BQMGX vs. BQLCX
BQMGX (Bright Rock Mid Cap Growth Fund) and BQLCX (Bright Rock Quality Large Cap Fund) are both mutual funds - BQMGX is a Mid Cap Growth Equities fund managed by Bright Rock, while BQLCX is a Large Cap Blend Equities fund managed by Bright Rock. Over the past 10 years, BQMGX returned 9.10%/yr vs 9.74%/yr for BQLCX. Their correlation of 0.85 suggests significant overlap in exposure. BQMGX charges 1.07%/yr vs 0.87%/yr for BQLCX.
Performance
BQMGX vs. BQLCX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with BQMGX having a -2.51% return and BQLCX slightly lower at -2.63%. Over the past 10 years, BQMGX has underperformed BQLCX with an annualized return of 9.10%, while BQLCX has yielded a comparatively higher 9.74% annualized return.
BQMGX
- 1D
- 1.15%
- 1M
- 0.53%
- YTD
- -2.51%
- 6M
- -3.77%
- 1Y
- -2.71%
- 3Y*
- 5.37%
- 5Y*
- 2.49%
- 10Y*
- 9.10%
BQLCX
- 1D
- 0.05%
- 1M
- -4.85%
- YTD
- -2.63%
- 6M
- -3.19%
- 1Y
- 6.00%
- 3Y*
- 7.75%
- 5Y*
- 6.26%
- 10Y*
- 9.74%
BQMGX vs. BQLCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BQMGX Bright Rock Mid Cap Growth Fund | -2.51% | -0.29% | 14.16% | 13.00% | -19.44% | 23.02% | 19.62% | 32.05% | -6.68% | 22.16% |
BQLCX Bright Rock Quality Large Cap Fund | -2.63% | 9.54% | 6.70% | 20.96% | -10.58% | 27.60% | 9.54% | 29.95% | -5.58% | 16.33% |
Correlation
The correlation between BQMGX and BQLCX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 26, 2010 | 0.85 |
The correlation between BQMGX and BQLCX shifts across timeframes, from 0.73 (1 year) to 0.86 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BQMGX vs. BQLCX — Risk / Return Rank
BQMGX
BQLCX
BQMGX vs. BQLCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bright Rock Mid Cap Growth Fund (BQMGX) and Bright Rock Quality Large Cap Fund (BQLCX). 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.
| BQMGX | BQLCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.10 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 0.73 | -1.02 |
| Martin ratioReturn relative to average drawdown | -0.64 | 2.48 | -3.12 |
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Drawdowns
BQMGX vs. BQLCX - Drawdown Comparison
The maximum BQMGX drawdown since its inception was -36.05%, roughly equal to the maximum BQLCX drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for BQMGX and BQLCX.
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Drawdown Indicators
| BQMGX | BQLCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.05% | -34.47% | -1.58% |
Max Drawdown (1Y)Largest decline over 1 year | -11.62% | -7.56% | -4.06% |
Max Drawdown (3Y)Largest decline over 3 years | -18.72% | -21.25% | +2.53% |
Max Drawdown (5Y)Largest decline over 5 years | -25.92% | -21.25% | -4.67% |
Max Drawdown (10Y)Largest decline over 10 years | -36.05% | -34.47% | -1.58% |
Current DrawdownCurrent decline from peak | -8.44% | -6.00% | -2.44% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -3.55% | -2.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.24% | 2.21% | +3.03% |
Volatility
BQMGX vs. BQLCX - Volatility Comparison
The current volatility for Bright Rock Mid Cap Growth Fund (BQMGX) is 3.37%, while Bright Rock Quality Large Cap Fund (BQLCX) has a volatility of 3.68%. This indicates that BQMGX experiences smaller price fluctuations and is considered to be less risky than BQLCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BQMGX | BQLCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 3.68% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.36% | 7.62% | +1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.30% | 9.81% | +2.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.86% | 15.08% | +1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 16.81% | +1.14% |
BQMGX vs. BQLCX - Expense Ratio Comparison
BQMGX has a 1.07% expense ratio, which is higher than BQLCX's 0.87% expense ratio.
Dividends
BQMGX vs. BQLCX - Dividend Comparison
BQMGX's dividend yield for the trailing twelve months is around 4.23%, less than BQLCX's 8.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BQLCX Bright Rock Quality Large Cap Fund | 8.10% | 7.75% | 0.92% | 2.88% | 15.70% | 8.41% | 3.51% | 5.05% | 5.11% | 2.71% | 3.59% | 3.26% |
BQMGX Bright Rock Mid Cap Growth Fund | 4.23% | 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
BQMGX and BQLCX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BQLCX has higher volatility (3.68%) compared to BQMGX (3.37%). In terms of maximum drawdown, BQMGX dropped -36.05% vs BQLCX's -34.47%.
BQLCX currently has the higher Sharpe Ratio (0.56 vs -0.27), 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.
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