AIEQ vs. BSGLX

Last updated Jun 4, 2026

AIEQ (AI Powered Equity ETF) and BSGLX (Baillie Gifford Long Term Global Growth Fund Class I) are both Large Cap Growth Equities funds. Over the past year, AIEQ returned 22.77% vs -6.31% for BSGLX. A 0.78 correlation means they provide meaningful diversification when combined. Both charge a 0.80% expense ratio.

Performance

AIEQ vs. BSGLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AI Powered Equity ETF (AIEQ) and Baillie Gifford Long Term Global Growth Fund Class I (BSGLX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AIEQ achieves a 10.58% return, which is significantly higher than BSGLX's -11.43% return.

AIEQ

• 1D: -0.53%
• 1M: 5.24%
• YTD: 10.58%
• 6M: 11.05%
• 1Y: 22.77%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BSGLX

• 1D: 0.00%
• 1M: -1.53%
• YTD: -11.43%
• 6M: -12.41%
• 1Y: -6.31%
• 3Y*: 12.21%
• 5Y*: -1.05%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AIEQ vs. BSGLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AIEQ AI Powered Equity ETF	10.58%	13.96%	14.21%
BSGLX Baillie Gifford Long Term Global Growth Fund Class I	-11.43%	16.26%	22.65%

Correlation

The correlation between AIEQ and BSGLX is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jan 30, 2024	0.78

The correlation between AIEQ and BSGLX has been stable across timeframes, ranging from 0.74 to 0.78 - a consistent structural relationship.

Return for Risk

AIEQ vs. BSGLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AIEQ

AIEQ Risk / Return Rank: 53
AIEQ Sharpe Ratio Rank: 53
AIEQ Sortino Ratio Rank: 51
AIEQ Omega Ratio Rank: 53
AIEQ Calmar Ratio Rank: 50
AIEQ Martin Ratio Rank: 55

BSGLX

BSGLX Risk / Return Rank: 2
BSGLX Sharpe Ratio Rank: 2
BSGLX Sortino Ratio Rank: 2
BSGLX Omega Ratio Rank: 2
BSGLX Calmar Ratio Rank: 2
BSGLX Martin Ratio Rank: 2

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AIEQ vs. BSGLX - Risk-Adjusted Trends 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.

	AIEQ	BSGLX	Difference
Sharpe ratio Return per unit of total volatility	1.86	-0.30	+2.15
Sortino ratio Return per unit of downside risk	2.55	-0.27	+2.82
Omega ratio Gain probability vs. loss probability	1.34	0.97	+0.37
Calmar ratio Return relative to maximum drawdown	2.51	-0.24	+2.75
Martin ratio Return relative to average drawdown	9.72	-0.54	+10.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AIEQ vs. BSGLX - Sharpe Ratio Comparison

The current AIEQ Sharpe Ratio is 1.86, which is higher than the BSGLX Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of AIEQ and BSGLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AIEQ	BSGLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.86	-0.30	+2.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.04	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	0.49	+0.38

Drawdowns

AIEQ vs. BSGLX - Drawdown Comparison

The maximum AIEQ drawdown since its inception was -24.19%, smaller than the maximum BSGLX drawdown of -56.23%. Use the drawdown chart below to compare losses from any high point for AIEQ and BSGLX.

Drawdown Indicators

	AIEQ	BSGLX	Difference
Max Drawdown Largest peak-to-trough decline	-24.19%	-56.23%	+32.04%
Max Drawdown (1Y) Largest decline over 1 year	-9.11%	-25.69%	+16.58%
Max Drawdown (3Y) Largest decline over 3 years	—	-27.30%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-56.21%	—
Current Drawdown Current decline from peak	-0.56%	-18.50%	+17.94%
Average Drawdown Average peak-to-trough decline	-3.31%	-17.83%	+14.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.35%	11.21%	-8.86%

Volatility

AIEQ vs. BSGLX - Volatility Comparison

The current volatility for AI Powered Equity ETF (AIEQ) is 3.14%, while Baillie Gifford Long Term Global Growth Fund Class I (BSGLX) has a volatility of 3.67%. This indicates that AIEQ experiences smaller price fluctuations and is considered to be less risky than BSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIEQ	BSGLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.14%	3.67%	-0.53%
Volatility (6M) Calculated over the trailing 6-month period	9.37%	15.69%	-6.32%
Volatility (1Y) Calculated over the trailing 1-year period	12.34%	20.53%	-8.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.48%	29.75%	-10.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.48%	28.01%	-8.53%

AIEQ vs. BSGLX - Expense Ratio Comparison

Both AIEQ and BSGLX have an expense ratio of 0.80%.

Dividends

AIEQ vs. BSGLX - Dividend Comparison

AIEQ's dividend yield for the trailing twelve months is around 0.39%, while BSGLX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
AIEQ AI Powered Equity ETF	0.39%	0.43%	0.65%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BSGLX Baillie Gifford Long Term Global Growth Fund Class I	0.00%	0.00%	0.00%	0.00%	3.85%	5.17%	8.40%	0.15%	10.07%

Frequently Asked Questions

Can I hold both AIEQ and BSGLX in my portfolio?

AIEQ and BSGLX have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AIEQ or BSGLX?

BSGLX has higher volatility (3.67%) compared to AIEQ (3.14%). In terms of maximum drawdown, AIEQ dropped -24.19% vs BSGLX's -56.23%.

Which has better risk-adjusted returns?

AIEQ currently has the higher Sharpe Ratio (1.86 vs -0.30), 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.