BQMGX vs. BQLCX
Compare and contrast key facts about Bright Rock Mid Cap Growth Fund (BQMGX) and Bright Rock Quality Large Cap Fund (BQLCX).
BQMGX is managed by Bright Rock. It was launched on May 26, 2010. BQLCX is managed by Bright Rock. It was launched on May 26, 2010.
Performance
BQMGX vs. BQLCX - Performance Comparison
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BQMGX vs. BQLCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BQMGX Bright Rock Mid Cap Growth Fund | -5.31% | -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 | -2.93% | 9.54% | 6.70% | 20.96% | -10.58% | 27.60% | 9.54% | 29.95% | -5.58% | 16.33% |
Returns By Period
In the year-to-date period, BQMGX achieves a -5.31% return, which is significantly lower than BQLCX's -2.93% return. Over the past 10 years, BQMGX has underperformed BQLCX with an annualized return of 8.92%, while BQLCX has yielded a comparatively higher 9.74% annualized return.
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%
BQLCX
- 1D
- 1.68%
- 1M
- -4.62%
- YTD
- -2.93%
- 6M
- -1.59%
- 1Y
- 7.32%
- 3Y*
- 9.20%
- 5Y*
- 7.39%
- 10Y*
- 9.74%
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BQMGX vs. BQLCX - Expense Ratio Comparison
BQMGX has a 1.07% expense ratio, which is higher than BQLCX's 0.87% expense ratio.
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.
| BQMGX | BQLCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.09 | 0.51 | -0.60 |
Sortino ratioReturn per unit of downside risk | -0.01 | 0.84 | -0.85 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.12 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | -0.05 | 0.79 | -0.83 |
Martin ratioReturn relative to average drawdown | -0.14 | 3.38 | -3.52 |
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
| BQMGX | BQLCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | 0.51 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.49 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.58 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.68 | -0.18 |
Correlation
The correlation between BQMGX and BQLCX is 0.85, 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
BQMGX vs. BQLCX - Dividend Comparison
BQMGX's dividend yield for the trailing twelve months is around 4.35%, less than BQLCX's 8.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
BQLCX Bright Rock Quality Large Cap Fund | 8.03% | 7.75% | 0.92% | 2.88% | 15.70% | 8.41% | 3.51% | 5.05% | 5.11% | 2.71% | 3.59% | 3.26% |
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% | -10.90% | -0.72% |
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 | -11.07% | -5.66% | -5.41% |
Average DrawdownAverage peak-to-trough decline | -5.83% | -3.57% | -2.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 2.53% | +1.32% |
Volatility
BQMGX vs. BQLCX - Volatility Comparison
Bright Rock Mid Cap Growth Fund (BQMGX) has a higher volatility of 4.65% compared to Bright Rock Quality Large Cap Fund (BQLCX) at 3.82%. This indicates that BQMGX's price experiences larger fluctuations and is considered to be riskier 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 | 4.65% | 3.82% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 9.05% | 7.08% | +1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 14.92% | +1.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.84% | 15.08% | +1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 16.81% | +1.16% |