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OTCKX vs. BQMGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OTCKX vs. BQMGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Mid Cap Growth Fund Class R6 (OTCKX) and Bright Rock Mid Cap Growth Fund (BQMGX). The values are adjusted to include any dividend payments, if applicable.

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OTCKX vs. BQMGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OTCKX
MFS Mid Cap Growth Fund Class R6
-9.60%3.75%26.48%21.50%-28.29%14.09%35.81%37.93%1.19%26.35%
BQMGX
Bright Rock Mid Cap Growth Fund
-6.96%-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, OTCKX achieves a -9.60% return, which is significantly lower than BQMGX's -6.96% return. Over the past 10 years, OTCKX has outperformed BQMGX with an annualized return of 11.43%, while BQMGX has yielded a comparatively lower 8.73% annualized return.


OTCKX

1D
-1.00%
1M
-9.60%
YTD
-9.60%
6M
-14.24%
1Y
-0.21%
3Y*
10.26%
5Y*
3.85%
10Y*
11.43%

BQMGX

1D
-0.32%
1M
-10.13%
YTD
-6.96%
6M
-9.87%
1Y
-3.14%
3Y*
3.53%
5Y*
3.23%
10Y*
8.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OTCKX vs. BQMGX - Expense Ratio Comparison

OTCKX has a 0.65% expense ratio, which is lower than BQMGX's 1.07% expense ratio.


Return for Risk

OTCKX vs. BQMGX — Risk / Return Rank

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

OTCKX
OTCKX Risk / Return Rank: 55
Overall Rank
OTCKX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
OTCKX Sortino Ratio Rank: 55
Sortino Ratio Rank
OTCKX Omega Ratio Rank: 55
Omega Ratio Rank
OTCKX Calmar Ratio Rank: 44
Calmar Ratio Rank
OTCKX Martin Ratio Rank: 44
Martin Ratio Rank

BQMGX
BQMGX Risk / Return Rank: 33
Overall Rank
BQMGX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BQMGX Sortino Ratio Rank: 44
Sortino Ratio Rank
BQMGX Omega Ratio Rank: 44
Omega Ratio Rank
BQMGX Calmar Ratio Rank: 33
Calmar Ratio Rank
BQMGX Martin Ratio Rank: 33
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.

OTCKX vs. BQMGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Mid Cap Growth Fund Class R6 (OTCKX) 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.


OTCKXBQMGXDifference

Sharpe ratio

Return per unit of total volatility

-0.01

-0.14

+0.13

Sortino ratio

Return per unit of downside risk

0.12

-0.09

+0.22

Omega ratio

Gain probability vs. loss probability

1.02

0.99

+0.03

Calmar ratio

Return relative to maximum drawdown

-0.13

-0.29

+0.16

Martin ratio

Return relative to average drawdown

-0.38

-0.89

+0.51

OTCKX vs. BQMGX - Sharpe Ratio Comparison

The current OTCKX Sharpe Ratio is -0.01, which is higher than the BQMGX Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of OTCKX 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


OTCKXBQMGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

-0.14

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.19

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.49

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.49

+0.05

Correlation

The correlation between OTCKX and BQMGX is 0.89, 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

OTCKX vs. BQMGX - Dividend Comparison

OTCKX's dividend yield for the trailing twelve months is around 16.46%, more than BQMGX's 4.43% yield.


TTM20252024202320222021202020192018201720162015
OTCKX
MFS Mid Cap Growth Fund Class R6
16.46%14.88%16.85%0.00%0.00%3.35%0.77%0.81%4.40%8.28%5.38%2.72%
BQMGX
Bright Rock Mid Cap Growth Fund
4.43%4.12%5.99%0.00%5.90%8.05%5.27%3.50%0.00%0.08%1.07%5.80%

Drawdowns

OTCKX vs. BQMGX - Drawdown Comparison

The maximum OTCKX drawdown since its inception was -36.64%, roughly equal to the maximum BQMGX drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for OTCKX and BQMGX.


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Drawdown Indicators


OTCKXBQMGXDifference

Max Drawdown

Largest peak-to-trough decline

-36.64%

-36.05%

-0.59%

Max Drawdown (1Y)

Largest decline over 1 year

-16.31%

-11.62%

-4.69%

Max Drawdown (5Y)

Largest decline over 5 years

-36.64%

-25.92%

-10.72%

Max Drawdown (10Y)

Largest decline over 10 years

-36.64%

-36.05%

-0.59%

Current Drawdown

Current decline from peak

-16.31%

-12.63%

-3.68%

Average Drawdown

Average peak-to-trough decline

-7.37%

-5.83%

-1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.71%

3.79%

+1.92%

Volatility

OTCKX vs. BQMGX - Volatility Comparison

MFS Mid Cap Growth Fund Class R6 (OTCKX) has a higher volatility of 5.89% compared to Bright Rock Mid Cap Growth Fund (BQMGX) at 4.07%. This indicates that OTCKX'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


OTCKXBQMGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.89%

4.07%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

8.86%

+3.72%

Volatility (1Y)

Calculated over the trailing 1-year period

20.46%

15.91%

+4.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.27%

16.82%

+3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.96%

17.96%

+2.00%