AMGOX vs. BQMGX
AMGOX (Alger Mid Cap Growth Portfolio Fund) and BQMGX (Bright Rock Mid Cap Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, AMGOX returned 11.95%/yr vs 8.95%/yr for BQMGX. Their correlation of 0.85 means they have usually moved in the same direction. AMGOX charges 0.92%/yr vs 1.07%/yr for BQMGX.
Performance
AMGOX vs. BQMGX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AMGOX achieves a 3.90% return, which is significantly higher than BQMGX's 0.68% return. Over the past 10 years, AMGOX has outperformed BQMGX with an annualized return of 11.95%, while BQMGX has yielded a comparatively lower 8.95% annualized return.
AMGOX
- 1D
- 2.15%
- 1M
- -4.59%
- 6M
- 5.23%
- YTD
- 3.90%
- 1Y
- 9.27%
- 3Y*
- 14.22%
- 5Y*
- 2.48%
- 10Y*
- 11.95%
- ALL TIME*
- 10.25%
BQMGX
- 1D
- -0.46%
- 1M
- 0.13%
- 6M
- -1.08%
- YTD
- 0.68%
- 1Y
- -1.53%
- 3Y*
- 4.91%
- 5Y*
- 2.40%
- 10Y*
- 8.95%
- ALL TIME*
- 9.42%
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 |
AMGOX vs. BQMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMGOX Alger Mid Cap Growth Portfolio Fund | 3.90% | 16.76% | 21.07% | 23.17% | -36.14% | 5.45% | 64.79% | 30.24% | -7.42% | 26.90% |
BQMGX Bright Rock Mid Cap Growth Fund | 0.68% | -0.29% | 14.16% | 13.00% | -19.44% | 23.02% | 19.62% | 32.05% | -6.68% | 22.16% |
Correlation
The correlation between AMGOX and BQMGX is 0.63, 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. | 0.63 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.80 |
Correlation (All Time) Calculated using the full available price history since May 26, 2010 | 0.85 |
Over the past year, the correlation between AMGOX and BQMGX has dropped to 0.63 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AMGOX vs. BQMGX — Risk / Return Rank
AMGOX
BQMGX
AMGOX vs. BQMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alger Mid Cap Growth Portfolio Fund (AMGOX) and Bright Rock Mid Cap Growth Fund (BQMGX). 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.
| AMGOX | BQMGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.97 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | -0.25 | +0.73 |
| Martin ratioReturn relative to average drawdown | 1.49 | -0.53 | +2.02 |
Loading charts...
Drawdowns
AMGOX vs. BQMGX - Drawdown Comparison
The maximum AMGOX drawdown since its inception was -68.10%, which is greater than BQMGX's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for AMGOX and BQMGX.
Loading charts...
Drawdown Indicators
| AMGOX | BQMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.10% | -36.05% | -32.05% |
Max Drawdown (1Y)Largest decline over 1 year | -16.25% | -11.62% | -4.63% |
Max Drawdown (3Y)Largest decline over 3 years | -27.34% | -18.72% | -8.62% |
Max Drawdown (5Y)Largest decline over 5 years | -59.22% | -25.92% | -33.30% |
Max Drawdown (10Y)Largest decline over 10 years | -59.22% | -36.05% | -23.17% |
Current DrawdownCurrent decline from peak | -23.05% | -5.45% | -17.60% |
Average DrawdownAverage peak-to-trough decline | -17.72% | -5.88% | -11.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.27% | 5.50% | -0.23% |
Volatility
AMGOX vs. BQMGX - Volatility Comparison
Alger Mid Cap Growth Portfolio Fund (AMGOX) has a higher volatility of 5.26% compared to Bright Rock Mid Cap Growth Fund (BQMGX) at 3.31%. This indicates that AMGOX's price experiences larger fluctuations and is considered to be riskier than BQMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AMGOX | BQMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.26% | 3.31% | +1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 16.08% | 9.42% | +6.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.35% | 12.41% | +7.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.52% | 16.86% | +22.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.17% | 17.92% | +14.25% |
AMGOX vs. BQMGX - Expense Ratio Comparison
AMGOX has a 0.92% expense ratio, which is lower than BQMGX's 1.07% expense ratio.
Dividends
AMGOX vs. BQMGX - Dividend Comparison
AMGOX has not paid dividends to shareholders, while BQMGX's dividend yield for the trailing twelve months is around 4.09%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMGOX Alger Mid Cap Growth Portfolio Fund | 0.00% | 0.00% | 0.00% | 0.00% | 3.72% | 55.13% | 12.13% | 12.09% | 18.59% | 0.00% | 0.00% | 0.00% |
BQMGX Bright Rock Mid Cap Growth Fund | 4.09% | 4.12% | 5.99% | 0.00% | 5.90% | 8.05% | 5.27% | 3.50% | 0.00% | 0.08% | 1.07% | 5.80% |
Frequently Asked Questions
AMGOX and BQMGX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMGOX has higher volatility (5.26%) compared to BQMGX (3.31%). In terms of maximum drawdown, AMGOX dropped -68.10% vs BQMGX's -36.05%.
AMGOX currently has the higher Sharpe Ratio (0.39 vs -0.23), 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.
Find the right allocation for AMGOX and BQMGX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer