GSMYX vs. BQMGX
GSMYX (Goldman Sachs Small/Mid Cap Growth Fund) and BQMGX (Bright Rock Mid Cap Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, GSMYX returned 11.11%/yr vs 8.95%/yr for BQMGX. Their correlation of 0.87 means they have usually moved in the same direction. GSMYX charges 0.89%/yr vs 1.07%/yr for BQMGX.
Performance
GSMYX vs. BQMGX - Performance Comparison
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Returns By Period
In the year-to-date period, GSMYX achieves a 13.73% return, which is significantly higher than BQMGX's 0.68% return. Over the past 10 years, GSMYX has outperformed BQMGX with an annualized return of 11.11%, while BQMGX has yielded a comparatively lower 8.95% annualized return.
GSMYX
- 1D
- 3.00%
- 1M
- -5.82%
- 6M
- 10.39%
- YTD
- 13.73%
- 1Y
- 22.40%
- 3Y*
- 9.73%
- 5Y*
- 1.31%
- 10Y*
- 11.11%
- ALL TIME*
- 10.67%
BQMGX
- 1D
- -0.46%
- 1M
- 0.13%
- 6M
- -1.08%
- YTD
- 0.68%
- 1Y
- -1.53%
- 3Y*
- 4.91%
- 5Y*
- 2.40%
- 10Y*
- 8.95%
- ALL TIME*
- 9.42%
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 |
GSMYX vs. BQMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSMYX Goldman Sachs Small/Mid Cap Growth Fund | 13.73% | 2.15% | 12.88% | 14.28% | -28.45% | 7.93% | 53.14% | 38.25% | -5.63% | 28.22% |
BQMGX Bright Rock Mid Cap Growth Fund | 0.68% | -0.29% | 14.16% | 13.00% | -19.44% | 23.02% | 19.62% | 32.05% | -6.68% | 22.16% |
Correlation
The correlation between GSMYX and BQMGX is 0.57, 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. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.82 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.83 |
Correlation (All Time) Calculated using the full available price history since May 26, 2010 | 0.87 |
Over the past year, the correlation between GSMYX and BQMGX has dropped to 0.57 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
GSMYX vs. BQMGX — Risk / Return Rank
GSMYX
BQMGX
GSMYX vs. BQMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Small/Mid Cap Growth Fund (GSMYX) 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.
| GSMYX | BQMGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.09 | ||
| Sortino ratioReturn per unit of downside risk | +1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.97 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | -0.25 | +1.77 |
| Martin ratioReturn relative to average drawdown | 5.34 | -0.53 | +5.86 |
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Drawdowns
GSMYX vs. BQMGX - Drawdown Comparison
The maximum GSMYX drawdown since its inception was -55.00%, which is greater than BQMGX's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for GSMYX and BQMGX.
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Drawdown Indicators
| GSMYX | BQMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.00% | -36.05% | -18.95% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -11.62% | -0.94% |
Max Drawdown (3Y)Largest decline over 3 years | -29.90% | -18.72% | -11.18% |
Max Drawdown (5Y)Largest decline over 5 years | -42.51% | -25.92% | -16.59% |
Max Drawdown (10Y)Largest decline over 10 years | -42.51% | -36.05% | -6.46% |
Current DrawdownCurrent decline from peak | -8.90% | -5.45% | -3.45% |
Average DrawdownAverage peak-to-trough decline | -10.84% | -5.88% | -4.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 5.50% | -1.92% |
Volatility
GSMYX vs. BQMGX - Volatility Comparison
Goldman Sachs Small/Mid Cap Growth Fund (GSMYX) has a higher volatility of 6.57% compared to Bright Rock Mid Cap Growth Fund (BQMGX) at 3.31%. This indicates that GSMYX'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
| GSMYX | BQMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 3.31% | +3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 18.49% | 9.42% | +9.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.39% | 12.41% | +9.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.97% | 16.86% | +7.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.82% | 17.92% | +4.90% |
GSMYX vs. BQMGX - Expense Ratio Comparison
GSMYX has a 0.89% expense ratio, which is lower than BQMGX's 1.07% expense ratio.
Dividends
GSMYX vs. BQMGX - Dividend Comparison
GSMYX's dividend yield for the trailing twelve months is around 13.86%, more than BQMGX's 4.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BQMGX Bright Rock Mid Cap Growth Fund | 4.09% | 4.12% | 5.99% | 0.00% | 5.90% | 8.05% | 5.27% | 3.50% | 0.00% | 0.08% | 1.07% | 5.80% |
GSMYX Goldman Sachs Small/Mid Cap Growth Fund | 13.86% | 15.76% | 0.67% | 0.00% | 0.00% | 14.07% | 13.51% | 14.27% | 20.82% | 12.92% | 3.50% | 3.62% |
Frequently Asked Questions
GSMYX and BQMGX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSMYX has higher volatility (6.57%) compared to BQMGX (3.31%). In terms of maximum drawdown, GSMYX dropped -55.00% vs BQMGX's -36.05%.
GSMYX currently has the higher Sharpe Ratio (0.85 vs -0.23), 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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