PHSKX vs. BQMGX
PHSKX (Virtus KAR Mid-Cap Growth Fund) and BQMGX (Bright Rock Mid Cap Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, PHSKX returned 10.74%/yr vs 9.05%/yr for BQMGX. Their correlation of 0.86 suggests significant overlap in exposure. PHSKX charges 1.24%/yr vs 1.07%/yr for BQMGX.
Performance
PHSKX vs. BQMGX - Performance Comparison
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Returns By Period
In the year-to-date period, PHSKX achieves a -7.33% return, which is significantly lower than BQMGX's -2.93% return. Over the past 10 years, PHSKX has outperformed BQMGX with an annualized return of 10.74%, while BQMGX has yielded a comparatively lower 9.05% annualized return.
PHSKX
- 1D
- -0.80%
- 1M
- 0.64%
- YTD
- -7.33%
- 6M
- -8.66%
- 1Y
- -11.00%
- 3Y*
- 1.42%
- 5Y*
- -5.03%
- 10Y*
- 10.74%
BQMGX
- 1D
- -0.09%
- 1M
- 0.31%
- YTD
- -2.93%
- 6M
- -4.11%
- 1Y
- -2.85%
- 3Y*
- 5.22%
- 5Y*
- 2.65%
- 10Y*
- 9.05%
PHSKX vs. BQMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PHSKX Virtus KAR Mid-Cap Growth Fund | -7.33% | -3.58% | 7.43% | 22.00% | -33.46% | 1.23% | 63.29% | 44.03% | 7.44% | 33.54% |
BQMGX Bright Rock Mid Cap Growth Fund | -2.93% | -0.29% | 14.16% | 13.00% | -19.44% | 23.02% | 19.62% | 32.05% | -6.68% | 22.16% |
Correlation
The correlation between PHSKX and BQMGX is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since May 26, 2010 | 0.86 |
The correlation between PHSKX and BQMGX has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.
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Return for Risk
PHSKX vs. BQMGX — Risk / Return Rank
PHSKX
BQMGX
PHSKX vs. BQMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus KAR Mid-Cap Growth Fund (PHSKX) 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.
| PHSKX | BQMGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 0.99 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | -0.15 | -0.27 |
| Martin ratioReturn relative to average drawdown | -0.96 | -0.33 | -0.62 |
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Drawdowns
PHSKX vs. BQMGX - Drawdown Comparison
The maximum PHSKX drawdown since its inception was -81.79%, which is greater than BQMGX's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for PHSKX and BQMGX.
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Drawdown Indicators
| PHSKX | BQMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.79% | -36.05% | -45.74% |
Max Drawdown (1Y)Largest decline over 1 year | -23.77% | -11.62% | -12.15% |
Max Drawdown (3Y)Largest decline over 3 years | -27.26% | -18.72% | -8.54% |
Max Drawdown (5Y)Largest decline over 5 years | -46.87% | -25.92% | -20.95% |
Max Drawdown (10Y)Largest decline over 10 years | -46.87% | -36.05% | -10.82% |
Current DrawdownCurrent decline from peak | -31.02% | -8.84% | -22.18% |
Average DrawdownAverage peak-to-trough decline | -29.38% | -5.88% | -23.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.36% | 5.19% | +5.17% |
Volatility
PHSKX vs. BQMGX - Volatility Comparison
Virtus KAR Mid-Cap Growth Fund (PHSKX) has a higher volatility of 6.34% compared to Bright Rock Mid Cap Growth Fund (BQMGX) at 3.35%. This indicates that PHSKX'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
| PHSKX | BQMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 3.35% | +2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 15.32% | 9.31% | +6.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.50% | 12.30% | +7.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.87% | 16.85% | +8.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.60% | 17.99% | +5.61% |
PHSKX vs. BQMGX - Expense Ratio Comparison
PHSKX has a 1.24% expense ratio, which is higher than BQMGX's 1.07% expense ratio.
Dividends
PHSKX vs. BQMGX - Dividend Comparison
PHSKX's dividend yield for the trailing twelve months is around 50.01%, more than BQMGX's 4.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BQMGX Bright Rock Mid Cap Growth Fund | 4.24% | 4.12% | 5.99% | 0.00% | 5.90% | 8.05% | 5.27% | 3.50% | 0.00% | 0.08% | 1.07% | 5.80% |
PHSKX Virtus KAR Mid-Cap Growth Fund | 50.01% | 46.34% | 0.00% | 0.00% | 0.00% | 1.53% | 0.10% | 0.62% | 2.19% | 6.10% | 1.60% | 1.54% |
Frequently Asked Questions
PHSKX and BQMGX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PHSKX has higher volatility (6.34%) compared to BQMGX (3.35%). In terms of maximum drawdown, PHSKX dropped -81.79% vs BQMGX's -36.05%.
BQMGX currently has the higher Sharpe Ratio (-0.14 vs -0.51), 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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