BGCBX vs. BGCWX

Last updated Apr 2, 2026

Compare and contrast key facts about Baillie Gifford China Equities Fund (BGCBX) and Baillie Gifford EAFE Plus All Cap Fund (BGCWX).

BGCBX is managed by Baillie Gifford Funds. It was launched on Jul 6, 2021. BGCWX is managed by Baillie Gifford Funds. It was launched on Dec 16, 2009.

Performance

BGCBX vs. BGCWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baillie Gifford China Equities Fund (BGCBX) and Baillie Gifford EAFE Plus All Cap Fund (BGCWX). The values are adjusted to include any dividend payments, if applicable.

BGCBX vs. BGCWX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
BGCBX Baillie Gifford China Equities Fund	-6.09%	36.51%	9.74%	-18.00%	-28.56%	-17.30%
BGCWX Baillie Gifford EAFE Plus All Cap Fund	1.62%	-60.54%	0.75%	10.10%	-30.90%	-2.13%

Returns By Period

BGCBX

• 1D: 1.41%
• 1M: -6.36%
• YTD: -6.09%
• 6M: -11.53%
• 1Y: 10.26%
• 3Y*: 4.12%
• 5Y*: —
• 10Y*: —

BGCWX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BGCBX vs. BGCWX - Expense Ratio Comparison

BGCBX has a 0.96% expense ratio, which is higher than BGCWX's 0.64% expense ratio.

BGCBX

Baillie Gifford China Equities Fund

BGCWX

Baillie Gifford EAFE Plus All Cap Fund

Return for Risk

BGCBX vs. BGCWX — Risk / Return Rank

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

BGCBX

BGCBX Risk / Return Rank: 13
BGCBX Sharpe Ratio Rank: 14
BGCBX Sortino Ratio Rank: 13
BGCBX Omega Ratio Rank: 13
BGCBX Calmar Ratio Rank: 14
BGCBX Martin Ratio Rank: 14

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.

BGCBX vs. BGCWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford China Equities Fund (BGCBX) and Baillie Gifford EAFE Plus All Cap Fund (BGCWX). 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.

	BGCBX	BGCWX	Difference
Sharpe ratio Return per unit of total volatility	0.50	—	—
Sortino ratio Return per unit of downside risk	0.79	—	—
Omega ratio Gain probability vs. loss probability	1.11	—	—
Calmar ratio Return relative to maximum drawdown	0.63	—	—
Martin ratio Return relative to average drawdown	2.02	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BGCBX	BGCWX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.50	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.29	—	—

Correlation

The correlation between BGCBX and BGCWX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

BGCBX vs. BGCWX - Dividend Comparison

BGCBX's dividend yield for the trailing twelve months is around 0.97%, while BGCWX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BGCBX Baillie Gifford China Equities Fund	0.97%	0.91%	2.03%	1.50%	0.66%	0.00%	0.00%	0.00%	0.00%	0.00%
BGCWX Baillie Gifford EAFE Plus All Cap Fund	0.00%	0.00%	5.68%	0.00%	2.99%	9.61%	1.70%	3.72%	2.43%	1.55%

Drawdowns

Drawdown Indicators

	BGCBX	BGCWX	Difference
Max Drawdown Largest peak-to-trough decline	-59.07%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-15.88%	—	—
Current Drawdown Current decline from peak	-32.77%	—	—
Average Drawdown Average peak-to-trough decline	-38.61%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	4.98%	—	—

Volatility

Volatility by Period

	BGCBX	BGCWX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.29%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.14%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	21.42%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.29%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.29%	—	—