratio Rank: 1111
Sortino Ratio Rank
MRFOX Omega Ratio Rank: 1010
Omega Ratio Rank
MRFOX Calmar Ratio Rank: 2121
Calmar Ratio Rank
MRFOX Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SMMIX vs. MRFOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Summit Fund (SMMIX) 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.


SMMIXMRFOXDifference

Sharpe ratio

Return per unit of total volatility

0.67

0.33

+0.34

Sortino ratio

Return per unit of downside risk

1.11

0.57

+0.54

Omega ratio

Gain probability vs. loss probability

1.15

1.07

+0.08

Calmar ratio

Return relative to maximum drawdown

0.69

0.68

+0.01

Martin ratio

Return relative to average drawdown

2.12

1.75

+0.37

SMMIX vs. MRFOX - Sharpe Ratio Comparison

The current SMMIX Sharpe Ratio is 0.67, which is higher than the MRFOX Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of SMMIX and MRFOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SMMIXMRFOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

0.33

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.92

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

1.07

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

1.06

-0.58

Correlation

The correlation between SMMIX and MRFOX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SMMIX vs. MRFOX - Dividend Comparison

SMMIX's dividend yield for the trailing twelve months is around 16.33%, more than MRFOX's 1.67% yield.


TTM20252024202320222021202020192018201720162015
SMMIX
Invesco Summit Fund
16.33%14.78%2.01%0.00%10.02%20.10%6.46%8.44%12.16%3.77%6.28%6.88%
MRFOX
Marshfield Concentrated Opportunity Fund
1.67%1.62%4.59%0.46%0.35%6.78%2.68%1.39%1.94%2.06%0.60%0.00%

Drawdowns

SMMIX vs. MRFOX - Drawdown Comparison

The maximum SMMIX drawdown since its inception was -69.64%, which is greater than MRFOX's maximum drawdown of -29.10%. Use the drawdown chart below to compare losses from any high point for SMMIX and MRFOX.


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Drawdown Indicators


SMMIXMRFOXDifference

Max Drawdown

Largest peak-to-trough decline

-69.64%

-29.10%

-40.54%

Max Drawdown (1Y)

Largest decline over 1 year

-19.95%

-7.09%

-12.86%

Max Drawdown (5Y)

Largest decline over 5 years

-40.62%

-12.98%

-27.64%

Max Drawdown (10Y)

Largest decline over 10 years

-40.62%

-29.10%

-11.52%

Current Drawdown

Current decline from peak

-16.18%

-5.32%

-10.86%

Average Drawdown

Average peak-to-trough decline

-19.33%

-2.37%

-16.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.50%

2.77%

+3.73%

Volatility

SMMIX vs. MRFOX - Volatility Comparison

Invesco Summit Fund (SMMIX) has a higher volatility of 8.74% compared to Marshfield Concentrated Opportunity Fund (MRFOX) at 3.04%. This indicates that SMMIX'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


SMMIXMRFOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.74%

3.04%

+5.70%

Volatility (6M)

Calculated over the trailing 6-month period

16.45%

7.08%

+9.37%

Volatility (1Y)

Calculated over the trailing 1-year period

26.20%

11.83%

+14.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.01%

12.04%

+11.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.81%

14.29%

+8.52%