BQMGX vs. FRSGX
BQMGX (Bright Rock Mid Cap Growth Fund) and FRSGX (Franklin Small-Mid Cap Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, BQMGX returned 8.98%/yr vs 13.71%/yr for FRSGX. Their correlation of 0.89 means they have usually moved in the same direction. BQMGX charges 1.07%/yr vs 0.85%/yr for FRSGX.
Performance
BQMGX vs. FRSGX - 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 FRSGX's 4.73% return. Over the past 10 years, BQMGX has underperformed FRSGX with an annualized return of 8.98%, while FRSGX has yielded a comparatively higher 13.71% 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%
FRSGX
- 1D
- -0.26%
- 1M
- -2.84%
- 6M
- 3.73%
- YTD
- 4.73%
- 1Y
- 3.31%
- 3Y*
- 8.66%
- 5Y*
- 6.36%
- 10Y*
- 13.71%
- ALL TIME*
- 11.17%
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. FRSGX - 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% |
FRSGX Franklin Small-Mid Cap Growth Fund | 4.73% | 2.83% | 11.36% | 27.20% | -33.84% | 50.07% | 56.09% | 31.98% | -4.94% | 21.64% |
Correlation
The correlation between BQMGX and FRSGX is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.68 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since May 26, 2010 | 0.89 |
Over the past year, the correlation between BQMGX and FRSGX has dropped to 0.68 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.
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Return for Risk
BQMGX vs. FRSGX — Risk / Return Rank
BQMGX
FRSGX
BQMGX vs. FRSGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bright Rock Mid Cap Growth Fund (BQMGX) and Franklin Small-Mid Cap Growth Fund (FRSGX). 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 | FRSGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.03 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 0.11 | -0.31 |
| Martin ratioReturn relative to average drawdown | -0.42 | 0.33 | -0.75 |
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Drawdowns
BQMGX vs. FRSGX - Drawdown Comparison
The maximum BQMGX drawdown since its inception was -36.05%, smaller than the maximum FRSGX drawdown of -69.07%. Use the drawdown chart below to compare losses from any high point for BQMGX and FRSGX.
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Drawdown Indicators
| BQMGX | FRSGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.05% | -69.07% | +33.02% |
Max Drawdown (1Y)Largest decline over 1 year | -11.62% | -12.39% | +0.77% |
Max Drawdown (3Y)Largest decline over 3 years | -18.72% | -25.77% | +7.05% |
Max Drawdown (5Y)Largest decline over 5 years | -25.92% | -39.25% | +13.33% |
Max Drawdown (10Y)Largest decline over 10 years | -36.05% | -39.25% | +3.20% |
Current DrawdownCurrent decline from peak | -5.13% | -4.81% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -18.62% | +12.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.51% | 4.15% | +1.36% |
Volatility
BQMGX vs. FRSGX - Volatility Comparison
The current volatility for Bright Rock Mid Cap Growth Fund (BQMGX) is 3.29%, while Franklin Small-Mid Cap Growth Fund (FRSGX) has a volatility of 3.99%. This indicates that BQMGX experiences smaller price fluctuations and is considered to be less risky than FRSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BQMGX | FRSGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.29% | 3.99% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 9.38% | 13.52% | -4.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.41% | 16.90% | -4.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 28.45% | -11.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.92% | 25.06% | -7.14% |
BQMGX vs. FRSGX - Expense Ratio Comparison
BQMGX has a 1.07% expense ratio, which is higher than FRSGX's 0.85% expense ratio.
Dividends
BQMGX vs. FRSGX - Dividend Comparison
BQMGX's dividend yield for the trailing twelve months is around 4.08%, less than FRSGX's 7.79% 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% |
FRSGX Franklin Small-Mid Cap Growth Fund | 7.79% | 8.16% | 0.00% | 0.00% | 6.80% | 41.15% | 8.84% | 18.91% | 14.01% | 8.78% | 6.68% | 9.71% |
Frequently Asked Questions
BQMGX and FRSGX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FRSGX has higher volatility (3.99%) compared to BQMGX (3.29%). In terms of maximum drawdown, BQMGX dropped -36.05% vs FRSGX's -69.07%.
FRSGX currently has the higher Sharpe Ratio (0.08 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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