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BSGLX's Sortino Ratio of -0.27 indicates that for each unit of downside volatility, it generates -0.27 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).

Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.

BSGLX Sortino Ratio Rank


BSGLX Sortino Ratio Rank: 1.62
Concerning

BSGLX ranks above 1.6% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with minimal downside volatility → Higher rank
  • Severe or frequent drawdowns → Lower rank
  • Upside volatility → No impact (Sortino doesn't penalize upside swings)

What you can do with this information

  • Weak downside-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or implementing downside hedges
  • Review higher-ranked alternatives in the same category

BSGLX Sortino Ratio Market Positioning

The chart shows BSGLX's Sortino Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.


  • Red zone (bottom 25%): 2.10 or lower
  • Yellow zone (middle 50%): 2.10 to 3.66
  • Green zone (top 25%): 3.66 or higher
  • Top 1%: 9.22+
  • Median: 3.00 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Baillie Gifford Long Term Global Growth Fund Class I's Sortino Ratio with other mutual funds in the Large Cap Growth Equities, Global Equities category across multiple time periods, showing how BSGLX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.


SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
EFCNXEmerald Insights Fund6.20
LVAGXLSV Global Value Fund5.15
VPMCXVanguard PRIMECAP Fund Investor Shares5.04
POGRXPrimeCap Odyssey Growth Fund4.84
VGPMXVanguard Global Capital Cycles Fund4.82
EPSYXMainStay Epoch Global Equity Yield Fund4.72
PGVFXPolaris Global Value Fund4.65
JGYIXJohn Hancock Global Shareholder Yield Fund4.64
FMIEXWasatch Global Value Fund Investor Class Shares4.61
GMGEXGMO Global Equity Allocation Fund4.59
BSGLXBaillie Gifford Long Term Global Growth Fund Class I-0.27

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows BSGLX's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when BSGLX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.


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Sortino Ratio Calculator

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