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Baillie Gifford International Alpha Fund (BGITX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US0568232062

Inception Date

Feb 6, 2008

Min. Investment

$25,000,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

BGITX has an expense ratio of 0.61%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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Performance

Performance Chart


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Returns By Period

Baillie Gifford International Alpha Fund (BGITX) returned 11.61% year-to-date (YTD) and 8.20% over the past 12 months. Over the past 10 years, BGITX returned 2.90% annually, underperforming the S&P 500 benchmark at 10.46%.


BGITX

YTD

11.61%

1M

12.20%

6M

3.92%

1Y

8.20%

5Y*

4.66%

10Y*

2.90%

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

The table below presents the monthly returns of BGITX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.80%2.09%-2.53%4.92%2.01%11.61%
2024-0.88%3.02%1.51%-3.21%4.68%-0.74%1.94%3.39%3.69%-4.54%-0.12%-6.55%1.50%
202311.47%-3.99%5.62%-0.10%-1.83%3.77%1.95%-6.20%-6.35%-3.86%12.73%6.32%18.72%
2022-7.79%-6.33%-2.20%-8.70%-0.55%-8.70%6.77%-5.76%-12.15%2.76%16.52%-3.74%-28.65%
20210.18%2.00%-0.55%2.51%1.16%0.20%-1.68%2.44%-6.10%2.93%-6.41%-3.54%-7.19%
2020-1.92%-5.81%-14.25%9.33%7.77%6.57%6.42%5.21%-1.15%-1.85%11.18%3.60%24.47%
20198.65%3.59%1.19%4.72%-5.72%6.81%-1.11%-2.15%1.39%4.83%2.31%2.00%28.91%
20185.87%-5.01%-0.67%-0.39%-1.05%-1.46%1.82%-1.23%-0.45%-9.01%0.37%-13.10%-22.92%
20175.20%0.89%3.55%3.87%4.70%0.48%3.65%0.90%1.79%2.64%1.22%-0.93%31.58%
2016-6.35%-1.13%8.47%0.66%0.59%-1.52%6.11%2.54%0.85%-3.06%-1.70%-0.90%3.75%
2015-2.06%-0.94%-1.88%-1.70%-8.04%-2.61%8.56%-0.44%-3.84%-12.89%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BGITX is 53, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BGITX is 5353
Overall Rank
The Sharpe Ratio Rank of BGITX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of BGITX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of BGITX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of BGITX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of BGITX is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Baillie Gifford International Alpha Fund (BGITX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Baillie Gifford International Alpha Fund Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.47
  • 5-Year: 0.24
  • 10-Year: 0.15
  • All Time: 0.14

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Baillie Gifford International Alpha Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Baillie Gifford International Alpha Fund provided a 0.69% dividend yield over the last twelve months, with an annual payout of $0.10 per share.


1.00%1.50%2.00%2.50%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.352015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018201720162015
Dividend$0.10$0.10$0.16$0.19$0.17$0.10$0.34$0.17$0.14$0.15$0.24

Dividend yield

0.69%0.77%1.25%1.78%1.07%0.62%2.47%1.61%0.99%1.39%2.22%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
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$0.14
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.00$0.00$0.14$0.15
2015$0.01$0.00$0.00$0.22$0.24

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Baillie Gifford International Alpha 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 International Alpha Fund was 48.36%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current Baillie Gifford International Alpha Fund drawdown is 18.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.36%Feb 17, 2021420Oct 14, 2022
-35.71%Jan 30, 2018540Mar 23, 202094Aug 5, 2020634
-23.99%Apr 28, 2015201Feb 11, 2016299Apr 20, 2017500
-5.93%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-5.38%Jan 22, 20216Jan 29, 20217Feb 9, 202113

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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