BQMGX vs. FAMVX
BQMGX (Bright Rock Mid Cap Growth Fund) and FAMVX (FAM Value Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, BQMGX returned 8.98%/yr vs 10.52%/yr for FAMVX. Their correlation of 0.89 means they have usually moved in the same direction. BQMGX charges 1.07%/yr vs 1.19%/yr for FAMVX.
Performance
BQMGX vs. FAMVX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BQMGX achieves a 1.02% return, which is significantly lower than FAMVX's 8.68% return. Over the past 10 years, BQMGX has underperformed FAMVX with an annualized return of 8.98%, while FAMVX has yielded a comparatively higher 10.52% annualized 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%
FAMVX
- 1D
- -0.11%
- 1M
- 0.56%
- 6M
- 5.29%
- YTD
- 8.68%
- 1Y
- 11.90%
- 3Y*
- 11.91%
- 5Y*
- 7.07%
- 10Y*
- 10.52%
- ALL TIME*
- 9.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
FAMVX FAM Value Fund | $0.00 | $0.00 | $0.00 |
BQMGX vs. FAMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BQMGX Bright Rock Mid Cap Growth Fund | 1.02% | -0.29% | 14.16% | 13.00% | -19.44% | 23.02% | 19.62% | 32.05% | -6.68% | 22.16% |
FAMVX FAM Value Fund | 8.68% | 4.90% | 15.51% | 16.09% | -14.06% | 25.65% | 6.81% | 30.31% | -6.15% | 17.34% |
Correlation
The correlation between BQMGX and FAMVX is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since May 26, 2010 | 0.89 |
The correlation between BQMGX and FAMVX has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BQMGX vs. FAMVX — Risk / Return Rank
BQMGX
FAMVX
BQMGX vs. FAMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bright Rock Mid Cap Growth Fund (BQMGX) and FAM Value Fund (FAMVX). 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 | FAMVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.35 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.13 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 1.08 | -1.28 |
| Martin ratioReturn relative to average drawdown | -0.42 | 3.30 | -3.72 |
Loading charts...
Drawdowns
BQMGX vs. FAMVX - Drawdown Comparison
The maximum BQMGX drawdown since its inception was -36.05%, smaller than the maximum FAMVX drawdown of -51.12%. Use the drawdown chart below to compare losses from any high point for BQMGX and FAMVX.
Loading charts...
Drawdown Indicators
| BQMGX | FAMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.05% | -51.12% | +15.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.62% | -9.47% | -2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -18.72% | -16.74% | -1.98% |
Max Drawdown (5Y)Largest decline over 5 years | -25.92% | -22.77% | -3.15% |
Max Drawdown (10Y)Largest decline over 10 years | -36.05% | -37.73% | +1.68% |
Current DrawdownCurrent decline from peak | -5.13% | -1.11% | -4.02% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -6.40% | +0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.51% | 3.10% | +2.41% |
Volatility
BQMGX vs. FAMVX - Volatility Comparison
The current volatility for Bright Rock Mid Cap Growth Fund (BQMGX) is 3.29%, while FAM Value Fund (FAMVX) has a volatility of 3.48%. This indicates that BQMGX experiences smaller price fluctuations and is considered to be less risky than FAMVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BQMGX | FAMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.29% | 3.48% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.38% | 10.60% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.41% | 13.91% | -1.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 17.13% | -0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 18.19% | -0.27% |
BQMGX vs. FAMVX - Expense Ratio Comparison
BQMGX has a 1.07% expense ratio, which is lower than FAMVX's 1.19% expense ratio.
Dividends
BQMGX vs. FAMVX - Dividend Comparison
BQMGX's dividend yield for the trailing twelve months is around 4.08%, less than FAMVX's 4.51% 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% |
FAMVX FAM Value Fund | 4.51% | 4.90% | 6.28% | 5.01% | 3.67% | 4.99% | 3.69% | 6.80% | 4.09% | 5.06% | 5.21% | 9.06% |
Frequently Asked Questions
BQMGX and FAMVX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FAMVX has higher volatility (3.48%) compared to BQMGX (3.29%). In terms of maximum drawdown, BQMGX dropped -36.05% vs FAMVX's -51.12%.
FAMVX currently has the higher Sharpe Ratio (0.74 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.
Find the right allocation for BQMGX and FAMVX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer