TGFRX vs. BQMGX
TGFRX (Tanaka Growth Fund) and BQMGX (Bright Rock Mid Cap Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, TGFRX returned 14.83%/yr vs 8.91%/yr for BQMGX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. TGFRX charges 2.19%/yr vs 1.07%/yr for BQMGX.
Performance
TGFRX vs. BQMGX - Performance Comparison
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Returns By Period
In the year-to-date period, TGFRX achieves a 14.64% return, which is significantly higher than BQMGX's 2.00% return. Over the past 10 years, TGFRX has outperformed BQMGX with an annualized return of 14.83%, while BQMGX has yielded a comparatively lower 8.91% annualized return.
TGFRX
- 1D
- 1.58%
- 1M
- -1.75%
- 6M
- 5.03%
- YTD
- 14.64%
- 1Y
- 39.87%
- 3Y*
- 27.42%
- 5Y*
- 14.01%
- 10Y*
- 14.83%
- ALL TIME*
- 8.00%
BQMGX
- 1D
- 0.97%
- 1M
- 1.44%
- 6M
- 1.09%
- YTD
- 2.00%
- 1Y
- -2.88%
- 3Y*
- 6.40%
- 5Y*
- 2.63%
- 10Y*
- 8.91%
- ALL TIME*
- 9.50%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
TGFRX Tanaka Growth Fund | $0.00 | $0.00 | $0.00 |
TGFRX vs. BQMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TGFRX Tanaka Growth Fund | 14.64% | 39.56% | 17.98% | 50.24% | -22.62% | 26.54% | 50.87% | 18.78% | -25.18% | 7.28% |
BQMGX Bright Rock Mid Cap Growth Fund | 2.00% | -0.29% | 14.16% | 13.00% | -19.44% | 23.02% | 19.62% | 32.05% | -6.68% | 22.16% |
Correlation
The correlation between TGFRX and BQMGX is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.54 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.67 |
Correlation (All Time) Calculated using the full available price history since May 26, 2010 | 0.71 |
Over the past year, the correlation between TGFRX and BQMGX has dropped to 0.34 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
TGFRX vs. BQMGX — Risk / Return Rank
TGFRX
BQMGX
TGFRX vs. BQMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tanaka Growth Fund (TGFRX) 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.
| TGFRX | BQMGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.42 | ||
| Sortino ratioReturn per unit of downside risk | +1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.01 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | -0.02 | +2.82 |
| Martin ratioReturn relative to average drawdown | 6.72 | -0.04 | +6.76 |
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Drawdowns
TGFRX vs. BQMGX - Drawdown Comparison
The maximum TGFRX drawdown since its inception was -74.43%, which is greater than BQMGX's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for TGFRX and BQMGX.
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Drawdown Indicators
| TGFRX | BQMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.43% | -36.05% | -38.38% |
Max Drawdown (1Y)Largest decline over 1 year | -16.01% | -11.62% | -4.39% |
Max Drawdown (3Y)Largest decline over 3 years | -61.68% | -18.72% | -42.96% |
Max Drawdown (5Y)Largest decline over 5 years | -61.68% | -25.92% | -35.76% |
Max Drawdown (10Y)Largest decline over 10 years | -61.68% | -36.05% | -25.63% |
Current DrawdownCurrent decline from peak | -29.50% | -4.21% | -25.29% |
Average DrawdownAverage peak-to-trough decline | -29.60% | -5.88% | -23.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.65% | 5.51% | +1.14% |
Volatility
TGFRX vs. BQMGX - Volatility Comparison
Tanaka Growth Fund (TGFRX) has a higher volatility of 11.14% compared to Bright Rock Mid Cap Growth Fund (BQMGX) at 3.31%. This indicates that TGFRX'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
| TGFRX | BQMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.14% | 3.31% | +7.83% |
Volatility (6M)Calculated over the trailing 6-month period | 24.34% | 9.42% | +14.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.08% | 12.42% | +19.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.34% | 16.86% | +45.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.57% | 17.93% | +29.64% |
TGFRX vs. BQMGX - Expense Ratio Comparison
TGFRX has a 2.19% expense ratio, which is higher than BQMGX's 1.07% expense ratio.
Dividends
TGFRX vs. BQMGX - Dividend Comparison
TGFRX's dividend yield for the trailing twelve months is around 11.36%, more than BQMGX's 4.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BQMGX Bright Rock Mid Cap Growth Fund | 4.04% | 4.12% | 5.99% | 0.00% | 5.90% | 8.05% | 5.27% | 3.50% | 0.00% | 0.08% | 1.07% | 5.80% |
TGFRX Tanaka Growth Fund | 11.36% | 13.02% | 6.89% | 0.00% | 0.11% | 7.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TGFRX and BQMGX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TGFRX has higher volatility (11.14%) compared to BQMGX (3.31%). In terms of maximum drawdown, TGFRX dropped -74.43% vs BQMGX's -36.05%.
TGFRX currently has the higher Sharpe Ratio (1.40 vs -0.02), 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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