DSMDX vs. BQMGX
DSMDX (Driehaus Small/Mid Cap Growth Fund) and BQMGX (Bright Rock Mid Cap Growth Fund) are both Mid Cap Growth Equities funds. Over the past 5 years, DSMDX returned 5.66%/yr vs 2.63%/yr for BQMGX. Their 0.74 correlation means they have sometimes moved together and sometimes differently. DSMDX charges 0.95%/yr vs 1.07%/yr for BQMGX.
Performance
DSMDX vs. BQMGX - Performance Comparison
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Returns By Period
In the year-to-date period, DSMDX achieves a 10.02% return, which is significantly higher than BQMGX's 2.00% return.
DSMDX
- 1D
- 1.25%
- 1M
- -5.77%
- 6M
- 0.13%
- YTD
- 10.02%
- 1Y
- 21.29%
- 3Y*
- 16.93%
- 5Y*
- 5.66%
- 10Y*
- —
- ALL TIME*
- 16.49%
BQMGX
- 1D
- 0.97%
- 1M
- 1.44%
- 6M
- 1.09%
- YTD
- 2.00%
- 1Y
- -2.88%
- 3Y*
- 6.40%
- 5Y*
- 2.63%
- 10Y*
- 8.91%
- ALL TIME*
- 9.50%
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 |
DSMDX vs. BQMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DSMDX Driehaus Small/Mid Cap Growth Fund | 10.02% | 9.83% | 26.45% | 20.71% | -31.46% | 17.96% | 74.27% |
BQMGX Bright Rock Mid Cap Growth Fund | 2.00% | -0.29% | 14.16% | 13.00% | -19.44% | 23.02% | 34.24% |
Correlation
The correlation between DSMDX and BQMGX is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.64 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.74 |
Correlation (All Time) Calculated using the full available price history since May 1, 2020 | 0.74 |
Over the past year, the correlation between DSMDX and BQMGX has dropped to 0.43 - well below their long-term average of 0.74, suggesting their price drivers have been diverging.
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Return for Risk
DSMDX vs. BQMGX — Risk / Return Rank
DSMDX
BQMGX
DSMDX vs. BQMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Driehaus Small/Mid Cap Growth Fund (DSMDX) and Bright Rock Mid Cap Growth Fund (BQMGX). 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.
| DSMDX | BQMGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.01 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | -0.02 | +1.69 |
| Martin ratioReturn relative to average drawdown | 5.10 | -0.04 | +5.15 |
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Drawdowns
DSMDX vs. BQMGX - Drawdown Comparison
The maximum DSMDX drawdown since its inception was -41.90%, which is greater than BQMGX's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for DSMDX and BQMGX.
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Drawdown Indicators
| DSMDX | BQMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.90% | -36.05% | -5.85% |
Max Drawdown (1Y)Largest decline over 1 year | -14.51% | -11.62% | -2.89% |
Max Drawdown (3Y)Largest decline over 3 years | -33.05% | -18.72% | -14.33% |
Max Drawdown (5Y)Largest decline over 5 years | -41.90% | -25.92% | -15.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.05% | — |
Current DrawdownCurrent decline from peak | -11.11% | -4.21% | -6.90% |
Average DrawdownAverage peak-to-trough decline | -15.45% | -5.88% | -9.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.74% | 5.51% | -0.77% |
Volatility
DSMDX vs. BQMGX - Volatility Comparison
Driehaus Small/Mid Cap Growth Fund (DSMDX) has a higher volatility of 6.75% compared to Bright Rock Mid Cap Growth Fund (BQMGX) at 3.31%. This indicates that DSMDX's price experiences larger fluctuations and is considered to be riskier than BQMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSMDX | BQMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.75% | 3.31% | +3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 22.11% | 9.42% | +12.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.34% | 12.42% | +14.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.23% | 16.86% | +9.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.16% | 17.93% | +8.23% |
DSMDX vs. BQMGX - Expense Ratio Comparison
DSMDX has a 0.95% expense ratio, which is lower than BQMGX's 1.07% expense ratio.
Dividends
DSMDX vs. BQMGX - Dividend Comparison
DSMDX's dividend yield for the trailing twelve months is around 0.37%, less than BQMGX's 4.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BQMGX Bright Rock Mid Cap Growth Fund | 4.04% | 4.12% | 5.99% | 0.00% | 5.90% | 8.05% | 5.27% | 3.50% | 0.00% | 0.08% | 1.07% | 5.80% |
DSMDX Driehaus Small/Mid Cap Growth Fund | 0.37% | 0.41% | 0.33% | 0.00% | 3.72% | 7.93% | 1.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DSMDX and BQMGX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DSMDX has higher volatility (6.75%) compared to BQMGX (3.31%). In terms of maximum drawdown, DSMDX dropped -41.90% vs BQMGX's -36.05%.
DSMDX currently has the higher Sharpe Ratio (0.89 vs -0.02), 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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