BGCWX vs. SIMYX

Last updated Apr 1, 2026

Compare and contrast key facts about Baillie Gifford EAFE Plus All Cap Fund (BGCWX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX).

BGCWX is managed by Baillie Gifford Funds. It was launched on Dec 16, 2009. SIMYX is managed by BlackRock. It was launched on Oct 16, 2016.

Performance

BGCWX vs. SIMYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baillie Gifford EAFE Plus All Cap Fund (BGCWX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). The values are adjusted to include any dividend payments, if applicable.

BGCWX vs. SIMYX - 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%	30.37%
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund	3.35%	30.07%	6.26%	13.11%	-11.38%	7.83%	-1.33%	15.77%	-12.11%	21.58%

Returns By Period

BGCWX

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

SIMYX

• 1D: 0.58%
• 1M: -7.35%
• YTD: 3.35%
• 6M: 7.54%
• 1Y: 22.67%
• 3Y*: 15.31%
• 5Y*: 8.60%
• 10Y*: —

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

BGCWX vs. SIMYX - Expense Ratio Comparison

BGCWX has a 0.64% expense ratio, which is lower than SIMYX's 0.86% expense ratio.

SIMYX

SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund

BGCWX

Baillie Gifford EAFE Plus All Cap Fund

Return for Risk

BGCWX vs. SIMYX — Risk / Return Rank

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

SIMYX

SIMYX Risk / Return Rank: 87
SIMYX Sharpe Ratio Rank: 87
SIMYX Sortino Ratio Rank: 86
SIMYX Omega Ratio Rank: 85
SIMYX Calmar Ratio Rank: 90
SIMYX Martin Ratio Rank: 88

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. SIMYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford EAFE Plus All Cap Fund (BGCWX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). 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	SIMYX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.75	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.76	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.58	—

Correlation

The correlation between BGCWX and SIMYX is 0.68, 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

BGCWX vs. SIMYX - Dividend Comparison

BGCWX has not paid dividends to shareholders, while SIMYX's dividend yield for the trailing twelve months is around 3.03%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund	3.03%	3.13%	5.26%	3.62%	3.13%	3.41%	1.96%	3.09%	3.01%	2.74%

Drawdowns

Drawdown Indicators

	BGCWX	SIMYX	Difference
Max Drawdown Largest peak-to-trough decline	—	-32.14%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-8.55%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.06%	—
Current Drawdown Current decline from peak	—	-7.35%	—
Average Drawdown Average peak-to-trough decline	—	-6.14%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.23%	—

Volatility

Volatility by Period

	BGCWX	SIMYX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.79%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.26%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	12.54%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	11.31%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	12.24%	—