AIEQ vs. BSGLX
Compare and contrast key facts about AI Powered Equity ETF (AIEQ) and Baillie Gifford Long Term Global Growth Fund Class I (BSGLX).
AIEQ is an actively managed fund by ETFMG. It was launched on Oct 17, 2017. BSGLX is managed by Baillie Gifford Funds.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AIEQ or BSGLX.
Performance
AIEQ vs. BSGLX - Performance Comparison
Returns By Period
In the year-to-date period, AIEQ achieves a 15.94% return, which is significantly lower than BSGLX's 27.31% return.
AIEQ
15.94%
7.36%
17.81%
33.67%
9.33%
N/A
BSGLX
27.31%
5.55%
13.52%
38.58%
12.04%
N/A
Key characteristics
AIEQ | BSGLX | |
---|---|---|
Sharpe Ratio | 1.85 | 1.95 |
Sortino Ratio | 2.54 | 2.61 |
Omega Ratio | 1.33 | 1.34 |
Calmar Ratio | 1.18 | 0.84 |
Martin Ratio | 8.85 | 10.63 |
Ulcer Index | 3.87% | 3.67% |
Daily Std Dev | 18.55% | 20.03% |
Max Drawdown | -38.97% | -58.76% |
Current Drawdown | -5.02% | -25.76% |
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AIEQ vs. BSGLX - Expense Ratio Comparison
Both AIEQ and BSGLX have an expense ratio of 0.80%.
Correlation
The correlation between AIEQ and BSGLX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
AIEQ vs. BSGLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AI Powered Equity ETF (AIEQ) and Baillie Gifford Long Term Global Growth Fund Class I (BSGLX). 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.
Dividends
AIEQ vs. BSGLX - Dividend Comparison
AIEQ's dividend yield for the trailing twelve months is around 0.62%, while BSGLX has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
---|---|---|---|---|---|---|---|---|
AI Powered Equity ETF | 0.62% | 0.97% | 0.11% | 1.76% | 0.39% | 0.60% | 9.11% | 0.16% |
Baillie Gifford Long Term Global Growth Fund Class I | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AIEQ vs. BSGLX - Drawdown Comparison
The maximum AIEQ drawdown since its inception was -38.97%, smaller than the maximum BSGLX drawdown of -58.76%. Use the drawdown chart below to compare losses from any high point for AIEQ and BSGLX. For additional features, visit the drawdowns tool.
Volatility
AIEQ vs. BSGLX - Volatility Comparison
AI Powered Equity ETF (AIEQ) and Baillie Gifford Long Term Global Growth Fund Class I (BSGLX) have volatilities of 5.25% and 5.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.