MGOYX vs. BQMGX
MGOYX (Victory Munder Mid-Cap Core Growth Fund) and BQMGX (Bright Rock Mid Cap Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, MGOYX returned 11.67%/yr vs 9.10%/yr for BQMGX. Their correlation of 0.91 suggests significant overlap in exposure. MGOYX charges 0.98%/yr vs 1.07%/yr for BQMGX.
Performance
MGOYX vs. BQMGX - Performance Comparison
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Returns By Period
In the year-to-date period, MGOYX achieves a 21.25% return, which is significantly higher than BQMGX's -2.51% return. Over the past 10 years, MGOYX has outperformed BQMGX with an annualized return of 11.67%, while BQMGX has yielded a comparatively lower 9.10% annualized return.
MGOYX
- 1D
- 0.28%
- 1M
- 1.54%
- YTD
- 21.25%
- 6M
- 19.16%
- 1Y
- 29.44%
- 3Y*
- 18.64%
- 5Y*
- 8.31%
- 10Y*
- 11.67%
BQMGX
- 1D
- 1.15%
- 1M
- 0.53%
- YTD
- -2.51%
- 6M
- -3.77%
- 1Y
- -2.71%
- 3Y*
- 5.37%
- 5Y*
- 2.49%
- 10Y*
- 9.10%
MGOYX vs. BQMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGOYX Victory Munder Mid-Cap Core Growth Fund | 21.25% | 12.03% | 10.93% | 14.82% | -21.31% | 25.97% | 20.61% | 26.22% | -14.19% | 24.55% |
BQMGX Bright Rock Mid Cap Growth Fund | -2.51% | -0.29% | 14.16% | 13.00% | -19.44% | 23.02% | 19.62% | 32.05% | -6.68% | 22.16% |
Correlation
The correlation between MGOYX and BQMGX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since May 26, 2010 | 0.91 |
Over the past year, the correlation between MGOYX and BQMGX has dropped to 0.69 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.
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Return for Risk
MGOYX vs. BQMGX — Risk / Return Rank
MGOYX
BQMGX
MGOYX vs. BQMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Victory Munder Mid-Cap Core Growth Fund (MGOYX) 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.
| MGOYX | BQMGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.25 | ||
| Sortino ratioReturn per unit of downside risk | +3.11 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 0.97 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 3.70 | -0.29 | +3.98 |
| Martin ratioReturn relative to average drawdown | 14.08 | -0.64 | +14.72 |
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Drawdowns
MGOYX vs. BQMGX - Drawdown Comparison
The maximum MGOYX drawdown since its inception was -57.23%, which is greater than BQMGX's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for MGOYX and BQMGX.
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Drawdown Indicators
| MGOYX | BQMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.23% | -36.05% | -21.18% |
Max Drawdown (1Y)Largest decline over 1 year | -7.81% | -11.62% | +3.81% |
Max Drawdown (3Y)Largest decline over 3 years | -26.05% | -18.72% | -7.33% |
Max Drawdown (5Y)Largest decline over 5 years | -40.49% | -25.92% | -14.57% |
Max Drawdown (10Y)Largest decline over 10 years | -40.49% | -36.05% | -4.44% |
Current DrawdownCurrent decline from peak | -1.29% | -8.44% | +7.15% |
Average DrawdownAverage peak-to-trough decline | -10.94% | -5.88% | -5.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 5.24% | -3.19% |
Volatility
MGOYX vs. BQMGX - Volatility Comparison
Victory Munder Mid-Cap Core Growth Fund (MGOYX) has a higher volatility of 5.41% compared to Bright Rock Mid Cap Growth Fund (BQMGX) at 3.37%. This indicates that MGOYX'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
| MGOYX | BQMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 3.37% | +2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.85% | 9.36% | +2.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.66% | 12.30% | +2.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.14% | 16.86% | +8.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.26% | 17.95% | +5.31% |
MGOYX vs. BQMGX - Expense Ratio Comparison
MGOYX has a 0.98% expense ratio, which is lower than BQMGX's 1.07% expense ratio.
Dividends
MGOYX vs. BQMGX - Dividend Comparison
MGOYX's dividend yield for the trailing twelve months is around 12.68%, more than BQMGX's 4.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BQMGX Bright Rock Mid Cap Growth Fund | 4.23% | 4.12% | 5.99% | 0.00% | 5.90% | 8.05% | 5.27% | 3.50% | 0.00% | 0.08% | 1.07% | 5.80% |
MGOYX Victory Munder Mid-Cap Core Growth Fund | 12.68% | 15.37% | 15.72% | 4.54% | 12.23% | 25.13% | 18.63% | 60.72% | 49.01% | 19.34% | 12.76% | 10.52% |
Frequently Asked Questions
MGOYX and BQMGX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MGOYX has higher volatility (5.41%) compared to BQMGX (3.37%). In terms of maximum drawdown, MGOYX dropped -57.23% vs BQMGX's -36.05%.
MGOYX currently has the higher Sharpe Ratio (1.97 vs -0.27), 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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