PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Baillie Gifford Global Alpha Equities Fund (BGAEX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS0568236287
IssuerBaillie Gifford Funds
Inception DateNov 14, 2011
CategoryGlobal Equities
Min. Investment$100,000,000
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

The Baillie Gifford Global Alpha Equities Fund has a high expense ratio of 0.60%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.60%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds to compare with BGAEX

Baillie Gifford Global Alpha Equities Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Baillie Gifford Global Alpha Equities Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%120.00%140.00%OctoberNovemberDecember2024FebruaryMarch
64.22%
148.87%
BGAEX (Baillie Gifford Global Alpha Equities Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Baillie Gifford Global Alpha Equities Fund had a return of 8.22% year-to-date (YTD) and 24.81% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date8.22%10.04%
1 month3.11%3.53%
6 months24.32%22.79%
1 year24.81%32.16%
5 years (annualized)9.36%13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.05%6.87%
2023-5.49%-6.07%-4.31%11.77%6.42%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Baillie Gifford Global Alpha Equities Fund (BGAEX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BGAEX
Baillie Gifford Global Alpha Equities Fund
1.64
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Baillie Gifford Global Alpha Equities Fund Sharpe ratio is 1.64. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.64
2.76
BGAEX (Baillie Gifford Global Alpha Equities Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Baillie Gifford Global Alpha Equities Fund granted a 1.15% dividend yield in the last twelve months. The annual payout for that period amounted to $0.21 per share.


PeriodTTM202320222021202020192018201720162015
Dividend$0.21$0.21$0.47$3.10$1.24$0.96$0.15$0.14$0.10$0.12

Dividend yield

1.15%1.24%3.38%15.21%5.68%5.66%1.09%0.71%0.65%0.86%

Monthly Dividends

The table displays the monthly dividend distributions for Baillie Gifford Global Alpha Equities Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.47
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.10
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.24
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.96
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10
2015$0.12

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-14.12%
0
BGAEX (Baillie Gifford Global Alpha Equities Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Baillie Gifford Global Alpha Equities Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Baillie Gifford Global Alpha Equities Fund was 40.63%, occurring on Oct 12, 2022. The portfolio has not yet recovered.

The current Baillie Gifford Global Alpha Equities Fund drawdown is 14.12%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.63%Nov 17, 2021227Oct 12, 2022
-40.16%Jan 30, 2018540Mar 23, 2020109Aug 26, 2020649
-21.8%Jun 24, 2015161Feb 11, 2016228Jan 6, 2017389
-9.89%Feb 17, 202161May 13, 202158Aug 5, 2021119
-8.03%Sep 3, 20203Sep 8, 202023Oct 9, 202026

Volatility

Volatility Chart

The current Baillie Gifford Global Alpha Equities Fund volatility is 3.44%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
3.44%
2.82%
BGAEX (Baillie Gifford Global Alpha Equities Fund)
Benchmark (^GSPC)