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Bright Rock Quality Large Cap Fund (BQLCX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US89833W4362

CUSIP

89833W436

Inception Date

May 26, 2010

Min. Investment

$100,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

BQLCX has an expense ratio of 0.87%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

Bright Rock Quality Large Cap Fund (BQLCX) returned -1.15% year-to-date (YTD) and -3.26% over the past 12 months. Over the past 10 years, BQLCX returned 5.22% annually, underperforming the S&P 500 benchmark at 10.69%.


BQLCX

YTD

-1.15%

1M

4.85%

6M

-11.51%

1Y

-3.26%

5Y*

7.57%

10Y*

5.22%

^GSPC (Benchmark)

YTD

-0.64%

1M

8.97%

6M

-2.62%

1Y

11.90%

5Y*

15.76%

10Y*

10.69%

*Annualized

Monthly Returns

The table below presents the monthly returns of BQLCX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.03%-1.78%-3.20%-3.76%3.86%-1.15%
20242.54%3.92%2.71%-3.37%2.08%1.28%2.02%3.57%0.39%-1.99%5.49%-11.23%6.46%
20233.60%-2.12%3.93%2.40%-1.10%5.21%3.42%-0.58%-3.85%-1.58%7.19%1.04%18.33%
2022-4.27%-3.96%4.44%-6.10%0.87%-6.94%8.12%-3.88%-8.30%7.78%7.67%-16.43%-21.79%
2021-1.33%3.17%6.71%4.16%1.77%0.52%2.27%1.91%-4.01%6.73%-2.55%-1.49%18.64%
2020-1.03%-9.40%-12.51%12.95%5.33%-0.79%4.36%4.51%-4.60%-1.70%12.31%0.65%7.05%
20196.08%3.40%2.33%3.34%-4.56%6.05%1.78%0.17%2.31%0.66%2.90%-1.35%25.11%
20184.45%-6.34%-1.53%1.32%0.68%1.30%3.29%1.65%0.49%-5.50%3.86%-11.29%-8.54%
20170.75%3.11%-0.44%1.19%0.98%-0.48%0.85%-0.65%2.74%1.14%4.14%0.43%14.53%
2016-2.08%0.95%6.38%1.23%1.22%0.86%1.26%-1.25%-1.83%-3.26%3.79%-0.41%6.68%
2015-2.15%4.47%-2.32%1.32%0.48%-1.37%1.81%-5.55%-2.20%7.67%0.14%-3.23%-1.62%
2014-3.22%3.47%1.85%1.75%1.19%1.99%-1.22%3.72%-2.01%1.22%1.53%-9.30%0.22%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BQLCX is 12, meaning it’s performing worse than 88% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BQLCX is 1212
Overall Rank
The Sharpe Ratio Rank of BQLCX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of BQLCX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of BQLCX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of BQLCX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of BQLCX is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Bright Rock Quality Large Cap Fund (BQLCX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Bright Rock Quality Large Cap Fund Sharpe ratios as of May 13, 2025 (values are recalculated daily):

  • 1-Year: -0.19
  • 5-Year: 0.42
  • 10-Year: 0.29
  • All Time: 0.38

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Bright Rock Quality Large Cap Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Bright Rock Quality Large Cap Fund provided a 0.78% dividend yield over the last twelve months, with an annual payout of $0.17 per share.


0.60%0.80%1.00%1.20%1.40%1.60%$0.00$0.05$0.10$0.15$0.20$0.2520142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.17$0.15$0.14$0.16$0.23$0.23$0.23$0.25$0.19$0.19$0.23$0.24

Dividend yield

0.78%0.67%0.68%0.92%0.99%1.19%1.23%1.70%1.16%1.31%1.63%1.69%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.04$0.00$0.00$0.04
2024$0.00$0.00$0.01$0.00$0.00$0.05$0.00$0.00$0.03$0.00$0.00$0.05$0.15
2023$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.03$0.00$0.00$0.05$0.14
2022$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.05$0.16
2021$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.08$0.23
2020$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.05$0.23
2019$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.06$0.23
2018$0.00$0.00$0.05$0.00$0.00$0.08$0.00$0.00$0.05$0.00$0.00$0.07$0.25
2017$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.05$0.19
2016$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.05$0.19
2015$0.00$0.00$0.04$0.00$0.00$0.07$0.00$0.00$0.06$0.00$0.00$0.06$0.23
2014$0.06$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.07$0.24

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 12.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.47%Feb 18, 202025Mar 23, 2020114Sep 2, 2020139
-27.2%Dec 16, 2021254Dec 19, 2022425Aug 29, 2024679
-21.42%Dec 2, 202487Apr 8, 2025
-18.77%Sep 24, 201864Dec 24, 2018120Jun 18, 2019184
-18.51%Jul 8, 201161Oct 3, 201185Feb 3, 2012146

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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