LSMIX vs. BQMGX
LSMIX (Loomis Sayles 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, LSMIX returned 11.44%/yr vs 8.91%/yr for BQMGX. Their correlation of 0.84 means they have usually moved in the same direction. LSMIX charges 0.99%/yr vs 1.07%/yr for BQMGX.
Performance
LSMIX vs. BQMGX - Performance Comparison
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Returns By Period
In the year-to-date period, LSMIX achieves a 15.64% return, which is significantly higher than BQMGX's 2.00% return. Over the past 10 years, LSMIX has outperformed BQMGX with an annualized return of 11.44%, while BQMGX has yielded a comparatively lower 8.91% annualized return.
LSMIX
- 1D
- 1.52%
- 1M
- -2.57%
- 6M
- 9.93%
- YTD
- 15.64%
- 1Y
- 21.17%
- 3Y*
- 13.43%
- 5Y*
- 3.61%
- 10Y*
- 11.44%
- ALL TIME*
- 11.42%
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 |
LSMIX vs. BQMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSMIX Loomis Sayles Small/Mid Cap Growth Fund | 15.64% | 5.71% | 17.74% | 6.71% | -27.08% | 17.40% | 31.56% | 35.21% | -7.32% | 31.80% |
BQMGX Bright Rock Mid Cap Growth Fund | 2.00% | -0.29% | 14.16% | 13.00% | -19.44% | 23.02% | 19.62% | 32.05% | -6.68% | 22.16% |
Correlation
The correlation between LSMIX and BQMGX is 0.53, 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. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.81 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.84 |
Over the past year, the correlation between LSMIX and BQMGX has dropped to 0.53 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.
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Return for Risk
LSMIX vs. BQMGX — Risk / Return Rank
LSMIX
BQMGX
LSMIX vs. BQMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Small/Mid Cap Growth Fund (LSMIX) 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.
| LSMIX | BQMGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.30 | ||
| Sortino ratioReturn per unit of downside risk | +2.01 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.01 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | -0.02 | +2.31 |
| Martin ratioReturn relative to average drawdown | 7.86 | -0.04 | +7.91 |
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Drawdowns
LSMIX vs. BQMGX - Drawdown Comparison
The maximum LSMIX drawdown since its inception was -36.96%, roughly equal to the maximum BQMGX drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for LSMIX and BQMGX.
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Drawdown Indicators
| LSMIX | BQMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.96% | -36.05% | -0.91% |
Max Drawdown (1Y)Largest decline over 1 year | -11.07% | -11.62% | +0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -24.39% | -18.72% | -5.67% |
Max Drawdown (5Y)Largest decline over 5 years | -35.49% | -25.92% | -9.57% |
Max Drawdown (10Y)Largest decline over 10 years | -36.96% | -36.05% | -0.91% |
Current DrawdownCurrent decline from peak | -4.46% | -4.21% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -9.89% | -5.88% | -4.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 5.51% | -2.50% |
Volatility
LSMIX vs. BQMGX - Volatility Comparison
Loomis Sayles Small/Mid Cap Growth Fund (LSMIX) has a higher volatility of 4.89% compared to Bright Rock Mid Cap Growth Fund (BQMGX) at 3.31%. This indicates that LSMIX'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
| LSMIX | BQMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 3.31% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 14.59% | 9.42% | +5.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.78% | 12.42% | +7.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.60% | 16.86% | +4.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.49% | 17.93% | +3.56% |
LSMIX vs. BQMGX - Expense Ratio Comparison
LSMIX has a 0.99% expense ratio, which is lower than BQMGX's 1.07% expense ratio.
Dividends
LSMIX vs. BQMGX - Dividend Comparison
LSMIX has not paid dividends to shareholders, while BQMGX's dividend yield for the trailing twelve months is around 4.04%.
| 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% |
LSMIX Loomis Sayles Small/Mid Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 9.95% | 0.68% | 4.40% | 46.82% | 0.00% | 0.18% | 0.00% |
Frequently Asked Questions
LSMIX and BQMGX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSMIX has higher volatility (4.89%) compared to BQMGX (3.31%). In terms of maximum drawdown, LSMIX dropped -36.96% vs BQMGX's -36.05%.
LSMIX currently has the higher Sharpe Ratio (1.28 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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