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BGCG vs. BGGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BGCG vs. BGGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baillie Gifford International Concentrated Growth ETF (BGCG) and Baillie Gifford Long Term Global Growth ETF (BGGG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BGCG

1D
0.30%
1M
2.12%
6M
YTD
1Y
3Y*
5Y*
10Y*

BGGG

1D
-0.34%
1M
-0.20%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BGCG vs. BGGG - Yearly Performance Comparison


Correlation

The correlation between BGCG and BGGG is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 1, 2026

0.90

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Return for Risk

BGCG vs. BGGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford International Concentrated Growth ETF (BGCG) and Baillie Gifford Long Term Global Growth ETF (BGGG). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BGCG vs. BGGG - Sharpe Ratio Comparison


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Drawdowns

BGCG vs. BGGG - Drawdown Comparison

The maximum BGCG drawdown since its inception was -5.68%, smaller than the maximum BGGG drawdown of -9.83%. Use the drawdown chart below to compare losses from any high point for BGCG and BGGG.


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Drawdown Indicators


BGCGBGGGDifference

Max Drawdown

Largest peak-to-trough decline

-5.68%

-9.83%

+4.15%

Current Drawdown

Current decline from peak

-0.34%

-2.89%

+2.55%

Average Drawdown

Average peak-to-trough decline

-2.43%

-5.06%

+2.63%

Volatility

BGCG vs. BGGG - Volatility Comparison


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Volatility by Period


BGCGBGGGDifference

Volatility (1Y)

Calculated over the trailing 1-year period

27.54%

29.32%

-1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.54%

29.32%

-1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.54%

29.32%

-1.78%

BGCG vs. BGGG - Expense Ratio Comparison

BGCG has a 0.72% expense ratio, which is higher than BGGG's 0.70% expense ratio.


Dividends

BGCG vs. BGGG - Dividend Comparison

Neither BGCG nor BGGG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, BGCG and BGGG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, BGGG is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BGGG is cheaper with a 0.70% expense ratio, compared with 0.72% for BGCG.

BGCG and BGGG have nearly identical dividend yields, around 0.00%.

BGCG is categorized as Foreign Large Cap Equities, while BGGG is Global Equities. Their fees differ too: 0.72% for BGCG and 0.70% for BGGG.

Portfolio Optimizer

Find the right allocation for BGCG and BGGG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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