BGCBX vs. WCQGX
BGCBX (Baillie Gifford China Equities Fund) and WCQGX (WCM China Quality Growth Fund) are both mutual funds - BGCBX is a China Equities fund managed by Baillie Gifford, while WCQGX is a Quality Factor fund managed by WCM. Over the past 5 years, BGCBX returned -5.09%/yr vs -8.76%/yr for WCQGX. Their correlation of 0.85 means they have usually moved in the same direction. BGCBX charges 0.96%/yr vs 1.50%/yr for WCQGX.
Performance
BGCBX vs. WCQGX - Performance Comparison
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Returns By Period
In the year-to-date period, BGCBX achieves a -2.61% return, which is significantly higher than WCQGX's -6.65% return.
BGCBX
- 1D
- 1.05%
- 1M
- 3.38%
- 6M
- -5.88%
- YTD
- -2.61%
- 1Y
- 12.07%
- 3Y*
- 6.77%
- 5Y*
- -5.09%
- 10Y*
- —
- ALL TIME*
- -6.62%
WCQGX
- 1D
- 0.44%
- 1M
- -15.15%
- 6M
- -11.79%
- YTD
- -6.65%
- 1Y
- -1.37%
- 3Y*
- -1.75%
- 5Y*
- -8.76%
- 10Y*
- —
- ALL TIME*
- 1.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BGCBX vs. WCQGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BGCBX Baillie Gifford China Equities Fund | -2.61% | 36.51% | 9.74% | -18.00% | -28.56% | -17.30% |
WCQGX WCM China Quality Growth Fund | -6.65% | 20.97% | -3.03% | -18.49% | -26.70% | -9.92% |
Correlation
The correlation between BGCBX and WCQGX is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.85 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2021 | 0.85 |
The correlation between BGCBX and WCQGX has been stable across timeframes, ranging from 0.77 to 0.85 - a consistent structural relationship.
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Return for Risk
BGCBX vs. WCQGX — Risk / Return Rank
BGCBX
WCQGX
BGCBX vs. WCQGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford China Equities Fund (BGCBX) and WCM China Quality Growth Fund (WCQGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BGCBX | WCQGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.00 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | -0.18 | +0.87 |
| Martin ratioReturn relative to average drawdown | 1.37 | -0.51 | +1.88 |
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Drawdowns
BGCBX vs. WCQGX - Drawdown Comparison
The maximum BGCBX drawdown since its inception was -59.07%, roughly equal to the maximum WCQGX drawdown of -59.28%. Use the drawdown chart below to compare losses from any high point for BGCBX and WCQGX.
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Drawdown Indicators
| BGCBX | WCQGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.07% | -59.28% | +0.21% |
Max Drawdown (1Y)Largest decline over 1 year | -13.48% | -22.31% | +8.83% |
Max Drawdown (3Y)Largest decline over 3 years | -26.77% | -27.02% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -56.22% | -53.96% | -2.26% |
Current DrawdownCurrent decline from peak | -30.28% | -46.21% | +15.93% |
Average DrawdownAverage peak-to-trough decline | -38.04% | -34.38% | -3.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.74% | 7.89% | -1.15% |
Volatility
BGCBX vs. WCQGX - Volatility Comparison
The current volatility for Baillie Gifford China Equities Fund (BGCBX) is 6.03%, while WCM China Quality Growth Fund (WCQGX) has a volatility of 14.46%. This indicates that BGCBX experiences smaller price fluctuations and is considered to be less risky than WCQGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGCBX | WCQGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.03% | 14.46% | -8.43% |
Volatility (6M)Calculated over the trailing 6-month period | 13.55% | 24.61% | -11.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 28.71% | -9.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.54% | 24.80% | +1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.83% | 24.82% | +2.01% |
BGCBX vs. WCQGX - Expense Ratio Comparison
BGCBX has a 0.96% expense ratio, which is lower than WCQGX's 1.50% expense ratio.
Dividends
BGCBX vs. WCQGX - Dividend Comparison
BGCBX's dividend yield for the trailing twelve months is around 0.94%, less than WCQGX's 7.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BGCBX Baillie Gifford China Equities Fund | 0.94% | 0.91% | 2.03% | 1.50% | 0.66% | 0.00% | 0.00% |
WCQGX WCM China Quality Growth Fund | 7.14% | 6.67% | 2.02% | 0.82% | 0.28% | 8.54% | 2.38% |
Frequently Asked Questions
BGCBX and WCQGX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WCQGX has higher volatility (14.46%) compared to BGCBX (6.03%). In terms of maximum drawdown, BGCBX dropped -59.07% vs WCQGX's -59.28%.
BGCBX currently has the higher Sharpe Ratio (0.49 vs -0.14), 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.
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