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ETILX vs. BQMGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETILX vs. BQMGX - Performance Comparison

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

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ETILX vs. BQMGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ETILX
Eventide Gilead Class I
-6.85%23.77%-0.03%22.76%-34.03%11.44%55.44%34.11%-2.35%33.09%
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%

Returns By Period

In the year-to-date period, ETILX achieves a -6.85% return, which is significantly lower than BQMGX's -5.31% return. Over the past 10 years, ETILX has outperformed BQMGX with an annualized return of 11.91%, while BQMGX has yielded a comparatively lower 8.92% annualized return.


ETILX

1D
4.16%
1M
-6.72%
YTD
-6.85%
6M
-2.01%
1Y
25.57%
3Y*
9.19%
5Y*
0.47%
10Y*
11.91%

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

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ETILX vs. BQMGX - Expense Ratio Comparison

ETILX has a 1.11% expense ratio, which is higher than BQMGX's 1.07% expense ratio.


Return for Risk

ETILX vs. BQMGX — Risk / Return Rank

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

ETILX
ETILX Risk / Return Rank: 6262
Overall Rank
ETILX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
ETILX Sortino Ratio Rank: 6262
Sortino Ratio Rank
ETILX Omega Ratio Rank: 5656
Omega Ratio Rank
ETILX Calmar Ratio Rank: 6868
Calmar Ratio Rank
ETILX Martin Ratio Rank: 6666
Martin Ratio Rank

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
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.

ETILX vs. BQMGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eventide Gilead Class I (ETILX) 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.


ETILXBQMGXDifference

Sharpe ratio

Return per unit of total volatility

1.13

-0.09

+1.22

Sortino ratio

Return per unit of downside risk

1.67

-0.01

+1.68

Omega ratio

Gain probability vs. loss probability

1.23

1.00

+0.23

Calmar ratio

Return relative to maximum drawdown

1.69

-0.05

+1.74

Martin ratio

Return relative to average drawdown

6.67

-0.14

+6.80

ETILX vs. BQMGX - Sharpe Ratio Comparison

The current ETILX Sharpe Ratio is 1.13, which is higher than the BQMGX Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of ETILX and BQMGX, 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


ETILXBQMGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

-0.09

+1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.20

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.50

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.50

+0.04

Correlation

The correlation between ETILX and BQMGX is 0.82, 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

ETILX vs. BQMGX - Dividend Comparison

ETILX's dividend yield for the trailing twelve months is around 12.95%, more than BQMGX's 4.35% yield.


TTM20252024202320222021202020192018201720162015
ETILX
Eventide Gilead Class I
12.95%12.07%1.25%0.00%5.36%6.30%0.79%3.14%5.31%0.00%0.00%1.13%
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%

Drawdowns

ETILX vs. BQMGX - Drawdown Comparison

The maximum ETILX drawdown since its inception was -41.30%, which is greater than BQMGX's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for ETILX and BQMGX.


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Drawdown Indicators


ETILXBQMGXDifference

Max Drawdown

Largest peak-to-trough decline

-41.30%

-36.05%

-5.25%

Max Drawdown (1Y)

Largest decline over 1 year

-14.40%

-11.62%

-2.78%

Max Drawdown (5Y)

Largest decline over 5 years

-41.30%

-25.92%

-15.38%

Max Drawdown (10Y)

Largest decline over 10 years

-41.30%

-36.05%

-5.25%

Current Drawdown

Current decline from peak

-13.49%

-11.07%

-2.42%

Average Drawdown

Average peak-to-trough decline

-11.60%

-5.83%

-5.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

3.85%

-0.19%

Volatility

ETILX vs. BQMGX - Volatility Comparison

Eventide Gilead Class I (ETILX) has a higher volatility of 8.27% compared to Bright Rock Mid Cap Growth Fund (BQMGX) at 4.65%. This indicates that ETILX'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


ETILXBQMGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.27%

4.65%

+3.62%

Volatility (6M)

Calculated over the trailing 6-month period

14.01%

9.05%

+4.96%

Volatility (1Y)

Calculated over the trailing 1-year period

22.49%

15.98%

+6.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.30%

16.84%

+7.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.40%

17.97%

+5.43%