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BQMGX vs. BQLCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BQMGX vs. BQLCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bright Rock Mid Cap Growth Fund (BQMGX) and Bright Rock Quality Large Cap Fund (BQLCX). The values are adjusted to include any dividend payments, if applicable.

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BQMGX vs. BQLCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BQMGX
BQMGX Risk / Return Rank: 44
Overall Rank
BQMGX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BQMGX Sortino Ratio Rank: 33
Sortino Ratio Rank
BQMGX Omega Ratio Rank: 33
Omega Ratio Rank
BQMGX Calmar Ratio Rank: 55
Calmar Ratio Rank
BQMGX Martin Ratio Rank: 55
Martin Ratio Rank

BQLCX
BQLCX Risk / Return Rank: 1919
Overall Rank
BQLCX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
BQLCX Sortino Ratio Rank: 1616
Sortino Ratio Rank
BQLCX Omega Ratio Rank: 1616
Omega Ratio Rank
BQLCX Calmar Ratio Rank: 2121
Calmar Ratio Rank
BQLCX Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


BQMGXBQLCXDifference

Sharpe ratio

Return per unit of total volatility

-0.09

0.51

-0.60

Sortino ratio

Return per unit of downside risk

-0.01

0.84

-0.85

Omega ratio

Gain probability vs. loss probability

1.00

1.12

-0.12

Calmar ratio

Return relative to maximum drawdown

-0.05

0.79

-0.83

Martin ratio

Return relative to average drawdown

-0.14

3.38

-3.52

BQMGX vs. BQLCX - Sharpe Ratio Comparison

The current BQMGX Sharpe Ratio is -0.09, which is lower than the BQLCX Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of BQMGX and BQLCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BQMGXBQLCXDifference

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.


TTM20252024202320222021202020192018201720162015
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


BQMGXBQLCXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.07%

-5.66%

-5.41%

Average Drawdown

Average peak-to-trough decline

-5.83%

-3.57%

-2.26%

Ulcer Index

Depth 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


BQMGXBQLCXDifference

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%