BQMGX vs. CTIGX
BQMGX (Bright Rock Mid Cap Growth Fund) and CTIGX (Calamos Timpani SMID Growth Fund) are both Mid Cap Growth Equities funds. Over the past 5 years, BQMGX returned 2.47%/yr vs 7.63%/yr for CTIGX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. BQMGX charges 1.07%/yr vs 1.10%/yr for CTIGX.
Performance
BQMGX vs. CTIGX - Performance Comparison
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Returns By Period
In the year-to-date period, BQMGX achieves a 1.02% return, which is significantly lower than CTIGX's 13.49% return.
BQMGX
- 1D
- 0.34%
- 1M
- 0.46%
- 6M
- -0.54%
- YTD
- 1.02%
- 1Y
- -1.20%
- 3Y*
- 4.86%
- 5Y*
- 2.47%
- 10Y*
- 8.98%
- ALL TIME*
- 9.44%
CTIGX
- 1D
- -0.20%
- 1M
- -9.27%
- 6M
- 11.44%
- YTD
- 13.49%
- 1Y
- 33.39%
- 3Y*
- 25.23%
- 5Y*
- 7.63%
- 10Y*
- —
- ALL TIME*
- 13.22%
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 |
BQMGX vs. CTIGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BQMGX Bright Rock Mid Cap Growth Fund | 1.02% | -0.29% | 14.16% | 13.00% | -19.44% | 23.02% | 19.62% | 6.46% |
CTIGX Calamos Timpani SMID Growth Fund | 13.49% | 21.21% | 44.09% | 12.26% | -34.88% | 7.64% | 58.94% | -3.80% |
Correlation
The correlation between BQMGX and CTIGX is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2019 | 0.75 |
Over the past year, the correlation between BQMGX and CTIGX has dropped to 0.42 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.
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Return for Risk
BQMGX vs. CTIGX — Risk / Return Rank
BQMGX
CTIGX
BQMGX vs. CTIGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bright Rock Mid Cap Growth Fund (BQMGX) and Calamos Timpani SMID Growth Fund (CTIGX). 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 | CTIGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.75 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.19 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 1.85 | -2.05 |
| Martin ratioReturn relative to average drawdown | -0.42 | 7.59 | -8.01 |
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Drawdowns
BQMGX vs. CTIGX - Drawdown Comparison
The maximum BQMGX drawdown since its inception was -36.05%, smaller than the maximum CTIGX drawdown of -46.26%. Use the drawdown chart below to compare losses from any high point for BQMGX and CTIGX.
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Drawdown Indicators
| BQMGX | CTIGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.05% | -46.26% | +10.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.62% | -16.83% | +5.21% |
Max Drawdown (3Y)Largest decline over 3 years | -18.72% | -29.30% | +10.58% |
Max Drawdown (5Y)Largest decline over 5 years | -25.92% | -46.26% | +20.34% |
Max Drawdown (10Y)Largest decline over 10 years | -36.05% | — | — |
Current DrawdownCurrent decline from peak | -5.13% | -14.01% | +8.88% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -18.30% | +12.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.51% | 4.10% | +1.41% |
Volatility
BQMGX vs. CTIGX - Volatility Comparison
The current volatility for Bright Rock Mid Cap Growth Fund (BQMGX) is 3.29%, while Calamos Timpani SMID Growth Fund (CTIGX) has a volatility of 9.58%. This indicates that BQMGX experiences smaller price fluctuations and is considered to be less risky than CTIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BQMGX | CTIGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.29% | 9.58% | -6.29% |
Volatility (6M)Calculated over the trailing 6-month period | 9.38% | 23.85% | -14.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.41% | 29.17% | -16.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 27.52% | -10.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 29.27% | -11.35% |
BQMGX vs. CTIGX - Expense Ratio Comparison
BQMGX has a 1.07% expense ratio, which is lower than CTIGX's 1.10% expense ratio.
Dividends
BQMGX vs. CTIGX - Dividend Comparison
BQMGX's dividend yield for the trailing twelve months is around 4.08%, which matches CTIGX's 4.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BQMGX Bright Rock Mid Cap Growth Fund | 4.08% | 4.12% | 5.99% | 0.00% | 5.90% | 8.05% | 5.27% | 3.50% | 0.00% | 0.08% | 1.07% | 5.80% |
CTIGX Calamos Timpani SMID Growth Fund | 4.04% | 4.59% | 2.80% | 0.00% | 0.00% | 11.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BQMGX and CTIGX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CTIGX has higher volatility (9.58%) compared to BQMGX (3.29%). In terms of maximum drawdown, BQMGX dropped -36.05% vs CTIGX's -46.26%.
CTIGX currently has the higher Sharpe Ratio (1.07 vs -0.19), 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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