- ISIN
- US89833W4362
- CUSIP
- 89833W436
- Issuer
- Bright Rock
- Inception Date
- May 26, 2010
- Category
- Large Cap Blend Equities
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
BQLCX Performance Chart
Bright Rock Quality Large Cap Fund (BQLCX) is down 1.7% since the beginning of the year. BQLCX is currently trading at $22 per share. Investors who bought $1,000 worth of BQLCX shares 5 years ago would now be looking at an investment worth $1,405.
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Returns By Period
Bright Rock Quality Large Cap Fund (BQLCX) has returned -1.69% so far this year and 7.90% over the past 12 months. Over the last ten years, BQLCX has returned 9.67% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Bright Rock Quality Large Cap Fund
- 1D
- -0.36%
- 1M
- -4.35%
- YTD
- -1.69%
- 6M
- -1.74%
- 1Y
- 7.90%
- 3Y*
- 7.73%
- 5Y*
- 7.04%
- 10Y*
- 9.67%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
BQLCX Monthly Returns History
Based on dividend-adjusted daily data since May 26, 2010, BQLCX's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +13.0%, while the worst month was Mar 2020 at -12.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, BQLCX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.0%, while the worst single day was Mar 16, 2020 at -12.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.78% | 0.17% | -4.79% | 5.47% | 0.65% | -4.60% | -1.69% | ||||||
| 2025 | 4.03% | -1.78% | -3.20% | -3.76% | 4.38% | 3.43% | 0.80% | 2.15% | 1.48% | -0.21% | 1.91% | 0.32% | 9.54% |
| 2024 | 2.54% | 3.92% | 2.71% | -3.37% | 2.08% | 1.28% | 2.02% | 3.57% | 0.39% | -1.99% | 5.49% | -11.03% | 6.70% |
| 2023 | 3.60% | -2.12% | 3.93% | 2.40% | -1.10% | 5.21% | 3.42% | -0.58% | -3.85% | -1.58% | 7.19% | 3.29% | 20.96% |
| 2022 | -4.27% | -3.96% | 4.44% | -6.10% | 0.87% | -6.94% | 8.12% | -3.88% | -8.30% | 7.78% | 7.67% | -4.46% | -10.58% |
| 2021 | -1.33% | 3.17% | 6.71% | 4.16% | 1.77% | 0.52% | 2.27% | 1.91% | -4.01% | 6.73% | -2.55% | 5.95% | 27.60% |
Benchmark Metrics
Bright Rock Quality Large Cap Fund has an annualized alpha of -0.46%, beta of 0.88, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since May 26, 2010.
- This fund participated in 96.15% of S&P 500 Index downside but only 88.66% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.88 and R2 of 0.91, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.46%
- Beta
- 0.88
- R²
- 0.91
- Upside Capture
- 88.66%
- Downside Capture
- 96.15%
Expense Ratio
BQLCX has an expense ratio of 0.87%, placing it in the medium range.
Return for Risk
Risk / Return Rank
BQLCX ranks 10 for risk / return — in the bottom 10% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Bright Rock Quality Large Cap Fund (BQLCX) and compare them to S&P 500 Index.
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.
| BQLCX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.37 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.98 | 2.78 | -1.81 |
| Martin ratioReturn relative to average drawdown | 3.49 | 12.44 | -8.95 |
Dividends
Dividend History
Bright Rock Quality Large Cap Fund provided a 8.02% dividend yield over the last twelve months, with an annual payout of $1.76 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.76 | $1.74 | $0.20 | $0.60 | $2.79 | $1.93 | $0.69 | $0.93 | $0.76 | $0.45 | $0.53 | $0.45 |
Dividend yield | 8.02% | 7.75% | 0.92% | 2.88% | 15.70% | 8.41% | 3.51% | 5.05% | 5.11% | 2.71% | 3.59% | 3.26% |
Monthly Dividends
The table displays the monthly dividend distributions for Bright Rock Quality Large Cap Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.06 | $0.10 | ||||||
| 2025 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $1.61 | $1.74 |
| 2024 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.11 | $0.20 |
| 2023 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.50 | $0.60 |
| 2022 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $2.68 | $2.79 |
| 2021 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $1.78 | $1.93 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Bright Rock Quality Large Cap Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Bright Rock Quality Large Cap Fund was 34.47%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current Bright Rock Quality Large Cap Fund drawdown is 5.09%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -34.47%Mar 2020 | 1mo 4d | 5mo 13d | 6mo 17dFeb 2020 - Sep 2020 |
2025 selloff2025 | -21.25%Apr 2025 | 4mo 7d | 10mo 2d | 1y 2moDec 2024 - Feb 2026 |
Bear market2022 | -19.62%Sep 2022 | 8mo 28d | 9mo 3d | 1y 5moJan 2022 - Jun 2023 |
2011 correction2011 | -18.52%Oct 2011 | 2mo 27d | 3mo 18d | 6mo 15dJul 2011 - Jan 2012 |
Rate-hike selloffLate 2018 | -16.14%Dec 2018 | 3mo 1d | 3mo 8d | 6mo 9dSep 2018 - Apr 2019 |
Drawdown Indicators
| BQLCX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.47% | -56.78% | +22.31% |
Max Drawdown (1Y)Largest decline over 1 year | -7.56% | -9.10% | +1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -21.25% | -18.90% | -2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -21.25% | -25.43% | +4.18% |
Max Drawdown (10Y)Largest decline over 10 years | -34.47% | -33.92% | -0.55% |
Current DrawdownCurrent decline from peak | -5.09% | -1.80% | -3.29% |
Average DrawdownAverage peak-to-trough decline | -3.55% | -10.71% | +7.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.03% | +0.08% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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