BGCWX vs. FSGEX

Last updated Apr 1, 2026

Compare and contrast key facts about Baillie Gifford EAFE Plus All Cap Fund (BGCWX) and Fidelity Series Global ex U.S. Index Fund (FSGEX).

BGCWX is managed by Baillie Gifford Funds. It was launched on Dec 16, 2009. FSGEX is managed by Fidelity. It was launched on Sep 29, 2009.

Performance

BGCWX vs. FSGEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baillie Gifford EAFE Plus All Cap Fund (BGCWX) and Fidelity Series Global ex U.S. Index Fund (FSGEX). The values are adjusted to include any dividend payments, if applicable.

BGCWX vs. FSGEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BGCWX Baillie Gifford EAFE Plus All Cap Fund	1.62%	-60.54%	0.75%	10.10%	-30.90%	3.33%	28.74%	31.79%	-16.37%	31.31%
FSGEX Fidelity Series Global ex U.S. Index Fund	-1.20%	32.99%	5.34%	15.56%	-15.75%	7.77%	10.75%	21.41%	-13.99%	27.47%

Returns By Period

BGCWX

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

FSGEX

• 1D: -0.06%
• 1M: -11.07%
• YTD: -1.20%
• 6M: 3.57%
• 1Y: 23.80%
• 3Y*: 14.32%
• 5Y*: 6.98%
• 10Y*: 8.55%

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

BGCWX vs. FSGEX - Expense Ratio Comparison

BGCWX has a 0.64% expense ratio, which is higher than FSGEX's 0.01% expense ratio.

BGCWX

Baillie Gifford EAFE Plus All Cap Fund

FSGEX

Fidelity Series Global ex U.S. Index Fund

Return for Risk

BGCWX vs. FSGEX — Risk / Return Rank

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

FSGEX

FSGEX Risk / Return Rank: 78
FSGEX Sharpe Ratio Rank: 79
FSGEX Sortino Ratio Rank: 78
FSGEX Omega Ratio Rank: 76
FSGEX Calmar Ratio Rank: 80
FSGEX Martin Ratio Rank: 77

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.

BGCWX vs. FSGEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford EAFE Plus All Cap Fund (BGCWX) and Fidelity Series Global ex U.S. Index Fund (FSGEX). 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.

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

Sharpe Ratios by Period

	BGCWX	FSGEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.43	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.46	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.53	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.36	—

Correlation

The correlation between BGCWX and FSGEX is 0.86, 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.

Dividends

BGCWX vs. FSGEX - Dividend Comparison

BGCWX has not paid dividends to shareholders, while FSGEX's dividend yield for the trailing twelve months is around 3.06%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	0.00%
FSGEX Fidelity Series Global ex U.S. Index Fund	3.06%	3.02%	2.98%	2.90%	2.78%	2.59%	1.68%	2.10%	2.86%	2.48%	2.56%	2.61%

Drawdowns

Drawdown Indicators

	BGCWX	FSGEX	Difference
Max Drawdown Largest peak-to-trough decline	—	-34.74%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-11.24%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.66%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.74%	—
Current Drawdown Current decline from peak	—	-11.24%	—
Average Drawdown Average peak-to-trough decline	—	-8.51%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.86%	—

Volatility

Volatility by Period

	BGCWX	FSGEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.21%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.85%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	16.09%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	15.14%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	16.12%	—