BAFMX vs. BQMGX
Compare and contrast key facts about Brown Advisory Mid-Cap Growth Fund (BAFMX) and Bright Rock Mid Cap Growth Fund (BQMGX).
BAFMX is managed by Brown Advisory Funds. It was launched on Jul 2, 2018. BQMGX is managed by Bright Rock. It was launched on May 26, 2010.
Performance
BAFMX vs. BQMGX - Performance Comparison
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BAFMX vs. BQMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BAFMX Brown Advisory Mid-Cap Growth Fund | -8.93% | 3.70% | 15.29% | 23.21% | -28.12% | 6.32% | 32.56% | 38.63% | -8.59% |
BQMGX Bright Rock Mid Cap Growth Fund | -5.31% | -0.29% | 14.16% | 13.00% | -19.44% | 23.02% | 19.62% | 32.05% | -8.23% |
Returns By Period
In the year-to-date period, BAFMX achieves a -8.93% return, which is significantly lower than BQMGX's -5.31% return.
BAFMX
- 1D
- 3.00%
- 1M
- -5.02%
- YTD
- -8.93%
- 6M
- -13.55%
- 1Y
- 1.40%
- 3Y*
- 7.92%
- 5Y*
- 0.12%
- 10Y*
- —
BQMGX
- 1D
- 1.78%
- 1M
- -7.93%
- YTD
- -5.31%
- 6M
- -7.79%
- 1Y
- -1.87%
- 3Y*
- 4.14%
- 5Y*
- 3.34%
- 10Y*
- 8.92%
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BAFMX vs. BQMGX - Expense Ratio Comparison
BAFMX has a 0.79% expense ratio, which is lower than BQMGX's 1.07% expense ratio.
Return for Risk
BAFMX vs. BQMGX — Risk / Return Rank
BAFMX
BQMGX
BAFMX vs. BQMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Mid-Cap Growth Fund (BAFMX) 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.
| BAFMX | BQMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.09 | -0.09 | +0.18 |
Sortino ratioReturn per unit of downside risk | 0.29 | -0.01 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.00 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.12 | -0.05 | +0.16 |
Martin ratioReturn relative to average drawdown | 0.33 | -0.14 | +0.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BAFMX | BQMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | -0.09 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.20 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.50 | -0.16 |
Correlation
The correlation between BAFMX and BQMGX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BAFMX vs. BQMGX - Dividend Comparison
BAFMX's dividend yield for the trailing twelve months is around 80.17%, more than BQMGX's 4.35% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAFMX Brown Advisory Mid-Cap Growth Fund | 80.17% | 73.01% | 0.00% | 0.00% | 6.85% | 9.92% | 0.00% | 0.52% | 1.14% | 0.00% | 0.00% | 0.00% |
BQMGX Bright Rock Mid Cap Growth Fund | 4.35% | 4.12% | 5.99% | 0.00% | 5.90% | 8.05% | 5.27% | 3.50% | 0.00% | 0.08% | 1.07% | 5.80% |
Drawdowns
BAFMX vs. BQMGX - Drawdown Comparison
The maximum BAFMX drawdown since its inception was -38.26%, which is greater than BQMGX's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for BAFMX and BQMGX.
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Drawdown Indicators
| BAFMX | BQMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.26% | -36.05% | -2.21% |
Max Drawdown (1Y)Largest decline over 1 year | -17.09% | -11.62% | -5.47% |
Max Drawdown (5Y)Largest decline over 5 years | -38.14% | -25.92% | -12.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.05% | — |
Current DrawdownCurrent decline from peak | -14.61% | -11.07% | -3.54% |
Average DrawdownAverage peak-to-trough decline | -11.71% | -5.83% | -5.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.03% | 3.85% | +2.18% |
Volatility
BAFMX vs. BQMGX - Volatility Comparison
Brown Advisory Mid-Cap Growth Fund (BAFMX) has a higher volatility of 5.76% compared to Bright Rock Mid Cap Growth Fund (BQMGX) at 4.65%. This indicates that BAFMX'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.
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Volatility by Period
| BAFMX | BQMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 4.65% | +1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 9.05% | +2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.34% | 15.98% | +5.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.56% | 16.84% | +3.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.52% | 17.97% | +4.55% |