MPEGX vs. BQMGX
MPEGX (Morgan Stanley Institutional Fund Trust Discovery Portfolio) and BQMGX (Bright Rock Mid Cap Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, MPEGX returned 13.50%/yr vs 8.98%/yr for BQMGX. Their 0.70 correlation means they have sometimes moved together and sometimes differently. MPEGX charges 0.72%/yr vs 1.07%/yr for BQMGX.
Performance
MPEGX vs. BQMGX - Performance Comparison
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Returns By Period
In the year-to-date period, MPEGX achieves a -1.99% return, which is significantly lower than BQMGX's 1.02% return. Over the past 10 years, MPEGX has outperformed BQMGX with an annualized return of 13.50%, while BQMGX has yielded a comparatively lower 8.98% annualized return.
MPEGX
- 1D
- -1.91%
- 1M
- -5.60%
- 6M
- 3.88%
- YTD
- -1.99%
- 1Y
- -10.57%
- 3Y*
- 18.58%
- 5Y*
- -5.92%
- 10Y*
- 13.50%
- ALL TIME*
- 12.70%
BQMGX
- 1D
- 0.34%
- 1M
- 0.46%
- 6M
- -0.54%
- YTD
- 1.02%
- 1Y
- -1.20%
- 3Y*
- 4.86%
- 5Y*
- 2.47%
- 10Y*
- 8.98%
- ALL TIME*
- 9.44%
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 |
MPEGX vs. BQMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MPEGX Morgan Stanley Institutional Fund Trust Discovery Portfolio | -1.99% | 14.05% | 42.38% | 46.66% | -63.39% | -12.37% | 142.68% | 39.73% | 12.19% | 39.39% |
BQMGX Bright Rock Mid Cap Growth Fund | 1.02% | -0.29% | 14.16% | 13.00% | -19.44% | 23.02% | 19.62% | 32.05% | -6.68% | 22.16% |
Correlation
The correlation between MPEGX and BQMGX is 0.51, 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. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.64 |
Correlation (All Time) Calculated using the full available price history since May 26, 2010 | 0.70 |
The correlation between MPEGX and BQMGX shifts across timeframes, from 0.51 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MPEGX vs. BQMGX — Risk / Return Rank
MPEGX
BQMGX
MPEGX vs. BQMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) 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.
| MPEGX | BQMGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.98 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | -0.20 | -0.19 |
| Martin ratioReturn relative to average drawdown | -0.78 | -0.42 | -0.36 |
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Drawdowns
MPEGX vs. BQMGX - Drawdown Comparison
The maximum MPEGX drawdown since its inception was -75.29%, which is greater than BQMGX's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for MPEGX and BQMGX.
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Drawdown Indicators
| MPEGX | BQMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.29% | -36.05% | -39.24% |
Max Drawdown (1Y)Largest decline over 1 year | -27.46% | -11.62% | -15.84% |
Max Drawdown (3Y)Largest decline over 3 years | -28.53% | -18.72% | -9.81% |
Max Drawdown (5Y)Largest decline over 5 years | -72.99% | -25.92% | -47.07% |
Max Drawdown (10Y)Largest decline over 10 years | -75.29% | -36.05% | -39.24% |
Current DrawdownCurrent decline from peak | -39.40% | -5.13% | -34.27% |
Average DrawdownAverage peak-to-trough decline | -21.29% | -5.88% | -15.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.86% | 5.51% | +8.35% |
Volatility
MPEGX vs. BQMGX - Volatility Comparison
Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) has a higher volatility of 6.99% compared to Bright Rock Mid Cap Growth Fund (BQMGX) at 3.29%. This indicates that MPEGX'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
| MPEGX | BQMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 3.29% | +3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 22.19% | 9.38% | +12.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.23% | 12.41% | +16.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.32% | 16.85% | +23.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.65% | 17.92% | +16.73% |
MPEGX vs. BQMGX - Expense Ratio Comparison
MPEGX has a 0.72% expense ratio, which is lower than BQMGX's 1.07% expense ratio.
Dividends
MPEGX vs. BQMGX - Dividend Comparison
MPEGX has not paid dividends to shareholders, while BQMGX's dividend yield for the trailing twelve months is around 4.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BQMGX Bright Rock Mid Cap Growth Fund | 4.08% | 4.12% | 5.99% | 0.00% | 5.90% | 8.05% | 5.27% | 3.50% | 0.00% | 0.08% | 1.07% | 5.80% |
MPEGX Morgan Stanley Institutional Fund Trust Discovery Portfolio | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 35.82% | 7.63% | 12.05% | 23.88% | 41.11% | 67.79% | 13.20% |
Frequently Asked Questions
MPEGX and BQMGX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MPEGX has higher volatility (6.99%) compared to BQMGX (3.29%). In terms of maximum drawdown, MPEGX dropped -75.29% vs BQMGX's -36.05%.
BQMGX currently has the higher Sharpe Ratio (-0.19 vs -0.37), 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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