RYCKX vs. BQMGX
RYCKX (Rydex S&P MidCap 400 Pure Growth Fund) and BQMGX (Bright Rock Mid Cap Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, RYCKX returned 7.38%/yr vs 8.87%/yr for BQMGX. Their correlation of 0.87 suggests significant overlap in exposure. RYCKX charges 2.26%/yr vs 1.07%/yr for BQMGX.
Performance
RYCKX vs. BQMGX - Performance Comparison
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Returns By Period
In the year-to-date period, RYCKX achieves a 13.18% return, which is significantly higher than BQMGX's 0.51% return. Over the past 10 years, RYCKX has underperformed BQMGX with an annualized return of 7.38%, while BQMGX has yielded a comparatively higher 8.87% annualized return.
RYCKX
- 1D
- -1.37%
- 1M
- -5.44%
- 6M
- 4.49%
- YTD
- 13.18%
- 1Y
- 17.77%
- 3Y*
- 12.59%
- 5Y*
- 5.05%
- 10Y*
- 7.38%
BQMGX
- 1D
- 1.37%
- 1M
- 4.14%
- 6M
- -3.15%
- YTD
- 0.51%
- 1Y
- -1.46%
- 3Y*
- 4.95%
- 5Y*
- 2.94%
- 10Y*
- 8.87%
RYCKX vs. BQMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RYCKX Rydex S&P MidCap 400 Pure Growth Fund | 13.18% | 6.61% | 15.10% | 13.97% | -23.05% | 11.26% | 29.72% | 14.60% | -15.17% | 18.02% |
BQMGX Bright Rock Mid Cap Growth Fund | 0.51% | -0.29% | 14.16% | 13.00% | -19.44% | 23.02% | 19.62% | 32.05% | -6.68% | 22.16% |
Correlation
The correlation between RYCKX and BQMGX is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since May 26, 2010 | 0.87 |
Over the past year, the correlation between RYCKX and BQMGX has dropped to 0.60 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
RYCKX vs. BQMGX — Risk / Return Rank
RYCKX
BQMGX
RYCKX vs. BQMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) 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.
| RYCKX | BQMGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.00 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | -0.04 | +1.90 |
| Martin ratioReturn relative to average drawdown | 6.88 | -0.09 | +6.97 |
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Drawdowns
RYCKX vs. BQMGX - Drawdown Comparison
The maximum RYCKX drawdown since its inception was -52.60%, which is greater than BQMGX's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for RYCKX and BQMGX.
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Drawdown Indicators
| RYCKX | BQMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.60% | -36.05% | -16.55% |
Max Drawdown (1Y)Largest decline over 1 year | -10.50% | -11.62% | +1.12% |
Max Drawdown (3Y)Largest decline over 3 years | -27.14% | -18.72% | -8.42% |
Max Drawdown (5Y)Largest decline over 5 years | -35.98% | -25.92% | -10.06% |
Max Drawdown (10Y)Largest decline over 10 years | -44.75% | -36.05% | -8.70% |
Current DrawdownCurrent decline from peak | -7.21% | -5.61% | -1.60% |
Average DrawdownAverage peak-to-trough decline | -9.48% | -5.88% | -3.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 5.39% | -2.57% |
Volatility
RYCKX vs. BQMGX - Volatility Comparison
Rydex S&P MidCap 400 Pure Growth Fund (RYCKX) has a higher volatility of 5.28% compared to Bright Rock Mid Cap Growth Fund (BQMGX) at 3.39%. This indicates that RYCKX'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
| RYCKX | BQMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.28% | 3.39% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 15.75% | 9.48% | +6.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.40% | 12.31% | +7.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.93% | 16.86% | +6.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.07% | 17.91% | +5.16% |
RYCKX vs. BQMGX - Expense Ratio Comparison
RYCKX has a 2.26% expense ratio, which is higher than BQMGX's 1.07% expense ratio.
Dividends
RYCKX vs. BQMGX - Dividend Comparison
RYCKX has not paid dividends to shareholders, while BQMGX's dividend yield for the trailing twelve months is around 4.10%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BQMGX Bright Rock Mid Cap Growth Fund | 4.10% | 4.12% | 5.99% | 0.00% | 5.90% | 8.05% | 5.27% | 3.50% | 0.00% | 0.08% | 1.07% | 5.80% |
RYCKX Rydex S&P MidCap 400 Pure Growth Fund | 0.00% | 0.00% | 20.92% | 0.00% | 14.34% | 13.66% | 1.29% | 0.00% | 18.93% | 7.60% | 1.72% | 5.90% |
Frequently Asked Questions
RYCKX and BQMGX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RYCKX has higher volatility (5.28%) compared to BQMGX (3.39%). In terms of maximum drawdown, RYCKX dropped -52.60% vs BQMGX's -36.05%.
RYCKX currently has the higher Sharpe Ratio (1.00 vs -0.04), 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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